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Paper Citation Record · LEDGER

Learning Market Making with Closing Auctions

As of 9 August 2026, this Paper Citation Record lists 62 of 62 outbound references and 1 inbound Pith citation observation for arXiv:2601.17247.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2601.17247 v2

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measured 62 of 62 reference resolution

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Source: paper_references, paper_reference_links, observed 2026-08-03T08:27:00.136392Z

measured 63 of 63 standing notices

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Source: scholarly_work_events, retraction_status_cache, observed 2026-08-09T06:31:02.800959+00:00

measured 1 of 1 inbound itemization

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Source: paper_references, paper_reference_links, observed 2026-06-26T16:42:21.503247Z

measured 0 of 1 external citation measurements

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Source: arxiv_reference, observed 2026-07-04T04:49:35.967786Z

Reference resolution

62 of 62 outbound references displayed

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Outbound references

Observation 61edbf5a-4fbb-4d5f-88b5-0b2a1b3a8f27 · outbound

This paper cites Lifting the Heston model.Quantitative finance, 19(12):1995–2013, 2019.

Learning Market Making with Closing Auctions Lifting the Heston model.Quantitative finance, 19(12):1995–2013, 2019

Reference 1

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Observation bbef138f-1752-4587-a4d8-1b95045c865a · outbound

This paper cites Multifactor approximation of rough volatility models.SIAM journal on financial mathematics, 10(2):309–349, 2019.

Learning Market Making with Closing Auctions Multifactor approximation of rough volatility models.SIAM journal on financial mathematics, 10(2):309–349, 2019

Reference 2

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Observation 4cff2b3b-1a15-48d1-ad97-092087cb0c07 · outbound

This paper cites Optimal execution of portfolio transactions.Journal of Risk, 3:5–40, 2001.

Learning Market Making with Closing Auctions Optimal execution of portfolio transactions.Journal of Risk, 3:5–40, 2001

Reference 3

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Observation 6cf0102f-ce1e-42bf-96d7-50d6b492f423 · outbound

This paper cites High-frequency trading in a limit order book.Quan- titative Finance, 8(3):217–224, 2008.

Learning Market Making with Closing Auctions High-frequency trading in a limit order book.Quan- titative Finance, 8(3):217–224, 2008

Reference 4

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Observation 34beae75-9b35-4997-927e-b2b754601866 · outbound

This paper cites Algorithmic market making for options.Quantitative Finance, 21(1):85–97, 2021.

Learning Market Making with Closing Auctions Algorithmic market making for options.Quantitative Finance, 21(1):85–97, 2021

Reference 5

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Observation 525334cf-1777-4e43-b3b7-df580de0c285 · outbound

This paper cites Market liq- uidity and competition among designated market makers.Management Science, 71(1):184– 201, 2025.

Learning Market Making with Closing Auctions Market liq- uidity and competition among designated market makers.Management Science, 71(1):184– 201, 2025

Reference 6

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Observation 0233bb94-191e-40e4-8996-0c2b98b05ec8 · outbound

This paper cites Market making via reinforcement learning.

Learning Market Making with Closing Auctions Market making via reinforcement learning

Reference 7

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Observation f6fc4ed0-4a63-46c2-8ac9-4419dc33f387 · outbound

This paper cites IPO auctions: English, dutch,.

Learning Market Making with Closing Auctions IPO auctions: English, dutch,

Reference 8

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source=pdf_text observed=2026-08-03T08:26:53.703480Z digest=sha256:72672a6b46985612c4c8e003913776096dc9b96e927d2aa0e55cdf3a1d65cc65

Observation f3a0537a-fa5d-400e-9670-9d5f6e05d060 · outbound

This paper cites Price discovery and learning during the preopening period in the paris bourse.Journal of Political Economy, 107(6):1218–1248, 1999.

Learning Market Making with Closing Auctions Price discovery and learning during the preopening period in the paris bourse.Journal of Political Economy, 107(6):1218–1248, 1999

Reference 9

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Observation abb8e283-a7e1-4396-bcde-2e188171e6b2 · outbound

This paper cites Power laws in economics and finance: some ideas fromphysics.

Learning Market Making with Closing Auctions Power laws in economics and finance: some ideas fromphysics

Reference 10

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Observation ef040d43-d572-47f0-b3f4-d5ad1b970276 · outbound

This paper cites Implementation details for frequent batch auctions: Slowing down markets to the blink of an eye.American Economic Review, 104(5):418–424, 2014.

