SSRNTrading, Microstructure & Execution
Deep reinforcement learning for arbitrage in decentralized exchanges
The study explores trading performances under arbitrage conditions in decentralized exchanges, using a simulation model and deep reinforcement learning to determine optimal arbitrage strategies for eight cryptocurrency pairs.
Featured in No. 30 on 20 Dec 2023 · · 1 citation today
- Released
- 30 Apr 2023
- First featured
- No. 30 · 20 Dec 2023
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4666504
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).