Adaptive Market Making with Inventory Constraints via Online Learning

Shan Xue, Ye Du, Liang Xu. Adaptive Market Making with Inventory Constraints via Online Learning. In Toby Walsh, Julie Shah, Zico Kolter, editors, AAAI-25, Sponsored by the Association for the Advancement of Artificial Intelligence, February 25 - March 4, 2025, Philadelphia, PA, USA. pages 21859-21867, AAAI Press, 2025. [doi]

Abstract

Abstract is missing.