SSRNML & AI Methods
Reinforcement Learning in Market-Making
The paper presents a deep reinforcement learning framework for optimal market-making trading, using the Soft Actor-Critic algorithm to manage complex, high-dimensional problems with continuous state and action spaces.
Featured in No. 71 on 23 Oct 2024 · 6 days after release
- Released
- 17 Oct 2024
- First featured
- No. 71 · 23 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4991392
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