An Impulse Control Approach to Market Making in a Hawkes LOB Market

By Konark Jain, Nick Firoozye, Jonathan Kochems, Philip Treleaven

Published 2025-10-31

Everscope rating

1811.1

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Impulse Control with Reinforcement Learning Approximation. Problem types: Market Making, Reinforcement Learning, Optimization, Algorithmic Execution.

arXiv:2510.26438 · Paper rankings

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