Search Results for author: Andreas Koukorinis

Found 1 papers, 1 papers with code

Market Making via Reinforcement Learning

1 code implementation11 Apr 2018 Thomas Spooner, John Fearnley, Rahul Savani, Andreas Koukorinis

Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security.

Position reinforcement-learning +1

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