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"Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based ..."

Bruno Gasperov, Zvonko Kostanjcar (2022)

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DOI: 10.48550/ARXIV.2207.09951

access: open

type: Informal or Other Publication

metadata version: 2022-07-25

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  dblp key:
  - journals/corr/abs-2207-09951
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  - https://dblp.org/rec/journals/corr/abs-2207-09951
Bruno Gasperov, Zvonko Kostanjcar:
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model. CoRR abs/2207.09951 (2022)

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