Learning Market Making with Closing Auctions Implementation details for frequent batch auctions: Slowing down markets to the blink of an eye.American Economic Review, 104(5):418–424, 2014

Reference 11

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Observation 8a2aa4ca-7333-4982-8d7a-d98672b4fe8e · outbound

This paper cites Portfolio optimization in fractional and rough Heston models.SIAM Journal on Financial Mathematics, 11(1):240–273, 2020.

Learning Market Making with Closing Auctions Portfolio optimization in fractional and rough Heston models.SIAM Journal on Financial Mathematics, 11(1):240–273, 2020

Reference 12

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Observation c7deba9b-34ac-46c6-81a1-310b42c4686e · outbound

This paper cites Logarithmic regret in the ergodic Avellaneda-Stoikov market making model.

Learning Market Making with Closing Auctions Logarithmic regret in the ergodic Avellaneda-Stoikov market making model

Reference 13

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Observation 082cd9ec-1644-4598-b944-70f49b984c26 · outbound

This paper cites Cambridge University Press, 2023.

Learning Market Making with Closing Auctions Cambridge University Press, 2023

Reference 14

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Observation d499f484-2a7d-4f84-aa78-a6e58536107f · outbound

This paper cites The influence of economic research on financial mathematics: Evidence from the last 25 years.Finance and Stochastics, 26(1):85–101, 2022.

Learning Market Making with Closing Auctions The influence of economic research on financial mathematics: Evidence from the last 25 years.Finance and Stochastics, 26(1):85–101, 2022

Reference 15

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Observation 929689fb-ee46-45bb-8164-0b6538399c43 · outbound

This paper cites Cambridge University Press, 2015.

Learning Market Making with Closing Auctions Cambridge University Press, 2015

Reference 16

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Observation 41cd10d0-d2c0-47ab-9d1b-3d211a581816 · outbound

This paper cites Market Making without Regret.

Learning Market Making with Closing Auctions Market Making without Regret

Reference 17

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Observation efc31a2c-7615-4951-b1f8-1f151058df93 · outbound

This paper cites Special issue on machine learning in finance.Mathematical Finance, 34(2):259–261, 2024.

Learning Market Making with Closing Auctions Special issue on machine learning in finance.Mathematical Finance, 34(2):259–261, 2024

Reference 18

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Observation 67d1450c-6b70-46c3-8b32-bbbada03a08c · outbound

This paper cites AHEAD: Ad hoc electronic auction design.Frontiers of Mathematical Finance, 3(2):163–213, 2024.

Learning Market Making with Closing Auctions AHEAD: Ad hoc electronic auction design.Frontiers of Mathematical Finance, 3(2):163–213, 2024

Reference 19

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Observation b99598f1-9062-4090-a154-204723b1ee04 · outbound

This paper cites Equilibria and incentives for illiquid auction markets.

Learning Market Making with Closing Auctions Equilibria and incentives for illiquid auction markets

Reference 20

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Observation b36dc977-e672-4735-a4b2-5903a128608f · outbound

This paper cites Welfare and optimal trading frequency in dynamic double auctions.

Learning Market Making with Closing Auctions Welfare and optimal trading frequency in dynamic double auctions

Reference 21

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Observation 4d1a0a19-55b6-41a4-a5bb-39e7151bbabc · outbound

This paper cites Size discovery.The Review of Financial Studies, 30(4):1095–1150, 2017.

Learning Market Making with Closing Auctions Size discovery.The Review of Financial Studies, 30(4):1095–1150, 2017

Reference 22

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Observation 5f2c3fee-e72a-4ee7-bc7b-79e64739705b · outbound

This paper cites A theoretical analysis of deep Q-learning.

Learning Market Making with Closing Auctions A theoretical analysis of deep Q-learning

Reference 23

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Observation 5be5a003-58b4-4f5d-addf-5e0900a5a3a6 · outbound

This paper cites Power laws in economics and finance.Annu.

Learning Market Making with Closing Auctions Power laws in economics and finance.Annu

Reference 24

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Observation 1122da1f-386c-4eb7-85a7-193ae037f71a · outbound

This paper cites Reinforcement Learning for Market Making in a Multi-agent Dealer Market.

