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Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morgan AI Research, 2019)>.

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Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., 2019)>.

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Model-based reinforcement learning

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Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morgan AI Research, 2019)>.

reinforcement-learning limit-order-book financial-engineering market-microstructure high-frequency-trading model-based-reinforcement-learning world-models

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