Browsing Computer Science and Artificial Intelligence Lab (CSAIL) by Subject "market-making"

Now showing items 1-2 of 2

    • Importance Sampling for Reinforcement Learning with Multiple Objectives 

      Shelton, Christian Robert (2001-08-01)
      This thesis considers three complications that arise from applying reinforcement learning to a real-world application. In the process of using reinforcement learning to build an adaptive electronic market-maker, we find ...

    • Modeling Stock Order Flows and Learning Market-Making from Data 

      Kim, Adlar J.; Shelton, Christian R. (2002-06-01)
      Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling ...