@article{multiagentreinforcementlearningina,
  title = {Multi-Agent Reinforcement Learning in a Realistic Limit Order Book Market Simulation},
  author = {Michaël Karpe and Jin Fang and Zhongyao Ma and Chen Wang},
  year = {2020},
  eprint = {2006.05574},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.05574v2},
}