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"High frequency automated market making algorithms with adverse selection ..."

Muchen Zhao, Vadim Linetsky (2021)

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DOI: 10.1145/3490354.3494398

access: closed

type: Conference or Workshop Paper

metadata version: 2022-05-11

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  - conf/icaif/ZhaoL21
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Muchen Zhao, Vadim Linetsky:
High frequency automated market making algorithms with adverse selection risk control via reinforcement learning. ICAIF 2021: 33:1-33:9

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