Market Making Strategy Optimization via Deep Reinforcement Learning.
Tianyuan SunDechun HuangJie YuPublished in: IEEE Access (2022)
Keyphrases
- reinforcement learning
- optimization strategies
- optimization algorithm
- trading strategies
- global optimization
- optimization process
- optimization strategy
- model free
- markov decision processes
- optimization method
- robotic control
- reinforcement learning algorithms
- stock market
- transfer learning
- optimization problems
- neural network
- game theory
- search strategy
- constrained optimization
- monte carlo
- temporal difference
- optimal policy
- state space
- multi objective
- machine learning