基于深度神经网络的同步订单到达下的最优做市策略
Optimal market-Making strategies under synchronised order arrivals with deep neural networks
Journal of Economic Dynamics and Control · 2021
被引 7
ABS 3
- So Eun Choi
- Hyun Jin Jang 通讯
- Kyung-Sub Lee
- Harry Zheng
市场微观结构高频交易做市策略深度学习金融工程