Reinforcement Learning-Based Market Making as a Stochastic Control on Non-Stationary Limit Order Book Dynamics

arXiv:2509.12456v2 Announce Type: replace-cross Abstract: Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book...

🔗 Read more: https://arxiv.org/abs/2509.12456

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