PrototypeCommon
im1235/ISAC
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
- Owner
- im1235 (personal account)
- Stars
- Stars: 153
- Forks
- Forks: 60
- Language
- Python
- License
- None
- Created
- 2019
- Tier
- Prototype (100 to 249 ★) What this tier means
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