When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making
Fuente:
arXiv
Saved in:
| Main Authors: | Jafree, Ali Raza, Jain, Konark, Firoozye, Nick |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
An Impulse Control Approach to Market Making in a Hawkes LOB Market
by: Jain, Konark, et al.
Published: (2025)
by: Jain, Konark, et al.
Published: (2025)
Limit Order Book Simulations: A Review
by: Jain, Konark, et al.
Published: (2024)
by: Jain, Konark, et al.
Published: (2024)
Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process
by: Jain, Konark, et al.
Published: (2023)
by: Jain, Konark, et al.
Published: (2023)
Learning the Market: Sentiment-Based Ensemble Trading Agents
by: Ye, Andrew, et al.
Published: (2024)
by: Ye, Andrew, et al.
Published: (2024)
Option Market Making via Reinforcement Learning
by: Fang, Zhou, et al.
Published: (2023)
by: Fang, Zhou, et al.
Published: (2023)
Strategic Learning and Trading in Broker-Mediated Markets
by: Aqsha, Alif, et al.
Published: (2024)
by: Aqsha, Alif, et al.
Published: (2024)
Optimal Trading in Automated Market Makers with Deep Learning
by: Jaimungal, Sebastian, et al.
Published: (2023)
by: Jaimungal, Sebastian, et al.
Published: (2023)
FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents
by: Benhenda, Mostapha
Published: (2025)
by: Benhenda, Mostapha
Published: (2025)
Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India
by: Agarwal, Pankaj K, et al.
Published: (2025)
by: Agarwal, Pankaj K, et al.
Published: (2025)
Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio
by: Khare, Ishan S., et al.
Published: (2023)
by: Khare, Ishan S., et al.
Published: (2023)
ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books
by: Zhang, Yichi, et al.
Published: (2025)
by: Zhang, Yichi, et al.
Published: (2025)
Optimal Execution and Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2025)
by: Guo, Ivan, et al.
Published: (2025)
Automated Market Making and Decentralized Finance
by: Monga, Marcello
Published: (2024)
by: Monga, Marcello
Published: (2024)
Agent-Based Simulation of a Perpetual Futures Market
by: Rao, Ramshreyas
Published: (2025)
by: Rao, Ramshreyas
Published: (2025)
Reinforcement Learning-Based Market Making as a Stochastic Control on Non-Stationary Limit Order Book Dynamics
by: Zimmer, Rafael, et al.
Published: (2025)
by: Zimmer, Rafael, et al.
Published: (2025)
Forecasting High Frequency Order Flow Imbalance
by: Anantha, Aditya Nittur, et al.
Published: (2024)
by: Anantha, Aditya Nittur, et al.
Published: (2024)
Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
by: Xia, Haochong, et al.
Published: (2026)
by: Xia, Haochong, et al.
Published: (2026)
Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
by: Chen, Kai-Yuan, et al.
Published: (2025)
by: Chen, Kai-Yuan, et al.
Published: (2025)
Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
by: Hubert, Emma, et al.
Published: (2026)
by: Hubert, Emma, et al.
Published: (2026)
Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders
by: Xu, Ziyi, et al.
Published: (2024)
by: Xu, Ziyi, et al.
Published: (2024)
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
by: Zong, Chuqiao, et al.
Published: (2024)
by: Zong, Chuqiao, et al.
Published: (2024)
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)
The Market Maker's Dilemma: Navigating the Fill Probability vs. Post-Fill Returns Trade-Off
by: Albers, Jakob, et al.
Published: (2025)
by: Albers, Jakob, et al.
Published: (2025)
Agent-based Liquidity Risk Modelling for Financial Markets
by: Vytelingum, Perukrishnen, et al.
Published: (2025)
by: Vytelingum, Perukrishnen, et al.
Published: (2025)
Reinforcement Learning for Trade Execution with Market and Limit Orders
by: Cheridito, Patrick, et al.
Published: (2025)
by: Cheridito, Patrick, et al.
Published: (2025)
Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
by: Lu, Yutong, et al.
Published: (2022)
by: Lu, Yutong, et al.
Published: (2022)
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator
by: Maitrier, Guillaume, et al.
Published: (2025)
by: Maitrier, Guillaume, et al.
Published: (2025)
Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets
by: Ramdas, Tejas, et al.
Published: (2024)
by: Ramdas, Tejas, et al.
Published: (2024)
Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior
by: Yao, Zhiyuan, et al.
Published: (2024)
by: Yao, Zhiyuan, et al.
Published: (2024)
Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies
by: Drossos, Thanos, et al.
Published: (2025)
by: Drossos, Thanos, et al.
Published: (2025)
LLM Agents Do Not Replicate Human Market Traders: Evidence From Experimental Finance
by: Henning, Thomas, et al.
Published: (2025)
by: Henning, Thomas, et al.
Published: (2025)
High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
by: Bhatia, Sid, et al.
Published: (2024)
by: Bhatia, Sid, et al.
Published: (2024)
LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading
by: Liu, Kuan-Ming, et al.
Published: (2025)
by: Liu, Kuan-Ming, et al.
Published: (2025)
Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio
by: Xu, Jing, et al.
Published: (2024)
by: Xu, Jing, et al.
Published: (2024)
Market Inefficiency in Cryptoasset Markets
by: Hasbrouck, Joel, et al.
Published: (2026)
by: Hasbrouck, Joel, et al.
Published: (2026)
Reinforcement Learning in High-frequency Market Making
by: Zheng, Yuheng, et al.
Published: (2024)
by: Zheng, Yuheng, et al.
Published: (2024)
Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning
by: Ye, Zhengxin Joseph, et al.
Published: (2024)
by: Ye, Zhengxin Joseph, et al.
Published: (2024)
Optimal Execution with Reinforcement Learning
by: Hafsi, Yadh, et al.
Published: (2024)
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)
by: Tsaknaki, Ioanna-Yvonni, et al.
Published: (2023)
A Modern Paradigm for Algorithmic Trading
by: Glattfelder, James B., et al.
Published: (2025)
by: Glattfelder, James B., et al.
Published: (2025)
Similar Items
-
An Impulse Control Approach to Market Making in a Hawkes LOB Market
by: Jain, Konark, et al.
Published: (2025) -
Limit Order Book Simulations: A Review
by: Jain, Konark, et al.
Published: (2024) -
Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process
by: Jain, Konark, et al.
Published: (2023) -
Learning the Market: Sentiment-Based Ensemble Trading Agents
by: Ye, Andrew, et al.
Published: (2024) -
Option Market Making via Reinforcement Learning
by: Fang, Zhou, et al.
Published: (2023)