Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal market-making strategies under synchronised order arrivals with deep neural networks |
scientific article |
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Optimal market-making strategies under synchronised order arrivals with deep neural networks (English)
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16 November 2021
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optimal strategy
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order arrival models
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synchrony
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high-dimensional Hamilton-Jacobi-Bellman
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deep neural network
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