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Reinforcement Learning Approaches to Optimal Market Making

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/hf2.10050openalex-snapshot
Market making under a weakly consistent limit order book model
inferredcites →https://doi.org/10.1007/3-540-45675-9_52openalex-snapshot
Intraday FX Trading: An Evolutionary Reinforcement Learning Approach
inferredcites →https://doi.org/10.1007/978-0-387-30164-8openalex-snapshot
Encyclopedia of Machine Learning
inferredcites →https://doi.org/10.1007/978-3-030-37599-7_13openalex-snapshot
Effect of Market Spread Over Reinforcement Learning Based Market Maker
inferredcites →https://doi.org/10.1007/bf00992696openalex-snapshot
Simple statistical gradient-following algorithms for connectionist reinforcement learning
inferredcites →https://doi.org/10.1007/s10614-021-10119-4openalex-snapshot
Reinforcement Learning in Economics and Finance
inferredcites →https://doi.org/10.1007/s11579-012-0087-0openalex-snapshot
Dealing with the inventory risk: a solution to the market making problem
inferredcites →https://doi.org/10.1007/s13218-015-0356-1openalex-snapshot
Autonomous Learning of State Representations for Control: An Emerging Field Aims to Autonomously Learn State Representations for Reinforcement Learning Agents from Their Real-World Sensor Observations
inferredcites →https://doi.org/10.1007/s42979-021-00642-4openalex-snapshot
Gaussian Based Non-linear Function Approximation for Reinforcement Learning
inferredcites →https://doi.org/10.1016/0304-405x(81)90020-9openalex-snapshot
Optimal dealer pricing under transactions and return uncertainty
inferredcites →https://doi.org/10.1016/0304-405x(85)90044-3openalex-snapshot
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
inferredcites →https://doi.org/10.1016/0893-6080(89)90020-8openalex-snapshot
Multilayer feedforward networks are universal approximators
inferredcites →https://doi.org/10.1016/j.eswa.2019.112891openalex-snapshot
Continuous control with Stacked Deep Dynamic Recurrent Reinforcement Learning for portfolio optimization
inferredcites →https://doi.org/10.1016/j.neunet.2018.07.006openalex-snapshot
State representation learning for control: An overview
inferredcites →https://doi.org/10.1023/a:1017940631555openalex-snapshot
Risk-Sensitive Reinforcement Learning
inferredcites →https://doi.org/10.1038/nature14236openalex-snapshot
Human-level control through deep reinforcement learning
inferredcites →https://doi.org/10.1038/nature24270openalex-snapshot
Mastering the game of Go without human knowledge
inferredcites →https://doi.org/10.1080/1350486x.2017.1342552openalex-snapshot
Optimal market making
inferredcites →https://doi.org/10.1080/14697680701381228openalex-snapshot
High-frequency trading in a limit order book
inferredcites →https://doi.org/10.1080/14697688.2012.708779openalex-snapshot
Optimal high-frequency trading with limit and market orders
inferredcites →https://doi.org/10.1109/access.2021.3074782openalex-snapshot
Market Making With Signals Through Deep Reinforcement Learning
inferredcites →https://doi.org/10.1109/cifer.2014.6924109openalex-snapshot
A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution
inferredcites →https://doi.org/10.1109/tits.2005.853698openalex-snapshot
An Approach to Tune Fuzzy Controllers Based on Reinforcement Learning for Autonomous Vehicle Control
inferredcites →https://doi.org/10.1126/science.153.3731.34openalex-snapshot
Dynamic Programming
inferredcites →https://doi.org/10.1137/16m106282xopenalex-snapshot
Algorithmic Trading with Model Uncertainty
inferredcites →https://doi.org/10.1142/s2382626616500039openalex-snapshot
High-Frequency Trading Meets Online Learning
inferredcites →https://doi.org/10.1145/1143844.1143929openalex-snapshot
Reinforcement learning for optimized trade execution
inferredcites →https://doi.org/10.1145/3383455.3422561openalex-snapshot
Get real
inferredcites →https://doi.org/10.1145/3384441.3395986openalex-snapshot
ABIDES
inferredcites →https://doi.org/10.1287/opre.1090.0780openalex-snapshot
A Stochastic Model for Order Book Dynamics
inferredcites →https://doi.org/10.1609/aaai.v32i1.11694openalex-snapshot
Deep Reinforcement Learning That Matters
inferredcites →https://doi.org/10.21236/ada459806openalex-snapshot
Modeling Stock Order Flows and Learning Market-Making from Data
inferredcites →https://doi.org/10.2139/ssrn.3580185openalex-snapshot
Three Quant Lessons from COVID-19
inferredcites →https://doi.org/10.2139/ssrn.3646753openalex-snapshot
Reinforcement Learning for Optimal Market Making with the Presence of Rebate
inferredcites →https://doi.org/10.2139/ssrn.3829984openalex-snapshot
Optimal Market Making by Reinforcement Learning
inferredcites →https://doi.org/10.24963/ijcai.2020/615openalex-snapshot
Data-Driven Market-Making via Model-Free Learning
inferredcites →https://doi.org/10.24963/ijcai.2020/633openalex-snapshot
Robust Market Making via Adversarial Reinforcement Learning
inferredcites →https://doi.org/10.2991/fred-19.2020.52openalex-snapshot
Reinforcement Learning Approach for Market-Maker Problem Solution
inferredcites →https://doi.org/10.31224/osf.io/5qfexopenalex-snapshot
Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics
inferredcites →https://doi.org/10.3390/e23030332openalex-snapshot
Human-Centric AI: The Symbiosis of Human and Artificial Intelligence
