Learning Market Making with Closing Auctions

By Julius Graf, Thibaut Mastrolia

Published 2026-07-31

Everscope rating

1568.6

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Deep Reinforcement Learning for Market Making with Closing Auctions. Problem types: Reinforcement Learning, Market Making, Algorithmic Execution, Optimization, Online Learning.

arXiv:2601.17247 · Paper rankings

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