Effect of Market Spread Over Reinforcement Learning Based Market Maker

机译：市场传播对强化学习型市场庄家的影响

获取原文

页面导航

著录项
相似文献
相关主题

著录项

来源
《International conference on machine learning, optimization, and data science》|2019年|143-153|共11页
会议地点 Siena(IT)
作者
Abbas Haider; Hui Wang; Bryan Scotney; Glenn Hawe;
展开▼
作者单位

Ulster University Shore Road Newtownabbey UK;

Ulster University Cromore Road Londonderry UK;

展开▼
会议组织
原文格式 PDF
正文语种
中图分类
关键词
Market making; Market spread; Reinforcement learning; Reward function;

机译：做市;市场价差;强化学习;奖励功能;

相似文献

外文文献
中文文献
专利

1. Optimal Bidding and Operation of a Power Plant with Solvent-Based Carbon Capture under a CO2 Allowance Market: A Solution with a Reinforcement Learning-Based Sarsa Temporal-Difference Algorithm [J] . Ziang Li, Zhengtao Ding, Meihong Wang 工程（英文） . 2017,第002期

机译：CO2允许市场下具有溶剂基碳捕集的电厂的最优竞价和运营：基于强化学习的Sarsa时差算法的解决方案
2. A Framework for Online Reverse Auction Based on Market Maker Learning with a Risk-Averse Buyer [J] . Hojat Tayaran, Mehdi Ghazanfari Mathematical Problems in Engineering: Theory, Methods and Applications . 2020,第1期

机译：基于市场制造商学习的在线反向拍卖框架与令人厌恶的买家
3. Decentralised demand response market model based on reinforcement learning [J] . Miadreza Shafie-Khah, Saber Talari, Fei Wang, IET Smart Grid . 2020,第5期

机译：基于强化学习的分散需求响应市场模型
4. Effect of Market Spread Over Reinforcement Learning Based Market Maker [C] . Abbas Haider, Hui Wang, Bryan Scotney, International Conference on Machine Learning, Optimization, and Data Science . 2019

机译：市场对基于加强学习的市场制造者的影响
5. The determinants of liquidity and the role of the market-maker in commodity futures markets [D] . Waller, Mark Leonard. 1988

机译：流动性的决定因素和做市商在商品期货市场中的作用
6. Market Model for Resource Allocation in Emerging Sensor Networks with Reinforcement Learning [O] . Yue Zhang, Bin Song, Ying Zhang, 2016

机译：具有强化学习的新兴传感器网络中资源分配的市场模型
7. Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns. [O] . Yiuman Tse, Brian C. McTier, John K. Wald 100

机译：股市是否会引发流感？我们研究了流感对美国股市的影响。流感发病率较高与交易减少，波动性降低和买卖差价较高有关。我们还发现一些证据表明，更多流感意味着股票收益率下降与影响机构投资者和做市商的流感一致，交易活动和波动性的下降主要是由于纽约市大区的流感发病率所致。然而，流感对买卖差价和回报的影响是由全国流感的发生率所驱动的。我们提供了大流行对股权回报的潜在影响的估计。

Effect of Market Spread Over Reinforcement Learning Based Market Maker

著录项

相似文献

相关主题

期刊订阅