Learning Market Making with Closing Auctions Reinforcement Learning for Market Making in a Multi-agent Dealer Market

Reference 25

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Observation 81718071-7d44-4519-a398-d0e4e1a2d7e3 · outbound

This paper cites Market making with signals through deep rein- forcement learning.IEEE access, 9:61611–61622, 2021.

Learning Market Making with Closing Auctions Market making with signals through deep rein- forcement learning.IEEE access, 9:61611–61622, 2021

Reference 26

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Observation bb3f1514-26b6-4a50-a5d3-a7cb63d190bc · outbound

This paper cites Volatility is rough.

Learning Market Making with Closing Auctions Volatility is rough

Reference 27

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Observation ab43ea9f-e41a-4b63-820b-b7b5b22e06d8 · outbound

This paper cites Statis- tical properties of share volume traded in financial markets.Physical review e, 62(4):R4493, 2000.

Learning Market Making with Closing Auctions Statis- tical properties of share volume traded in financial markets.Physical review e, 62(4):R4493, 2000

Reference 28

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Observation bf3ddd5f-f663-4523-8e5a-b965307e1314 · outbound

This paper cites Deepreinforcementlearningformarketmakingincorpo- rate bonds: beating the curse of dimensionality.Applied Mathematical Finance, 26(5):387– 452, 2019.

Learning Market Making with Closing Auctions Deepreinforcementlearningformarketmakingincorpo- rate bonds: beating the curse of dimensionality.Applied Mathematical Finance, 26(5):387– 452, 2019

Reference 29

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Observation 6f1e0119-4cef-4088-848e-b1d9c0d7863b · outbound

This paper cites Dealing with the inventory risk: a solution to the market making problem.Mathematics and financial eco- nomics, 7(4):477–507, 2013.

Learning Market Making with Closing Auctions Dealing with the inventory risk: a solution to the market making problem.Mathematics and financial eco- nomics, 7(4):477–507, 2013

Reference 30

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Observation 4e358911-327d-44b8-9960-4bb2feea8aa8 · outbound

This paper cites Recent advances in reinforcement learning in finance.Mathematical Finance, 33(3):437–503, 2023.

Learning Market Making with Closing Auctions Recent advances in reinforcement learning in finance.Mathematical Finance, 33(3):437–503, 2023

Reference 31

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Observation d0e444d7-36e9-4dbe-9b2d-67ada053108e · outbound

This paper cites Transaction cost (in) transparency: Coasian dynamics in frequent batch auctions.Available at SSRN 4861066, 2024.

Learning Market Making with Closing Auctions Transaction cost (in) transparency: Coasian dynamics in frequent batch auctions.Available at SSRN 4861066, 2024

Reference 32

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Observation 3338559d-fab0-46ed-9b94-f6f30118c5f2 · outbound

This paper cites Market making with scaled beta poli- cies.

Learning Market Making with Closing Auctions Market making with scaled beta poli- cies

Reference 33

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Observation cf4175f5-af7b-49b5-828c-e7eac2ad9b8b · outbound

This paper cites Mbt- gym: Reinforcement learning for model-based limit order book trading.

Learning Market Making with Closing Auctions Mbt- gym: Reinforcement learning for model-based limit order book trading

Reference 34

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Observation 84c0b4c2-ee13-425b-90b3-a711b9fba8df · outbound

This paper cites The effect of a closing call auction on market quality and trading strategies.Journal of Financial Intermediation, 21(1):23–49, 2012.

Learning Market Making with Closing Auctions The effect of a closing call auction on market quality and trading strategies.Journal of Financial Intermediation, 21(1):23–49, 2012

Reference 35

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Observation e6809daf-13d2-4888-a74e-e069965dbbd9 · outbound

This paper cites Machine learning for market microstructure and high frequency trading.High frequency trading: New realities for traders, markets, and regulators, 72:1877–1901, 2013.

Learning Market Making with Closing Auctions Machine learning for market microstructure and high frequency trading.High frequency trading: New realities for traders, markets, and regulators, 72:1877–1901, 2013

Reference 36

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Observation bbe9f591-60af-45b6-9962-ca5b8226d5c7 · outbound

This paper cites Continuous auctions and insider trading.Econometrica: Journal of the Econometric Society, pages 1315–1335, 1985.

