@misc{briola2021deep, title={Deep Reinforcement Learning for Active High Frequency Trading}, author={Antonio Briola and Jeremy Turiel and Riccardo Marcaccioli and Tomaso Aste}, year={2021}, eprint={2101.07107}, archivePrefix={arXiv}, primaryClass={cs.LG}, url={https://arxiv.org/abs/2101.07107} }