Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model.

Bruno Gasperov Zvonko Kostanjcar

Published in: CoRR (2022)

Keyphrases

business processes
process model
probabilistic model
experimental data
computational model
machine learning
reinforcement learning
prior knowledge
probability distribution
mathematical model
statistical model
metamodel
neural network
high level
multi agent systems
diffusion model