Learning Market Making with Closing Auctions Continuous auctions and insider trading.Econometrica: Journal of the Econometric Society, pages 1315–1335, 1985

Reference 37

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source=pdf_text observed=2026-08-03T08:26:57.848979Z digest=sha256:7609cf529ae859a1db590729fcbb51ecf18c626427e4e6eb642917d83b3f5bb5

Observation 6dca63ab-e958-4fea-90b1-7bfa249f2483 · outbound

This paper cites Learning a functional control for high- frequency finance.Quantitative Finance, 22(11):1973–1987, 2022.

Learning Market Making with Closing Auctions Learning a functional control for high- frequency finance.Quantitative Finance, 22(11):1973–1987, 2022

Reference 38

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source=pdf_text observed=2026-08-03T08:26:57.958765Z digest=sha256:f698d483817d08e26e52789fb2635bed36f709ff6649763d3f0317e4e8284f64

Observation 32ac61ae-f90a-49fd-8ec3-6b48e9aa5f0d · outbound

This paper cites Trading mechanisms in securities markets.the Journal of Finance, 47(2):607–641, 1992.

Learning Market Making with Closing Auctions Trading mechanisms in securities markets.the Journal of Finance, 47(2):607–641, 1992

Reference 39

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source=pdf_text observed=2026-08-03T08:26:58.109375Z digest=sha256:4db5318ccb9ec24a6d3bfcec16ee94e0116a1472d9bc34755e7384e71637e1d8

Observation e9aeae65-2196-48e3-b6f9-665fdf159d72 · outbound

This paper cites Price discovery in auction markets: A look inside the black box.The Review of Financial Studies, 13(3):627–658, 2000.

Learning Market Making with Closing Auctions Price discovery in auction markets: A look inside the black box.The Review of Financial Studies, 13(3):627–658, 2000

Reference 40

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source=pdf_text observed=2026-08-03T08:26:58.219211Z digest=sha256:376a3f339e5810ba64c5cd7e0429e3adcb0ba43394f9e091d53852bdde94b327

Observation 228db6db-7b21-4da3-9836-7e0fb4da3212 · outbound

This paper cites Clearing time randomization and transaction fees for auction market design.

Learning Market Making with Closing Auctions Clearing time randomization and transaction fees for auction market design

Reference 41

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source=pdf_text observed=2026-08-03T08:26:58.291831Z digest=sha256:4d08f4dc68f49ffcdcc99b6d8679ac2531d89b47897e80d77dd097751ee35699

Observation 852398c3-3bd7-40ba-a607-969082868059 · outbound

This paper cites Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets.

Learning Market Making with Closing Auctions Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets

Reference 42

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source=pdf_text observed=2026-08-03T08:26:58.375626Z digest=sha256:91e41b950cb43312b70fa6eef23e476357984e233346dcf20dac333a51b23f94

Observation e17f64ba-7de8-4366-9f76-b315b72f2ea8 · outbound

This paper cites Auctions and bidding: A primer.Journal of economic perspectives, 3(3):3– 22, 1989.

Learning Market Making with Closing Auctions Auctions and bidding: A primer.Journal of economic perspectives, 3(3):3– 22, 1989

Reference 43

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source=pdf_text observed=2026-08-03T08:26:58.440088Z digest=sha256:edb0d9482fba57871d63a0b0f14551fbc07e0122fa95596e5092735f6709e3c1

Observation d42ff1c6-7091-458e-ba13-55354214fef6 · outbound

This paper cites Auction market design: Recent innovations.Annual Review of Economics, 11(1):383–405, 2019.

Learning Market Making with Closing Auctions Auction market design: Recent innovations.Annual Review of Economics, 11(1):383–405, 2019

Reference 44

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source=pdf_text observed=2026-08-03T08:26:58.505657Z digest=sha256:bc379300cfddbeac8234f3897bcb58bf3f53bc02b73a00943690478eef8ba4c8

Observation f8bca9a0-05a4-43d8-b2cf-2680c83fb27b · outbound

This paper cites The economics of competitive bidding: a selective survey.Social goals and social organization: Essays in memory of Elisha Pazner, pages 261–292, 1985.

Learning Market Making with Closing Auctions The economics of competitive bidding: a selective survey.Social goals and social organization: Essays in memory of Elisha Pazner, pages 261–292, 1985

Reference 45

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source=pdf_text observed=2026-08-03T08:26:58.600677Z digest=sha256:47d333eca5fdc89810eeee5ac4e911ce5dc45bdbea0daca0abc4b97706e3db06

Observation e0aa8752-bfb7-412b-b90e-e9e1491a4400 · outbound

This paper cites Cambridge University Press, 2004.

