This repository contains experimental work in which deep Q-learning is used to teach an agent to play deterministic market making game. The algorithm seeks to capture bid-ask spread while keeping inventory close to zero.
Deep Q-Learning Auto Market Maker
This repository contains experimental work in which deep Q-learning is used to teach an agent to play deterministic market making game. The algorithm seeks to capture bid-ask spread while keeping inventory close to zero.
Deep Q-Learning Auto Market Maker
Apache License 2.0