Reinforcement Learning Approaches to Optimal Market Making

Market making is the process whereby a market participant, called a market maker, simultaneously and repeatedly posts limit orders on both sides of the limit order book of a security in order to both provide liquidity and generate profit. Optimal market making entails dynamic adjustment of bid and a...

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Autores principales: Bruno Gašperov, Stjepan Begušić, Petra Posedel Šimović, Zvonko Kostanjčar
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
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Acceso en línea:https://doaj.org/article/86c142702878470a833bb38d0424c979
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