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News/DeepSeekMath Meets Order Book: Group-Aware Policy Optimization for High-Frequency Directional Trading
arxiv
PublishedMay 26, 2026 at 4:00 AM

DeepSeekMath Meets Order Book: Group-Aware Policy Optimization for High-Frequency Directional Trading

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Publisher summary· verbatim

arXiv:2605.25527v1 Announce Type: new Abstract: This paper studies reinforcement learning for high-frequency trading on limit order books by pairing an Order-Flow-based state model with policy-gradient methods. Instead of value-based RL techniques like tabular Q-learning, our approach deploys policy

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