AI-driven liquidity provision in OTC financial markets
Year of publication: |
2022
|
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Authors: | Cartea, Álvaro ; Chang, Patrick ; Mroczka, Mateusz ; Oomen, Roel |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 12, p. 2171-2204
|
Subject: | Liquidity provision | OTC markets | Pseudo collusion | Reinforcement learning | Liquidität | Liquidity | OTC-Handel | OTC market | Finanzmarkt | Financial market | Theorie | Theory | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading |
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