Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (Q6196294): Difference between revisions

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Latest revision as of 11:27, 28 August 2024

scientific article; zbMATH DE number 7818734
Language Label Description Also known as
English
Dynamics of market making algorithms in dealer markets: Learning and tacit collusion
scientific article; zbMATH DE number 7818734

    Statements

    Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (English)
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    14 March 2024
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    differential games
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    decentralized learning
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    intensity control
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    learning
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    market microstructure
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    market making
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    multi-agent actor-critic algorithm
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    Nash equilibrium
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    reinforcement tacit collusion
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