Learning Market Making with Closing Auctions Cambridge University Press, 2004

Reference 46

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source=pdf_text observed=2026-08-03T08:26:58.672136Z digest=sha256:ed2048fd8078c5a3964a87c3de8f4baae09ee7b2ca906315eb65a65313160efd

Observation 33304742-b0a6-4b1e-a3ac-ca164ca769e2 · outbound

This paper cites Playing Atari with Deep Reinforcement Learning.

Learning Market Making with Closing Auctions Playing Atari with Deep Reinforcement Learning

Reference 47

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source=pdf_text observed=2026-08-03T08:26:58.745374Z digest=sha256:2dc11133178b2e98c8e8bad08318a1b5c1b63e39f2cd329d139e4a96885a4a25

Observation 778a1c85-9769-406f-a285-29509117ed0a · outbound

This paper cites Human-level control through deep reinforcement learning.nature, 518(7540):529–533, 2015.

Learning Market Making with Closing Auctions Human-level control through deep reinforcement learning.nature, 518(7540):529–533, 2015

Reference 48

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source=pdf_text observed=2026-08-03T08:26:58.812223Z digest=sha256:171bcb0124cdff43d899c02adc9c0a18971a82c1747f70331c0e7f8020dd9255

Observation 95e19672-c9d7-4446-b1f9-7fe22c65f3b7 · outbound

This paper cites Enhancing Q-learning for optimal asset allocation.Advances in neural information processing systems, 10, 1997.

Learning Market Making with Closing Auctions Enhancing Q-learning for optimal asset allocation.Advances in neural information processing systems, 10, 1997

Reference 49

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source=pdf_text observed=2026-08-03T08:26:58.938923Z digest=sha256:8e24a4d0558de951e949aca90042386cc7341dd0bbd069c5541ce7eb22490bb7

Observation 9157b43e-c8c8-4b76-a7ed-0f32569e97c2 · outbound

This paper cites Reinforcement learning for optimized trade execution.

Learning Market Making with Closing Auctions Reinforcement learning for optimized trade execution

Reference 50

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source=pdf_text observed=2026-08-03T08:26:59.036933Z digest=sha256:b474fda7b338f9ac587c5e77f3e053b8c67dd6ab81200f66243522cbcfa0b894

Observation fa7da698-58b7-4e35-949d-9dafff704e76 · outbound

This paper cites Double deep Q-learning for optimal execution.Applied Mathematical Finance, 28(4):361–380, 2021.

Learning Market Making with Closing Auctions Double deep Q-learning for optimal execution.Applied Mathematical Finance, 28(4):361–380, 2021

Reference 51

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Observation 050d174b-509e-4175-b1c7-db9a24d060b9 · outbound

This paper cites Optimal auction duration: A price formation viewpoint.Operations Research, 69(6):1734–1745, 2021.

Learning Market Making with Closing Auctions Optimal auction duration: A price formation viewpoint.Operations Research, 69(6):1734–1745, 2021

Reference 52

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source=pdf_text observed=2026-08-03T08:26:59.200952Z digest=sha256:89a23e2f46a7555dc0b76c15f2bdfcec93756b2c936862f9c6d065613496cf8b

Observation 3a63a3cf-e7fb-4a57-aea0-95cd22b48bfc · outbound

This paper cites John Wiley & Sons, 2014.

Learning Market Making with Closing Auctions John Wiley & Sons, 2014

Reference 53

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source=pdf_text observed=2026-08-03T08:26:59.300080Z digest=sha256:69ecd06f9ee9b5005bf61361171c2cb2d3b626e8624aa701e8fc53fed79202eb

Observation 1a48a694-0b85-43f2-abf3-202321c22236 · outbound

This paper cites The growing importance of the closing auction in share trading volumes.

Learning Market Making with Closing Auctions The growing importance of the closing auction in share trading volumes

Reference 54

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source=pdf_text observed=2026-08-03T08:26:59.412703Z digest=sha256:fbf36bfe924988d0e276ba42304c58425cdc53af15963b3f5515478cd2f11eee

Observation c208ede0-b15c-4020-a643-2fbc8d4e1f5b · outbound

This paper cites On the discrete-time simulation of the rough heston model.SIAM Journal on Financial Mathematics, 14(1):223–249, 2023.

