Automatic Market Making System with Offline Reinforcement Learning-Reference-Cited by-同舟云学术

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Automatic Market Making System with Offline Reinforcement Learning

Published:2023-10-01 Issue: Volume:26 Page:3842-3847
ISSN:
Container-title:2023 IEEE International Conference on Systems, Man, and Cybernetics (SMC)
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Author:

Guo Hong¹,Zhao Yue¹,Lin Jianwu¹

Affiliation:

1. Shenzhen International Graduate School, Tsinghua University,Shenzhen,China

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10391856/10393862/10394135.pdf?arnumber=10394135

Reference13 articles.

1. High-frequency trading in a limit order book

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

3. Reinforcement learning for high-frequency market making;Lim,2018

4. Market making via reinforcement learning;Spooner,2018

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