Adaptive Multi-strategy Market Making Agent

Author:

Raheman Ali,Kolonin Anton,Ansari Ikram

Publisher

Springer International Publishing

Reference8 articles.

1. Ganesh S., et. al.: Reinforcement Learning for Market Making in a Multi-agent Dealer Market (2019). arXiv:1911.05892v1, https://arxiv.org/pdf/1911.05892.pdf, Accessed 14 Nov 2019

2. Sadighian J.: Deep Reinforcement Learning in Cryptocurrency Market Making (2019). arXiv:1911.08647v1, https://arxiv.org/pdf/1911.08647.pdf, Accessed 20 Nov 2019

3. Sadighian J.: Extending Deep Reinforcement Learning Frameworks in Cryptocurrency Market Making (2020). arXiv:2004.06985v1, https://arxiv.org/pdf/2004.06985.pdf, Accessed 15 Apr 2020

4. Guéant O., et al.: Dealing with the Inventory Risk. A solution to the market making problem (2020). arXiv:1105.3115, https://arxiv.org/pdf/1105.3115.pdf, Accessed 3 Aug 2012

5. Tsantekidis A.: Using Deep Learning for price prediction by exploiting stationary limit order book features (2018). arXiv:1810.09965, https://arxiv.org/abs/1810.09965, Accessed 23 Oct 2018

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