Official code for paper: Reinforcement Learning in High-frequency Market Making. Yuheng Zheng, Zihan Ding.
@article{zheng2024reinforcement,
title={Reinforcement Learning in High-frequency Market Making},
author={Zheng, Yuheng and Ding, Zihan},
journal={arXiv preprint arXiv:2407.21025},
year={2024}
}