conftrace_

inventory risk

3 papers

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Co-occurring keywords · papers mentioning both

limit order book (2) market making (2) online learning (2) inventory constraint (1) bid-ask spread (1) expert tracking (1) limit order market (1) deep recurrent q-network (1) market impact (1) pursuit-evasion game (1)

Papers

Adaptive Market Making with Inventory Constraints via Online Learning AAAI 2025 Deep Reinforcement Learning for High-Frequency Market Making ACML 2022 Pursuit-Evasion Without Regret, with an Application to Trading ICML 2014