Multi-Level Market Making with Reinforcement Learning

By Patrick Cheridito, Moritz Weiss

Published 2026-08-18

Everscope rating

1610.8

Relevance to quantitative trading

10 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Actor-Critic Reinforcement Learning with Logistic-Normal Policy and Deep-Set Encoder. Problem types: Reinforcement Learning, Market Making, Optimization, Algorithmic Execution.

arXiv:2608.18195 · Paper rankings

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