A Market Making Quotation Strategy Based on Dual Deep Learning Agents for Option Pricing and Bid-Ask Spread Estimation.
Pei-Ying HsuChin ChouSzu-Hao HuangAn-Pin ChenPublished in: ICA (2018)
Keyphrases
- option pricing
- learning agents
- black scholes
- stock price
- decision analysis
- complex environments
- real option
- multi agent
- reinforcement learning
- multiagent systems
- stock market
- financial markets
- single agent
- stock exchange
- bidding strategies
- decision makers
- black scholes model
- fuzzy numbers
- multi attribute
- text categorization
- cooperative
- knowledge base