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