{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T00:59:51Z","timestamp":1740099591205,"version":"3.37.3"},"publisher-location":"Cham","reference-count":11,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783030375980"},{"type":"electronic","value":"9783030375997"}],"license":[{"start":{"date-parts":[[2019,1,1]],"date-time":"2019-01-01T00:00:00Z","timestamp":1546300800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2019]]},"DOI":"10.1007\/978-3-030-37599-7_13","type":"book-chapter","created":{"date-parts":[[2020,1,3]],"date-time":"2020-01-03T09:02:43Z","timestamp":1578042163000},"page":"143-153","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":2,"title":["Effect of Market Spread Over Reinforcement Learning Based Market Maker"],"prefix":"10.1007","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-1802-3086","authenticated-orcid":false,"given":"Abbas","family":"Haider","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Hui","family":"Wang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Bryan","family":"Scotney","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Glenn","family":"Hawe","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2020,1,3]]},"reference":[{"doi-asserted-by":"crossref","unstructured":"Upson, J., Van Ness, R.A.: Multiple markets, algorithmic trading, and market liquidity. J. Financ. Markets 32, 49\u201368 (2017)","key":"13_CR1","DOI":"10.1016\/j.finmar.2016.05.004"},{"unstructured":"Ho, T., Stoll, H.: Optimal dealer pricing under transactions and return uncertainty. J. Financ. Econ. 9, 47\u201373 (1981)","key":"13_CR2"},{"doi-asserted-by":"crossref","unstructured":"Ho, T., Macris, R.: Dealer bid-ask quotes and transaction prices: an empirical study of some AMEX options. J. Finance 39(1), 23\u201345 (1984)","key":"13_CR3","DOI":"10.1111\/j.1540-6261.1984.tb03858.x"},{"unstructured":"Avellaneda, M., Stoikov, S.: High-frequency trading in a limit order book. Quant. Financ. 8(3), 217\u2013224 (2008)","key":"13_CR4"},{"unstructured":"Das, S.: The effects of market-making on price dynamics. In: International Foundation for Autonomous Agents and Multiagent Systems, Richland, vol. 2, pp. 887\u2013894 (2008)","key":"13_CR5"},{"doi-asserted-by":"crossref","unstructured":"Ait-Sahalia, Y., Sa\u011flam, M.: High Frequency Market Making: Optimal Quoting (2017). \nhttps:\/\/ssrn.com\/abstract=2331613\n\n or \nhttp:\/\/dx.doi.org\/10.2139\/ssrn.2331613","key":"13_CR6","DOI":"10.2139\/ssrn.2331613"},{"unstructured":"Chan, N.T., Shelton, C.: An Electronic Market-Maker (2001). \nhttp:\/\/hdl.handle.net\/1721.1\/7220","key":"13_CR7"},{"unstructured":"Abernethy, J., Kale, S.: Adaptive market making via online learning. In: Neural Information Processing Systems (NIPS), 5\u201310 December 2013. Curran Associates Inc., Lake Tahoe, Nevada, USA, vol. 2, pp 2058\u20132066 (2013)","key":"13_CR8"},{"unstructured":"Spooner, T., Fearnley, J., Savani, R., Koukorinis, A.: Market making via reinforcement learning. In: International Conference on Autonomous Agents and Multiagent Systems (AAMAS), 10\u201315 July 2018, Stockholm, Sweden, SIGAI, IFAAMAS, International Foundation for Autonomous Agents and Multiagent Systems, Richland, vol. 17, pp. 434\u2013442 (2018)","key":"13_CR9"},{"unstructured":"Sutton, R.S., Barto, A.G.: Reinforcement Learning: An Introduction, 2nd edn. MIT Press, Cambridge (2018)","key":"13_CR10"},{"unstructured":"Gould, M., Porter, M., Williams, S., McDonald, M., Fenn, D., Howison, S.: Limit order books. Quant. Financ. 13, 1709\u20131742 (2013)","key":"13_CR11"}],"container-title":["Lecture Notes in Computer Science","Machine Learning, Optimization, and Data Science"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-030-37599-7_13","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,1,3]],"date-time":"2020-01-03T09:05:41Z","timestamp":1578042341000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-030-37599-7_13"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019]]},"ISBN":["9783030375980","9783030375997"],"references-count":11,"URL":"https:\/\/doi.org\/10.1007\/978-3-030-37599-7_13","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2019]]},"assertion":[{"value":"3 January 2020","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"LOD","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Conference on Machine Learning, Optimization, and Data Science","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Siena","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Italy","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2019","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"10 September 2019","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"13 September 2019","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"5","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"mod2019","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/lod2019.icas.xyz\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Double-blind","order":1,"name":"type","label":"Type","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"Easychair","order":2,"name":"conference_management_system","label":"Conference Management System","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"158","order":3,"name":"number_of_submissions_sent_for_review","label":"Number of Submissions Sent for Review","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"64","order":4,"name":"number_of_full_papers_accepted","label":"Number of Full Papers Accepted","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"0","order":5,"name":"number_of_short_papers_accepted","label":"Number of Short Papers Accepted","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"41% - The value is computed by the equation \"Number of Full Papers Accepted \/ Number of Submissions Sent for Review * 100\" and then rounded to a whole number.","order":6,"name":"acceptance_rate_of_full_papers","label":"Acceptance Rate of Full Papers","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"5","order":7,"name":"average_number_of_reviews_per_paper","label":"Average Number of Reviews per Paper","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"3","order":8,"name":"average_number_of_papers_per_reviewer","label":"Average Number of Papers per Reviewer","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"No","order":9,"name":"external_reviewers_involved","label":"External Reviewers Involved","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}}]}}