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A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm
Falces Marin J,
Díaz Pardo de Vera D,
Lopez Gonzalo E
(2022)
A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm.
PLOS ONE 17(12): e0277042.
https://doi.org/10.1371/journal.pone.0277042