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Market Making via Reinforcement Learning

Thomas Spooner, John Fearnley, Rahul Savani, Andreas Koukorinis. Market Making via Reinforcement Learning. In Elisabeth André, Sven Koenig, Mehdi Dastani, Gita Sukthankar, editors, Proceedings of the 17th International Conference on Autonomous Agents and MultiAgent Systems, AAMAS 2018, Stockholm, Sweden, July 10-15, 2018. pages 434-442, International Foundation for Autonomous Agents and Multiagent Systems Richland, SC, USA / ACM, 2018. [doi]

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