"Performance of Deep Reinforcement Learning for High Frequency Market ..."

Ziyi Xu, Xue Cheng, Yangbo He (2022)

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DOI: 10.5555/3535850.3536103

access: open

type: Conference or Workshop Paper

metadata version: 2022-07-18

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Ziyi Xu, Xue Cheng, Yangbo He:
Performance of Deep Reinforcement Learning for High Frequency Market Making on Actual Tick Data. AAMAS 2022: 1765-1767

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