Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion-Reference-Cited by-同舟云学术

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Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion

Published:2022 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Cont Rama,XIONG Wei

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference39 articles.

1. Artificial Intelligence and Pricing: The Impact of Algorithm Design;John Asker;National Bureau of Economic Research Working Paper Series,2021

2. Autonomous algorithmic collusion: Economic research and policy implications;Stephanie Assad;Oxford Review of Economic Policy

3. High-frequency trading in a limit order book;Marco Avellaneda;Quantitative Finance,2008

Cited by 2 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. Deep Reinforcement Learning in Financial Markets Context: Review and Open Challenges;Modern Artificial Intelligence and Data Science;2023

2. AI-driven liquidity provision in OTC financial markets;Quantitative Finance;2022-10-21

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