{"id":"https://openalex.org/W4401247718","doi":"https://doi.org/10.1109/jcsse61278.2024.10613677","title":"Enhancing Market Making Strategies with Deep Reinforcement Learning-Based Quoting Decisions","display_name":"Enhancing Market Making Strategies with Deep Reinforcement Learning-Based Quoting Decisions","publication_year":2024,"publication_date":"2024-06-19","ids":{"openalex":"https://openalex.org/W4401247718","doi":"https://doi.org/10.1109/jcsse61278.2024.10613677"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1109/jcsse61278.2024.10613677","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"proceedings-article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5106251415","display_name":"Chawanvit Ekarittikrai","orcid":null},"institutions":[{"id":"https://openalex.org/I159665162","display_name":"National Institute of Development Administration","ror":"https://ror.org/010g30191","country_code":"TH","type":"education","lineage":["https://openalex.org/I159665162"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Chawanvit Ekarittikrai","raw_affiliation_strings":["Graduate School of Applied Statistic, National Institute of Development Administration (NIDA),Bangkok,Thailand"],"affiliations":[{"raw_affiliation_string":"Graduate School of Applied Statistic, National Institute of Development Administration (NIDA),Bangkok,Thailand","institution_ids":["https://openalex.org/I159665162"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5062629070","display_name":"Ekarat Rattagan","orcid":"https://orcid.org/0000-0003-2191-3856"},"institutions":[{"id":"https://openalex.org/I159665162","display_name":"National Institute of Development Administration","ror":"https://ror.org/010g30191","country_code":"TH","type":"education","lineage":["https://openalex.org/I159665162"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Ekarat Rattagan","raw_affiliation_strings":["Graduate School of Applied Statistic, National Institute of Development Administration (NIDA),Bangkok,Thailand"],"affiliations":[{"raw_affiliation_string":"Graduate School of Applied Statistic, National Institute of Development Administration (NIDA),Bangkok,Thailand","institution_ids":["https://openalex.org/I159665162"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":0,"max":85},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Predicting Stock Market Trends and Movements","score":0.2461,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Predicting Stock Market Trends and Movements","score":0.2461,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep Learning","score":0.571637},{"id":"https://openalex.org/keywords/stock-market-prediction","display_name":"Stock Market Prediction","score":0.514155},{"id":"https://openalex.org/keywords/forecasting-models","display_name":"Forecasting Models","score":0.506709},{"id":"https://openalex.org/keywords/sentiment-analysis","display_name":"Sentiment Analysis","score":0.506576}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.87777805},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5985205},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.35735288},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.34037453},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.12848529}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1109/jcsse61278.2024.10613677","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[],"grants":[],"datasets":[],"versions":[],"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4396701345","https://openalex.org/W4391375266","https://openalex.org/W4362501864","https://openalex.org/W4306904969","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2376932109","https://openalex.org/W2358668433","https://openalex.org/W2138720691","https://openalex.org/W2001405890"],"abstract_inverted_index":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W4401247718","counts_by_year":[],"updated_date":"2024-11-26T13:04:46.854701","created_date":"2024-08-03"}
