Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality (Q5217496)
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scientific article; zbMATH DE number 7172945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality |
scientific article; zbMATH DE number 7172945 |
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Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality (English)
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24 February 2020
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market making
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stochastic optimal control
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reinforcement learning
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actor-critic algorithms
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