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: | , , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
MDPI AG
2021
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| Acceso en línea: | https://doaj.org/article/86c142702878470a833bb38d0424c979 |
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