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Bibliographic Details
Main Authors:	Macrì, Andrea, Lillo, Fabrizio
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure
Online Access:	https://arxiv.org/abs/2402.12049
Tags:	Add Tag No Tags, Be the first to tag this record!

Deep reinforcement learning for optimal trading with partial information
by: Macrì, Andrea, et al.
Published: (2025)

Modeling metaorder impact with a Non-Markovian Zero Intelligence model
by: Ravagnani, Adele, et al.
Published: (2025)

Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning
by: Lillo, Fabrizio, et al.
Published: (2024)

Optimal Execution with Reinforcement Learning
by: Hafsi, Yadh, et al.
Published: (2024)

Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods
by: Tsaknaki, Ioanna-Yvonni, et al.
Published: (2023)

Deviations from Tradition: Stylized Facts in the Era of DeFi
by: Di Nosse, Daniele Maria, et al.
Published: (2025)

Optimal Execution and Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2025)

Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making
by: Morimoto, Yusuke
Published: (2024)

Stochastic Gradient Descent in the Optimal Control of Execution Costs
by: Kolev, Simeon
Published: (2024)

Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)

Auto-Regressive Control of Execution Costs
by: Kolev, Simeon
Published: (2024)

Model Predictive Control For Trade Execution
by: McAuliffe, Thomas P., et al.
Published: (2026)

Interpretable ML for High-Frequency Execution
by: Fabre, Timothée, et al.
Published: (2023)

High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
by: Bhatia, Sid, et al.
Published: (2024)

Optimal Trading in Automated Market Makers with Deep Learning
by: Jaimungal, Sebastian, et al.
Published: (2023)

Option Market Making via Reinforcement Learning
by: Fang, Zhou, et al.
Published: (2023)

Optimal Exit Time for Liquidity Providers in Automated Market Makers
by: Bergault, Philippe, et al.
Published: (2025)

Optimal Execution under Incomplete Information
by: Chevalier, Etienne, et al.
Published: (2024)

Bootstrapping Liquidity in BTC-Denominated Prediction Markets
by: Shabashev, Fedor
Published: (2025)

Liquidity Competition Between Brokers and an Informed Trader
by: Donnelly, Ryan, et al.
Published: (2025)

PEARL: Private Equity Accessibility Reimagined with Liquidity
by: Benhamou, E., et al.
Published: (2025)

Diverse Approaches to Optimal Execution Schedule Generation
by: de Witt, Robert, et al.
Published: (2026)

Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
by: Palmari, Gianluca, et al.
Published: (2024)

Agent-based Liquidity Risk Modelling for Financial Markets
by: Vytelingum, Perukrishnen, et al.
Published: (2025)

AutoQuant: An Auditable Expert-System Framework for Execution-Constrained Auto-Tuning in Cryptocurrency Perpetual Futures
by: Deng, Kaihong
Published: (2025)

Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
by: Na, Andrew, et al.
Published: (2023)

What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol
by: Zhu, Brian Z., et al.
Published: (2024)

Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies
by: Drossos, Thanos, et al.
Published: (2025)

FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents
by: Benhenda, Mostapha
Published: (2025)

The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
by: Zhou, Cong
Published: (2024)

Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention
by: Yan, CY, et al.
Published: (2025)

Optimal position-building strategies in competition
by: Chriss, Neil A.
Published: (2024)

Optimal execution and speculation with trade signals
by: Bank, Peter, et al.
Published: (2023)

Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
by: Bergault, Philippe, et al.
Published: (2024)

Leveraging IS and TC: Optimal order execution subject to reference strategies
by: Cheng, Xue, et al.
Published: (2024)

To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management
by: Bergault, Philippe, et al.
Published: (2025)

On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
by: Barbon, Andrea, et al.
Published: (2021)

Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
by: Sornette, Didier, et al.
Published: (2024)

MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
by: Wheeler, Aaron, et al.
Published: (2024)

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// Anecdotal testing Today and Yesterday seems to indicate destroy() // is called by the garbage collector and everything is good. // Something to keep in mind though. return 0; } /** * Write function that is called when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ public function write($sessId, $data): bool { if ($this->writesDisabled) { return true; } return $this->saveSession($sessId, $data); } /** * A function that is called internally when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ abstract protected function saveSession($sessId, $data): bool; }

* * @return void */ public function writeClose() { // The assumption is that we're using PHP's ext/session. // session_write_close() will actually overwrite $_SESSION with an // empty array on completion -- which leads to a mismatch between what // is in the storage object and $_SESSION. To get around this, we // temporarily reset $_SESSION to an array, and then re-link it to // the storage object. // // Additionally, while you _can_ write to $_SESSION following a // session_write_close() operation, no changes made to it will be // flushed to the session handler. As such, we now mark the storage // object isImmutable. $storage = $this->getStorage(); if (! $storage->isImmutable()) { $_SESSION = $storage->toArray(true); session_write_close(); $storage->fromArray($_SESSION); $storage->markImmutable(); } } /** * Attempt to set the session name * * If the session has already been started, or if the name provided fails * validation, an exception will be raised. * * @param string $name * @return SessionManager * @throws Exception\InvalidArgumentException */ public function setName($name) { if ($this->sessionExists()) { throw new Exception\InvalidArgumentException( 'Cannot set session name after a session has already started'

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