Pages that link to "Item:Q5217496"
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The following pages link to Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality (Q5217496):
Displaying 13 items.
- Algorithmic market making for options (Q5014175) (← links)
- Learning a functional control for high-frequency finance (Q5051970) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
- A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
- Recent advances in reinforcement learning in finance (Q6146668) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)
- Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (Q6196294) (← links)
- Improving reinforcement learning algorithms: Towards optimal learning rate policies (Q6196297) (← links)
- Deep learning for enhanced index tracking (Q6587735) (← links)
