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conftrace_

limit order book

7 papers

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Also known as

LOB

Co-occurring keywords · papers mentioning both

algorithmic trading (3) market making (3) inventory risk (2) trade execution (2) reinforcement learning (2) optimal trade execution (1) implementation shortfall (1) lstm network (1) market dynamics (1) inventory constraint (1)

Papers

Adaptive Market Making with Inventory Constraints via Online Learning AAAI 2025 LOB-Bench: Benchmarking Generative AI for Finance - an Application to Limit Order Book Data ICML 2025 Towards Generalizable Reinforcement Learning for Trade Execution IJCAI 2023 Deep Reinforcement Learning for High-Frequency Market Making ACML 2022 The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network AAAI 2021 An End-to-End Optimal Trade Execution Framework based on Proximal Policy Optimization IJCAI 2020 Data-Driven Market-Making via Model-Free Learning IJCAI 2020