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Author

George Rayment

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#reinforcement learning Open access Sep 2026

SADRL-paper: code and trade logs for "A Spread-Aware Deep Reinforcement Learning Framework Using Directional Changes Sampling for High Frequency FX Trading"

Code accompanying A Spread-Aware Deep Reinforcement Learning Framework Using Directional Changes Sampling for High Frequency FX Trading (G. Rayment, T. Papastylianou, M. Kampouridis), revised for Array. Attached: per-trade logs behind the paper's results. Every completed trade of every evaluation run, with executed ent...

George Rayment · 0 citations
#reinforcement learning Open access Sep 2026

SADRL-paper: code and trade logs for "A Spread-Aware Deep Reinforcement Learning Framework Using Directional Changes Sampling for High Frequency FX Trading"

Code accompanying A Spread-Aware Deep Reinforcement Learning Framework Using Directional Changes Sampling for High Frequency FX Trading (G. Rayment, T. Papastylianou, M. Kampouridis), revised for Array. Attached: per-trade logs behind the paper's results. Every completed trade of every evaluation run, with executed ent...

George Rayment · 0 citations

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