36 citations · 37 across the 2 of their papers we have counts for
2 papers
q-fin.TR2020★ 1 cited
An overall view of key problems in algorithmic trading and recent progress
Michaël Karpe
We summarize the fundamental issues at stake in algorithmic trading, and the progress made in this field over the last twenty years. We first present the key problems of algorithmi…
q-fin.TR2020★ 36 cited
Multi-Agent Reinforcement Learning in a Realistic Limit Order Book Market Simulation
Michaël Karpe, Jin Fang, Zhongyao Ma +1
Optimal order execution is widely studied by industry practitioners and academic researchers because it determines the profitability of investment decisions and high-level trading…