@article{deepreinforcementlearningforactivehigh,
  title = {Deep Reinforcement Learning for Active High Frequency Trading},
  author = {Antonio Briola and Jeremy Turiel and Riccardo Marcaccioli and Alvaro Cauderan and Tomaso Aste},
  year = {2021},
  eprint = {2101.07107},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2101.07107v3},
}