CFD Market Maker’s Policy Optimization using Artificial Market Simulation and Deep Reinforcement Learning

被引:0
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作者
Hashimoto, Ryuji [1 ]
Izumi, Kiyoshi [2 ]
Murayama, Yuri [2 ]
Yamamura, Yudai [2 ]
Shishido, Yuki [2 ]
机构
[1] School of Engneering, The University of Tokyo, Japan
[2] Daiwa Securities Co. Ltd., Japan
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26;
D O I
10.1527/TJSAI.39-4_FIN23-F
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