Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach

被引：0

作者：

Chung, Guhyuk ^{[1
]}

Chung, Munki ^{[1
]}

Lee, Yongjae ^{[2
]}

Kim, Woo Chang ^{[1
]}

机构：

[1] Korea Advanced Institute of Science and Technology, Daejeon, Korea, Republic of

[2] Ulsan National Institute of Science and Technology, Ulsan, Korea, Republic of

来源：

Proceedings of the 3rd ACM International Conference on AI in Finance, ICAIF 2022 | 2022年

基金：

新加坡国家研究基金会;

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Commerce - Deep learning - Financial markets - Learning systems - Profitability - Risk management

引用

页码：223 / 231

共 7 条

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Department of Electronic Engineering, Jeju National University, 102 Jeju Daehak-ro, Jeju-do, Jeju-si
63243, Korea, Republic of
不详
63243, Korea, Republic of
不详
J Network Syst Manage, 3

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