collaborators

1 paper

q-fin.TR2025

JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading

Valentin Mohl, Sascha Frey, Reuben Leyland +6

Agent-based modelling (ABM) approaches for high-frequency financial markets are difficult to calibrate and validate, partly due to the large parameter space created by defining fix…