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An Adaptive Electronic Market-Maker

Citations

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Cited by:

  1. Hui Niu & Siyuan Li & Jiahao Zheng & Zhouchi Lin & Jian Li & Jian Guo & Bo An, 2023. "IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making," Papers 2308.08918, arXiv.org.
  2. Adamantios Ntakaris & Martin Magris & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2017. "Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods," Papers 1705.03233, arXiv.org, revised Mar 2020.
  3. Leo Ardon & Nelson Vadori & Thomas Spooner & Mengda Xu & Jared Vann & Sumitra Ganesh, 2021. "Towards a fully RL-based Market Simulator," Papers 2110.06829, arXiv.org, revised Nov 2021.
  4. Nelson Vadori & Leo Ardon & Sumitra Ganesh & Thomas Spooner & Selim Amrouni & Jared Vann & Mengda Xu & Zeyu Zheng & Tucker Balch & Manuela Veloso, 2022. "Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations," Papers 2210.07184, arXiv.org, revised Aug 2023.
  5. Viraj Nadkarni & Sanjeev Kulkarni & Pramod Viswanath, 2024. "Adaptive Curves for Optimally Efficient Market Making," Papers 2406.13794, arXiv.org, revised Mar 2025.
  6. Thomas Spooner & John Fearnley & Rahul Savani & Andreas Koukorinis, 2018. "Market Making via Reinforcement Learning," Papers 1804.04216, arXiv.org.
  7. Luca Lalor & Anatoliy Swishchuk, 2025. "Deep Reinforcement Learning in Non-Markov Market-Making," Risks, MDPI, vol. 13(3), pages 1-27, February.
  8. Marcello Monga, 2024. "Automated Market Making and Decentralized Finance," Papers 2407.16885, arXiv.org.
  9. Thomas Spooner & Rahul Savani, 2020. "Robust Market Making via Adversarial Reinforcement Learning," Papers 2003.01820, arXiv.org, revised Jul 2020.
  10. Ziyi Wang & Carmine Ventre & Maria Polukarov, 2025. "ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility," Papers 2508.16589, arXiv.org.
  11. Shuo Sun & Rundong Wang & Bo An, 2021. "Reinforcement Learning for Quantitative Trading," Papers 2109.13851, arXiv.org.
  12. Hong Guo & Jianwu Lin & Fanlin Huang, 2023. "Market Making with Deep Reinforcement Learning from Limit Order Books," Papers 2305.15821, arXiv.org.
  13. Tristan Lim, 2024. "Predictive crypto-asset automated market maker architecture for decentralized finance using deep reinforcement learning," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-29, December.
  14. Sumitra Ganesh & Nelson Vadori & Mengda Xu & Hua Zheng & Prashant Reddy & Manuela Veloso, 2019. "Reinforcement Learning for Market Making in a Multi-agent Dealer Market," Papers 1911.05892, arXiv.org.
  15. Fischer, Thomas G., 2018. "Reinforcement learning in financial markets - a survey," FAU Discussion Papers in Economics 12/2018, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  16. Luca Lalor & Anatoliy Swishchuk, 2024. "Reinforcement Learning in Non-Markov Market-Making," Papers 2410.14504, arXiv.org, revised Nov 2024.
  17. Gao, Xuefeng & Xu, Tianrun, 2022. "Order scoring, bandit learning and order cancellations," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
  18. Jiafa He & Cong Zheng & Can Yang, 2023. "Integrating Tick-level Data and Periodical Signal for High-frequency Market Making," Papers 2306.17179, arXiv.org.
  19. Abbas Haider & Hui Wang & Bryan Scotney & Glenn Hawe, 2022. "Predictive Market Making via Machine Learning," SN Operations Research Forum, Springer, vol. 3(1), pages 1-21, March.
  20. Bruno Gašperov & Stjepan Begušić & Petra Posedel Šimović & Zvonko Kostanjčar, 2021. "Reinforcement Learning Approaches to Optimal Market Making," Mathematics, MDPI, vol. 9(21), pages 1-22, October.
  21. Alexandru Mandes, 2016. "Algorithmic and High-Frequency Trading Strategies: A Literature Review," MAGKS Papers on Economics 201625, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  22. Ziyi Wang & Carmine Ventre & Maria Polukarov, 2025. "Robust Market Making: To Quote, or not To Quote," Papers 2508.16588, arXiv.org.
  23. Tristan Lim, 2022. "Predictive Crypto-Asset Automated Market Making Architecture for Decentralized Finance using Deep Reinforcement Learning," Papers 2211.01346, arXiv.org, revised Jan 2023.
  24. Joseph Jerome & Gregory Palmer & Rahul Savani, 2022. "Market Making with Scaled Beta Policies," Papers 2207.03352, arXiv.org, revised Sep 2022.
  25. Boer-Sorban, K. & de Bruin, A. & Kaymak, U., 2005. "On the Design of Artificial Stock Markets," ERIM Report Series Research in Management ERS-2005-001-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  26. 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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