Reinforcement Learning for Optimal Market Making with the Presence of Rebate-Reference-Cited by-同舟云学术

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Reinforcement Learning for Optimal Market Making with the Presence of Rebate

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Zhang Ge,Chen Ying

Publisher

Elsevier BV

Reference35 articles.

1. Adaptive market making via online learning;Jacob Abernethy;Advances in Neural Information Processing Systems,2013

2. Dealership market: Market-making with inventory;Yakov Amihud;Journal of Financial Economics,1980

3. Equity trading in the 21st century;J James;The Quarterly Journal of Finance,2011

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Automated market maker inventory management with deep reinforcement learning;Applied Intelligence;2023-06-24

2. Recent advances in reinforcement learning in finance;Mathematical Finance;2023-04-07

3. Reinforcement Learning for Optimal Market Making with the Presence of Rebate;SSRN Electronic Journal;2020

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