tspooner / rl_markets

Market Making via Reinforcement Learning
https://arxiv.org/abs/1804.04216v1
BSD 3-Clause "New" or "Revised" License
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How to calculate the memory_size and n_tiles required? #15

Open stephenkgu opened 4 years ago

stephenkgu commented 4 years ago

Hi Tom,

I have made n_actions larger from 9 to 20, and adjusted the feature variables' threshold larger. How do I specify the new memory_size & n_tiles required? Is there a formula(or some kinda of) to calculate these numbers to be specified? @tspooner

Regards, stephen