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Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model.
Bruno Gasperov
Zvonko Kostanjcar
Published in:
IEEE Control. Syst. Lett. (2022)
Keyphrases
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reinforcement learning
probabilistic model
conceptual model
decision making
objective function
experimental data
sensitivity analysis
website
high level
similarity measure
multi agent
artificial neural networks
process model
mathematical model
metamodel
function approximation