English(EN) Regret Bounds for Market Making with Persistent Orders

新研究详细介绍了具有最优遗憾界限的市场做市策略

作者 PulseAugur 编辑部 · [1 个来源] · 2026-11-05 05:00

一篇新发表在arXiv上的研究论文详细介绍了一种旨在最小化对抗性交易环境中遗憾的市场做市策略。所提出的策略在两个市场上运行，一个主要市场用于订单放置，一个次要市场用于对冲，旨在实现相对于静态比较器的对数遗憾和相对于动态比较器的平方根遗憾。该策略被描述为简单、高效且无参数，并有同时买卖的扩展，以及对价格过程的自然假设可以带来改进的保证。 AI

影响这项研究可能为开发更健壮、更高效的算法交易系统提供信息，可能影响高频交易和金融AI应用。

排序理由发表在arXiv上的学术论文，详细介绍了新的理论方法。[lever_c_demoted from research: ic=1 ai=0.4]

在 arXiv cs.LG 阅读 →

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报道来源 [1]

arXiv cs.LG TIER_1 English(EN) · Nicol\`o Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni, Luigi Foscari, Vinayak Pathak · 2026-11-05 05:00

Persistent Orders 市场做市的回撤边界

arXiv:2611.06159v1 Announce Type: cross Abstract: We study adversarial market making with orders that remain active until execution. The maker operates on two markets: a primary market where orders are made and a secondary market where the resulting positions are hedged. In each …

本文如何被排名

报道来源 [1]

Persistent Orders 市场做市的回撤边界

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