Cooperation between independent market makers

DOI10.1080/14697688.2022.2097943zbMath1505.91368arXiv2206.05410OpenAlexW4282931757MaRDI QIDQ5051973

Bingyan Han

Publication date: 18 November 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.05410

zbMATH Keywords

market makingfinancial regulationgeneral-sum gameindependent reinforcement learning

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Applications of game theory (91A80) Financial markets (91G15)

Cites Work

• Q-learning agents in a Cournot oligopoly model
• \({\mathcal Q}\)-learning
• Generalized learning automata for multi-agent reinforcement learning
• High-frequency trading in a limit order book
• On the Convergence of Stochastic Iterative Dynamic Programming Algorithms
• A Simple Adaptive Procedure Leading to Correlated Equilibrium
• Optimal Make-Take Fees in a Multi Market-Maker Environment
• Negative Moments of Positive Random Variables

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