Browsing by Subject "market-making"
Now showing items 1-2 of 2
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Importance Sampling for Reinforcement Learning with Multiple Objectives
(2001-08-01)This thesis considers three complications that arise from applying reinforcement learning to a real-world application. In the process of using reinforcement learning to build an adaptive electronic market-maker, we find ...
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Modeling Stock Order Flows and Learning Market-Making from Data
(2002-06-01)Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling ...