ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility
The study combines Adversarial Reinforcement Learning, Hawkes Processes, and variable volatility to enhance market-making strategies, showing improved adaptability in high-volatility conditions and better market simulations.
Featured in No. 111 on 29 Aug 2025 · 22 days after release · 3 citations today · published in Proceedings of the 5th ACM International Conference on AI in Finance
- Released
- 7 Aug 2025
- First featured
- No. 111 · 29 Aug 2025
- Citations (Semantic Scholar)
- 3
- Influential citations
- 0
- Published in
- Proceedings of the 5th ACM International Conference on AI in Finance
- Shares when featured
- 11
- Identifier
- doi:10.1145/3677052.3698695
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).