Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach
Date:
Wednesday, 13 April, 2022 - 16:00 - 17:00
Venue:
ZOOM Meeting ID: 998 2460 9167
Seminar Type:
Hong Kong - Singapore Joint Seminar Series in Financial Mathematics/Engineering
Speaker Name:
Professor Mathieu Rosenbaum
Affiliation:
Ecole Polytechnique, France
Poster: