Efficient Liquidity Providing via Margin Liquidity.
Yeonwoo JeongChanyoung JeoungHosan JeongSangyoon HanJuntae KimPublished in: ICBC (2023)
Keyphrases
- lightweight
- futures market
- data structure
- training set
- computationally expensive
- reinforcement learning
- neural network
- multi agent
- support vector
- search algorithm
- real time
- artificial neural networks
- multi objective
- hidden markov models
- information retrieval
- computationally efficient
- cost effective
- machine learning
- financial markets