Login / Signup
Muchen Zhao
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
High Frequencies
Moral Hazard
Reinforcement Learning
Adverse Selection
Top Venues
ICAIF
</>
Publications
</>
Muchen Zhao
,
Vadim Linetsky
High frequency automated market making algorithms with adverse selection risk control via reinforcement learning.
ICAIF
(2021)