Multi-Asset Market Making via Multi-Task Deep Reinforcement Learning.
Abbas HaiderGlenn I. HaweHui WangBryan W. ScotneyPublished in: LOD (2021)
Keyphrases
- multi task
- reinforcement learning
- transfer learning
- multi task learning
- learning problems
- learning tasks
- multitask learning
- financial markets
- gaussian processes
- feature selection
- multiple tasks
- machine learning
- multi class
- learning algorithm
- supervised learning
- learning styles
- machine learning algorithms
- data sets
- graphical models
- prior knowledge
- support vector
- data mining