Quant Letter: July 2023, Week 3
Weekly quantitative finance newsletter
RL for Market Making Strategies: Studies the use of deep reinforcement learning methods to identify optimal market strategies.
SSRN
Recently Updated
Quantitative
Value of Textual Data in Forecasting Macroeconomic Tail Risk: News-based data offers valuable insights not provided by economic indicators, especially for left-tail forecasts, and significantly inf…
Keep reading with a 7-day free trial
Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.