Market Making via Reinforcement Learning.
Thomas SpoonerJohn FearnleyRahul SavaniAndreas KoukorinisPublished in: AAMAS (2018)
Keyphrases
- reinforcement learning
- function approximation
- multi agent
- temporal difference
- machine learning
- data sets
- decision making
- learning process
- dynamic programming
- optimal policy
- multi agent reinforcement learning
- reinforcement learning algorithms
- model free
- futures market
- stock price
- stock market
- markov decision processes
- state space