Abbas Haider, Glenn I. Hawe, Hui Wang 0001, Bryan W. Scotney. Multi-Asset Market Making via Multi-Task Deep Reinforcement Learning. In Giuseppe Nicosia, Varun Ojha 0001, Emanuele La Malfa, Gabriele La Malfa, Giorgio Jansen, Panos M. Pardalos, Giovanni Giuffrida, Renato Umeton, editors, Machine Learning, Optimization, and Data Science - 7th International Conference, LOD 2021, Grasmere, UK, October 4-8, 2021, Revised Selected Papers, Part II. Volume 13164 of Lecture Notes in Computer Science, pages 353-364, Springer, 2021. [doi]
@inproceedings{HaiderHWS21-0,
title = {Multi-Asset Market Making via Multi-Task Deep Reinforcement Learning},
author = {Abbas Haider and Glenn I. Hawe and Hui Wang 0001 and Bryan W. Scotney},
year = {2021},
doi = {10.1007/978-3-030-95470-3_27},
url = {https://doi.org/10.1007/978-3-030-95470-3_27},
researchr = {https://researchr.org/publication/HaiderHWS21-0},
cites = {0},
citedby = {0},
pages = {353-364},
booktitle = {Machine Learning, Optimization, and Data Science - 7th International Conference, LOD 2021, Grasmere, UK, October 4-8, 2021, Revised Selected Papers, Part II},
editor = {Giuseppe Nicosia and Varun Ojha 0001 and Emanuele La Malfa and Gabriele La Malfa and Giorgio Jansen and Panos M. Pardalos and Giovanni Giuffrida and Renato Umeton},
volume = {13164},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-95470-3},
}