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Integrating Tick-level Data and Periodical Signal for High-frequency
  Market Making

Integrating Tick-level Data and Periodical Signal for High-frequency Market Making

19 June 2023
Jiafa He
Cong Zheng
Can Yang
    AIFin
ArXiv (abs)PDFHTML

Papers citing "Integrating Tick-level Data and Periodical Signal for High-frequency Market Making"

1 / 1 papers shown
Reinforcement Learning-Based Market Making as a Stochastic Control on Non-Stationary Limit Order Book Dynamics
Reinforcement Learning-Based Market Making as a Stochastic Control on Non-Stationary Limit Order Book Dynamics
Rafael Zimmer
Oswaldo Luiz do Valle Costa
76
0
0
15 Sep 2025
1
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