Title
Robust Market Making via Adversarial Reinforcement Learning
Abstract
We show that adversarial reinforcement learning can be used to develop market marking strategies that are robust to adversarial and adaptively chosen market conditions.
Year
DOI
Venue
2020
10.5555/3398761.3399059
IJCAI 2020
DocType
Volume
ISBN
Conference
5
978-1-4503-7518-4
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
Thomas Spooner100.68
Rahul Savani224330.09