Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach
Author:
Affiliation:
1. Korea Advanced Institute of Science and Technology, Republic of Korea
2. Ulsan National Institute of Science and Technology, Republic of Korea
Funder
National Research Foundation of Korea
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3533271.3561789
Reference15 articles.
1. High-frequency trading in a limit order book
2. Enhancing trading strategies with order book signals
3. Order scoring, bandit learning and order cancellations
4. Market Making With Signals Through Deep Reinforcement Learning
5. Instantaneous Order Impact and High-Frequency Strategy Optimization in Limit Order Books
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