Reinforcement learning equilibrium in limit order markets (Q2102852)
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scientific article; zbMATH DE number 7631989
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reinforcement learning equilibrium in limit order markets |
scientific article; zbMATH DE number 7631989 |
Statements
Reinforcement learning equilibrium in limit order markets (English)
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12 December 2022
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limit order market
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reinforcement learning
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order chasing
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endogenous liquidity provision
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and price discovery
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0.8223364353179932
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0.759813666343689
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0.7389829754829407
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0.7287592887878418
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0.7231468558311462
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