Martin Herdegen

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 5

Top Topics

Reinforcement Learning

Adverse Selection

Top Venues

Finance Stochastics

Math. Oper. Res.

Publications

Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen
Mbt-gym: Reinforcement learning for model-based limit order book trading. ICAIF (2023)
Martin Herdegen, Johannes Muhle-Karbe, Florian Stebegg
Liquidity Provision with Adverse Selection and Inventory Costs. Math. Oper. Res. 48 (3) (2023)
Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen
Model-based gym environments for limit order book trading. CoRR (2022)
Bruno Bouchard, Masaaki Fukasawa, Martin Herdegen, Johannes Muhle-Karbe
Equilibrium returns with transaction costs. Finance Stochastics 22 (3) (2018)
Martin Herdegen, Johannes Muhle-Karbe
Stability of Radner equilibria with respect to small frictions. Finance Stochastics 22 (2) (2018)