Reinforcement Learning in High-frequency Market Making
Y Zheng, Z Ding - arXiv preprint arXiv:2407.21025, 2024 - arxiv.org
This paper establishes a new and comprehensive theoretical analysis for the application of
reinforcement learning (RL) in high-frequency market making. We bridge the modern RL …
reinforcement learning (RL) in high-frequency market making. We bridge the modern RL …