"Market Making under Order Stacking Framework: A Deep Reinforcement ..."

Guhyuk Chung et al. (2022)

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DOI: 10.1145/3533271.3561789

access: closed

type: Conference or Workshop Paper

metadata version: 2023-06-26

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Guhyuk Chung, Munki Chung, Yongjae Lee, Woo Chang Kim:
Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach. ICAIF 2022: 223-231

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