REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER

Ph.D

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Bibliographic Details
Main Author:	ZHANG GE
Other Authors:	INSTITUTE OF DATA SCIENCE
Format:	Theses and Dissertations
Language:	English
Published:	2022
Subjects:	Market making, Reinforcement learning, Optimal Liquidation, Hidden order
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/229566
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-2295662022-07-31T18:00:36Z REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER ZHANG GE INSTITUTE OF DATA SCIENCE Ying Chen Market making, Reinforcement learning, Optimal Liquidation, Hidden order Ph.D DOCTOR OF PHILOSOPHY (NUSGS) 2022-07-31T18:00:36Z 2022-07-31T18:00:36Z 2022-01-14 Thesis ZHANG GE (2022-01-14). REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/229566 en
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	Market making, Reinforcement learning, Optimal Liquidation, Hidden order
spellingShingle	Market making, Reinforcement learning, Optimal Liquidation, Hidden order ZHANG GE REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER
description	Ph.D
author2	INSTITUTE OF DATA SCIENCE
author_facet	INSTITUTE OF DATA SCIENCE ZHANG GE
format	Theses and Dissertations
author	ZHANG GE
author_sort	ZHANG GE
title	REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER
title_short	REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER
title_full	REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER
title_fullStr	REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER
title_full_unstemmed	REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER
title_sort	reinforcement learning for financial stochastic control: optimal market making with rebate and optimal liquidation with hidden order
publishDate	2022
url	https://scholarbank.nus.edu.sg/handle/10635/229566
_version_	1743119393936637952

REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER

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