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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: 10.1109/LCSYS.2022.3166446

access: closed

type: Journal Article

metadata version: 2022-05-18

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Bruno Gasperov, Zvonko Kostanjcar:
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model. IEEE Control. Syst. Lett. 6: 2485-2490 (2022)

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