Entropy-Regularized Certainty-Equivalent Bellman Policies for Risk-Sensitive Market Making

By Tenghan Zhong

Published 2026-05-24

Everscope rating

1676.1

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Entropy-Regularized CE-Score Bellman Operator. Problem types: Market Making, Risk Management, Optimization, Reinforcement Learning, Stochastic Control.

arXiv:2605.24878 · Paper rankings

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