conftrace_

market making

9 papers

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Co-occurring keywords

algorithmic trading (10) online learning (1777) reinforcement learning (4352) regret bound (1926) limit order book (5) inventory risk (3) stochastic mirror descent (18) walrasian equilibrium (3) market maker (2) optimization algorithm (148)

Papers

Two Heads Are Better than One: Distilling Large Language Model Features into Small Models with Feature Decomposition and Mixture AAAI 2026
Adaptive Market Making with Inventory Constraints via Online Learning AAAI 2025
IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making IJCAI 2024
Deep Reinforcement Learning for High-Frequency Market Making ACML 2022
Robust Market Making via Adversarial Reinforcement Learning IJCAI 2020
Data-Driven Market-Making via Model-Free Learning IJCAI 2020
Adaptive Market Making via Online Learning NIPS 2013
Interpreting prediction markets: a stochastic approach NIPS 2012
Adapting to a Market Shock: Optimal Sequential Market-Making NIPS 2008