Peer Nagy

According to our database, Peer Nagy authored at least 4 papers in 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets.

Peer Nagy, Jan-Peter Calliess, Stefan Zohren

Frontiers Artif. Intell., February, 2023

Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets.

Peer Nagy, Jan-Peter Calliess, Stefan Zohren

CoRR, 2023

Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network.

Peer Nagy, Sascha Frey, Silvia Sapora, Kang Li, Anisoara Calinescu, Stefan Zohren, Jakob N. Foerster

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading.

Sascha Yves Frey, Kang Li, Peer Nagy, Silvia Sapora, Christopher Lu, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu

Proceedings of the 4th ACM International Conference on AI in Finance, 2023