Learning Market Making with Closing Auctions On the discrete-time simulation of the rough heston model.SIAM Journal on Financial Mathematics, 14(1):223–249, 2023

Reference 55

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source=pdf_text observed=2026-08-03T08:26:59.489688Z digest=sha256:77f3f101856b0f43dd7068c6af1105354f4f2d48646db7c3e63f7b343814af40

Observation 72a946b4-1838-4268-a899-3400de2f5892 · outbound

This paper cites Neural fitted Q iteration–first experiences with a data efficient neural reinforcement learning method.

Learning Market Making with Closing Auctions Neural fitted Q iteration–first experiences with a data efficient neural reinforcement learning method

Reference 56

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source=pdf_text observed=2026-08-03T08:26:59.560050Z digest=sha256:43a97a58a4628d02df3407c279e07656daa597a537df0b9ab990fb949713822e

Observation 6b7e2c56-df5c-41fd-8a5f-32695091eaae · outbound

This paper cites Equity auction dynamics: latent liquidity models with activity acceleration.Quantitative Finance, 24(10):1381–1398, 2024.

Learning Market Making with Closing Auctions Equity auction dynamics: latent liquidity models with activity acceleration.Quantitative Finance, 24(10):1381–1398, 2024

Reference 57

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source=pdf_text observed=2026-08-03T08:26:59.699852Z digest=sha256:3ac4fa0e4c5c1932f61e70f91c7ad44ea103756a3d4f632399f3b6fbe0e0dcb3

Observation 2bbeda37-aa54-469c-b316-38c1684b46ff · outbound

This paper cites Deep learning for limit order books.Quantitative Finance, 19(4):549– 570, 2019.

Learning Market Making with Closing Auctions Deep learning for limit order books.Quantitative Finance, 19(4):549– 570, 2019

Reference 58

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source=pdf_text observed=2026-08-03T08:26:59.775571Z digest=sha256:d5bc947da853a411227c3b312412c551e92642a4a646b113f796bdb8d84a2e65

Observation 55db9414-d965-41de-ae44-7311b03aae2b · outbound

This paper cites an unresolved cited work.

Learning Market Making with Closing Auctions Unresolved cited work

Reference 59

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source=pdf_text observed=2026-08-03T08:26:59.842205Z digest=sha256:d5c7e237f363a8915b97875a9addb2af32042362918fe4e65cb6c9058df399a2

Observation 2feec5b0-97f1-461f-a4be-f38603e9fbe7 · outbound

This paper cites Optimal dynamic auctions for revenue management.Management Science, 48(11):1388–1407, 2002.

Learning Market Making with Closing Auctions Optimal dynamic auctions for revenue management.Management Science, 48(11):1388–1407, 2002

Reference 60

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source=pdf_text observed=2026-08-03T08:26:59.926703Z digest=sha256:a9edabedf338f4b5fd3466a850a1d9b211481a71bbea8bf7397f3ee7fd34b947

Observation 1e4dbcdc-faf3-4227-a2e8-e546946d3517 · outbound

This paper cites Market making with learned beta policies.

Learning Market Making with Closing Auctions Market making with learned beta policies

Reference 61

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source=pdf_text observed=2026-08-03T08:27:00.010907Z digest=sha256:e07f14f9dc2a54324810a517065995498782950f20796ce565037edc7d564a18

Observation 79ea303a-06ec-4176-87ac-50956edeb124 · outbound

This paper cites Q-learning.Machine learning, 8(3):279–292, 1992.

Learning Market Making with Closing Auctions Q-learning.Machine learning, 8(3):279–292, 1992

Reference 62

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source=pdf_text observed=2026-08-03T08:27:00.136392Z digest=sha256:059d832b4602cf4765215525b48b88d322870643f7d13d9835da6e9d3cc351f1

Pith citing papers

Observation 9a4ad5d4-b4a4-4aa7-869a-ce72ee7b19c8 · inbound

Signature Methods for Optimal Market Making cites this paper.

Signature Methods for Optimal Market Making Learning Market Making with Closing Auctions

Reference 13

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verified exact
arxiv_id, observed 2026-07-31T02:06:16.013375Z

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No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-06-26T16:42:21.503247Z digest=sha256:e3e287a89dc82bf870cef39f48b8ee4a62ad2b5d529d2f8f2a52e9af13e061c5