inferredcites →https://doi.org/10.3390/math8101640openalex-snapshot
Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics
inferredcites →https://doi.org/10.3905/jfds.2019.1.1.159openalex-snapshot
Dynamic Replication and Hedging: A Reinforcement Learning Approach
inferredcites →https://doi.org/10.3905/jfds.2021.1.074openalex-snapshot
Benchmark Dataset for Short-Term Market Prediction of Limit Order Book in China Markets
inferredcites →https://doi.org/10.48550/arxiv.1604.06778openalex-snapshot
Benchmarking Deep Reinforcement Learning for Continuous Control
inferredcites →https://doi.org/10.48550/arxiv.1707.06887openalex-snapshot
A Distributional Perspective on Reinforcement Learning

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1007/s10489-023-04647-9openalex-snapshot
Automated market maker inventory management with deep reinforcement learning
inferred← citeshttps://doi.org/10.1007/s44163-025-00699-7openalex-snapshot
Dynamic response and disposal strategies for public opinion crises driven by reinforcement learning
inferred← citeshttps://doi.org/10.1016/j.engappai.2025.113196openalex-snapshot
Contextual reinforcement learning for market making via multi-task self-supervised learning
inferred← citeshttps://doi.org/10.1016/j.eswa.2025.127540openalex-snapshot
A Survey on recent advances in reinforcement learning for intelligent investment decision-making optimization
inferred← citeshttps://doi.org/10.1016/j.jfds.2026.100197openalex-snapshot
Reinforcement learning for automated market making in cryptocurrency perpetual futures: Integrating funding rate dynamics with historical BTCUSDT evidence
inferred← citeshttps://doi.org/10.1016/j.jjimei.2025.100324openalex-snapshot
Machine learning in banking risk management: Mapping a decade of evolution
inferred← citeshttps://doi.org/10.1016/j.undsp.2024.01.008openalex-snapshot
Model-based offline reinforcement learning framework for optimizing tunnel boring machine operation
inferred← citeshttps://doi.org/10.1080/1350486x.2025.2548448openalex-snapshot
Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
inferred← citeshttps://doi.org/10.1080/14697688.2023.2186257openalex-snapshot
A data-driven deep learning approach for options market making
inferred← citeshttps://doi.org/10.1080/14697688.2025.2522911openalex-snapshot
Deep limit order book forecasting: a microstructural guide
inferred← citeshttps://doi.org/10.1109/icbats66542.2025.11258424openalex-snapshot
Reinforcement Learning Approaches for Automated Portfolio Management in Volatile Markets
inferred← citeshttps://doi.org/10.1109/icce67443.2026.11449714openalex-snapshot
From MDP to POMDP for Concentrated Liquidity Management: A Synthetic-to-Historical Deep Reinforcement Learning Strategy
inferred← citeshttps://doi.org/10.1109/inc460750.2024.10649326openalex-snapshot
Deep Reinforcement Learning Algorithms for Profitable Stock Trading Strategies
inferred← citeshttps://doi.org/10.1109/rasse64831.2025.11315264openalex-snapshot
AI Agent Architecture for Decentralized Trading of Alternative Assets
inferred← citeshttps://doi.org/10.1145/3677052.3698641openalex-snapshot
Adversarial Inverse Reinforcement Learning for Market Making
inferred← citeshttps://doi.org/10.1145/3677052.3698646openalex-snapshot
Market-Making and Hedging with Market Impact using Deep Reinforcement Learning
inferred← citeshttps://doi.org/10.1145/3768292.3770416openalex-snapshot
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading
inferred← citeshttps://doi.org/10.1146/annurev-statistics-112723-034423openalex-snapshot
A Review of Reinforcement Learning in Financial Applications
inferred← citeshttps://doi.org/10.1155/2022/4560072openalex-snapshot
Comparative Analysis of Routing Schemes Based on Machine Learning
inferred← citeshttps://doi.org/10.1371/journal.pone.0277042openalex-snapshot
A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm
inferred← citeshttps://doi.org/10.2139/ssrn.4897143openalex-snapshot
Decentralised Finance and Automated Market Making
inferred← citeshttps://doi.org/10.2139/ssrn.5152207openalex-snapshot
Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
inferred← citeshttps://doi.org/10.2139/ssrn.5353913openalex-snapshot
An Impulse Control Approach to Market Making in a Hawkes LOB Market
inferred← citeshttps://doi.org/10.3390/app122412526openalex-snapshot
Smart Robotic Strategies and Advice for Stock Trading Using Deep Transformer Reinforcement Learning
inferred← citeshttps://doi.org/10.3390/math10163019openalex-snapshot
A Hybrid Sparrow Search Algorithm of the Hyperparameter Optimization in Deep Learning
inferred← citeshttps://doi.org/10.3390/math11244943openalex-snapshot
Deep Reinforcement Learning for Dynamic Stock Option Hedging: A Review
inferred← citeshttps://doi.org/10.3390/risks13030040openalex-snapshot
Deep Reinforcement Learning in Non-Markov Market-Making
inferred← citeshttps://doi.org/10.51594/csitrj.v5i2.816openalex-snapshot
THE INTERSECTION OF AI AND QUANTUM COMPUTING IN FINANCIAL MARKETS: A CRITICAL REVIEW
inferred← citeshttps://doi.org/10.69593/ajsteme.v4i03.89openalex-snapshot
https://allacademicresearch.com/index.php/AJSTEME/article/view/89
inferred← citeshttps://doi.org/10.7759/s44389-026-00083-1openalex-snapshot
Deep Reinforcement Learning for Stock, Portfolio, and Crypto Trading: Insights and Trends (2020–2025)
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