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Jang, Hyun Jin
Risk Analysis Lab.
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Optimal market-making strategies under synchronised order arrivals with deep neural networks.

Author(s)
Choi, So EunJang, Hyun JinLee, KyungsubZheng, Harry
Issued Date
2021-10-30
URI
https://scholarworks.unist.ac.kr/handle/201301/76765
Citation
ISCIE International Symposium on Stochastic Systems Theory and Its Applications
Publisher
Ritsumeikan University

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