CFD Market Maker’s Policy Optimization using Artificial Market Simulation and Deep Reinforcement Learning
Author:
Affiliation:
1. School of Engneering, The University of Tokyo
2. Daiwa Securities Co. Ltd.
Publisher
Japanese Society for Artificial Intelligence
Link
https://www.jstage.jst.go.jp/article/tjsai/39/4/39_39-4_FIN23-F/_pdf
Reference29 articles.
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5. [Chiarella 02] Chiarella, C. and Iori, G.: A simulation analysis of the microstructure of double auction markets, Quantitative Finance, Vol. 2, No. 5, pp. 346–353 (2002)
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