Reinforcement Learning for Market Making in a Multi-agent Dealer Market

Reinforcement Learning for Market Making in a Multi-agent Dealer Market

14 November 2019

Papers citing "Reinforcement Learning for Market Making in a Multi-agent Dealer Market"

14 / 14 papers shown

Title
Resolving Latency and Inventory Risk in Market Making with Reinforcement Learning Junzhe Jiang Chang Yang Xinrun Wang Zhiming Li Xiao Huang Bo Li 7 0 0 18 May 2025
EvoRL: A GPU-accelerated Framework for Evolutionary Reinforcement Learning Bowen Zheng Ran Cheng Kay Chen Tan 52 0 0 25 Jan 2025
Think Smart, Act SMARL! Analyzing Probabilistic Logic Shields for Multi-Agent Reinforcement Learning Satchit Chatterji Erman Acar 48 0 0 07 Nov 2024
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 95 3 0 20 Aug 2024
Can maker-taker fees prevent algorithmic cooperation in market making? Bingyan Han 50 1 0 01 Nov 2022
Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations N. Vadori Leo Ardon Sumitra Ganesh Thomas Spooner Selim Amrouni Jared Vann Mengda Xu Zeyu Zheng T. Balch Manuela Veloso 25 16 0 13 Oct 2022
Phantom -- A RL-driven multi-agent framework to model complex systems Leo Ardon Jared Vann Deepeka Garg Thomas Spooner Sumitra Ganesh 35 7 0 12 Oct 2022
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model Bruno Gašperov Z. Kostanjčar 32 11 0 20 Jul 2022
Influence-Augmented Local Simulators: A Scalable Solution for Fast Deep RL in Large Networked Systems Miguel Suau Jinke He M. Spaan F. Oliehoek 30 4 0 03 Feb 2022
Transfer RL across Observation Feature Spaces via Model-Based Regularization Yanchao Sun Ruijie Zheng Xiyao Wang Andrew Cohen Furong Huang OOD OffRL 25 21 0 01 Jan 2022
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 29 168 0 08 Dec 2021
Towards a fully RL-based Market Simulator Leo Ardon N. Vadori Thomas Spooner Mengda Xu Jared Vann Sumitra Ganesh 45 18 0 13 Oct 2021
Deep Learning modeling of Limit Order Book: a comparative perspective Antonio Briola J. Turiel T. Aste 34 24 0 12 Jul 2020
Reinforcement Learning in Economics and Finance Arthur Charpentier Romuald Elie Carl Remlinger OffRL 32 150 0 22 Mar 2020