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mjuchli / ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning
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[Framework] Support different features in Environment #12

Closed mjuchli closed 6 years ago

mjuchli commented 6 years ago

Allow to define various features in order to support Q-Learning and different DQN approaches

mjuchli commented 6 years ago

https://github.com/backender/ctc-executioner/commit/88fe7a5b7765d8da5a1fd9420b116cfe8a2826c5