28 citations · 28 across the 2 of their papers we have counts for
2 papers
q-fin.TR2024
Limit Order Book Simulations: A Review
Konark Jain, Nick Firoozye, Jonathan Kochems +1
Limit Order Books (LOBs) serve as a mechanism for buyers and sellers to interact with each other in the financial markets. Modelling and simulating LOBs is quite often necessary fo…
cs.LG2022★ 28 cited
The Recurrent Reinforcement Learning Crypto Agent
Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
We demonstrate a novel application of online transfer learning for a digital assets trading agent. This agent uses a powerful feature space representation in the form of an echo st…