Reinforcement learning equilibrium in limit order markets
type: Item
instance of: scholarly article
title: Reinforcement learning equilibrium in limit order markets
author: Yanyan Li
publication date: 2022-12-12T00:00:00Z
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7631989
zbMATH Keywords: limit order market
zbMATH Keywords: reinforcement learning
zbMATH Keywords: order chasing
zbMATH Keywords: endogenous liquidity provision
zbMATH Keywords: and price discovery
MaRDI profile type: Publication
full work available at URL: j.jedc.2022.104497
OpenAlex ID: W4288760255
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DOI: 10.1016/J.JEDC.2022.104497
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7631989