Browsing AI Memos (1959 - 2004) by Author "Chan, Nicholas Tung"
Now showing items 1-1 of 1
-
An Electronic Market-Maker
Chan, Nicholas Tung; Shelton, Christian (2001-04-17)This paper presents an adaptive learning model for market-making under the reinforcement learning framework. Reinforcement learning is a learning technique in which agents aim to maximize the long-term accumulated rewards. ...