Market Making With Signals Through Deep Reinforcement Learning

Market Making With Signals Through Deep Reinforcement Learning

Deep reinforcement learning has recently been successfully applied to a plethora of diverse and difficult sequential decision-making tasks, ranging from the Atari games to robotic motion control. Among the foremost such tasks in quantitative finance is the problem of optimal market making. Market ma...

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Bibliographic Details
Main Authors:	Bruno Gasperov, Zvonko Kostanjcar
Format:	Article
Language:	English
Published:	IEEE 2021-01-01
Series:	IEEE Access
Subjects:	Deep reinforcement learning genetic algorithms high-frequency trading machine learning market making stochastic control
Online Access:	https://ieeexplore.ieee.org/document/9410223/

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