Reinforcement learning equilibrium in limit order markets
Year of publication: |
2022
|
---|---|
Authors: | He, Xue-zhong ; Lin, Shen |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 144.2022, p. 1-20
|
Subject: | and price discovery | endogenous liquidity provision | Limit order market | order chasing | reinforcement learning | Wertpapierhandel | Securities trading | Lernprozess | Learning process | Liquidität | Liquidity | Börsenkurs | Share price | Spieltheorie | Game theory |
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