Market Making with Scaled Beta Policies
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- Joseph Jerome & Leandro Sanchez-Betancourt & Rahul Savani & Martin Herdegen, 2022. "Model-based gym environments for limit order book trading," Papers 2209.07823, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2022-08-22 (Financial Markets)
- NEP-MST-2022-08-22 (Market Microstructure)
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