arXiv AI By Minmin Zeng, Yi Liu

Optimal Adaptive Market Making: A Theoretical Framework for High-Yield Liquidity Provision in Perpetual Futures Markets

Read the original on arXiv AI →

arXiv:2607. 11888v1 Announce Type: new Abstract: We develop a rigorous theoretical framework for optimal market making in perpetual futures markets with zero maker fees.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv AI.

arXiv Machine Learning
Jul 7

Adaptive Partitioning and Learning for Stochastic Control of Diffusion Processes

arXiv:2512. 14991v2 Announce Type: replace Abstract: We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations research.

By Hanqing Jin, Renyuan Xu, Yanzhao Yang