{"id":"https://openalex.org/W2997767088","doi":"https://doi.org/10.1007/978-3-030-37599-7_13","title":"Effect of Market Spread Over Reinforcement Learning Based Market Maker","display_name":"Effect of Market Spread Over Reinforcement Learning Based Market Maker","publication_year":2019,"publication_date":"2019-01-01","ids":{"openalex":"https://openalex.org/W2997767088","doi":"https://doi.org/10.1007/978-3-030-37599-7_13","mag":"2997767088"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-37599-7_13","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-37599-7_13","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"conference-paper","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/A5037285328","display_name":"Abbas Haider","orcid":"https://orcid.org/0000-0003-1802-3086"},"institutions":[{"id":"https://openalex.org/I138801177","display_name":"University of Ulster","ror":"https://ror.org/01yp9g959","country_code":"GB","type":"education","lineage":["https://openalex.org/I138801177"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Abbas Haider","raw_affiliation_strings":["Ulster University, Shore Road, Newtownabbey, UK"],"raw_orcid":"https://orcid.org/0000-0003-1802-3086","affiliations":[{"raw_affiliation_string":"Ulster University, Shore Road, Newtownabbey, UK","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100460917","display_name":"Hui Wang","orcid":"https://orcid.org/0000-0003-2633-6015"},"institutions":[{"id":"https://openalex.org/I138801177","display_name":"University of Ulster","ror":"https://ror.org/01yp9g959","country_code":"GB","type":"education","lineage":["https://openalex.org/I138801177"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Hui Wang","raw_affiliation_strings":["Ulster University, Shore Road, Newtownabbey, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ulster University, Shore Road, Newtownabbey, UK","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5025293749","display_name":"Bryan Scotney","orcid":"https://orcid.org/0000-0002-8243-2223"},"institutions":[{"id":"https://openalex.org/I138801177","display_name":"University of Ulster","ror":"https://ror.org/01yp9g959","country_code":"GB","type":"education","lineage":["https://openalex.org/I138801177"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Bryan Scotney","raw_affiliation_strings":["Ulster University, Cromore Road, Londonderry, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ulster University, Cromore Road, Londonderry, UK","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5048737234","display_name":"Glenn Hawe","orcid":"https://orcid.org/0000-0002-0590-8494"},"institutions":[{"id":"https://openalex.org/I138801177","display_name":"University of Ulster","ror":"https://ror.org/01yp9g959","country_code":"GB","type":"education","lineage":["https://openalex.org/I138801177"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Glenn Hawe","raw_affiliation_strings":["Ulster University, Shore Road, Newtownabbey, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ulster University, Shore Road, Newtownabbey, UK","institution_ids":["https://openalex.org/I138801177"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5037285328"],"corresponding_institution_ids":["https://openalex.org/I138801177"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"143","last_page":"153"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9991999864578247,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9988999962806702,"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"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9940999746322632,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.7545015215873718},{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.7245904207229614},{"id":"https://openalex.org/keywords/market-maker","display_name":"Market maker","score":0.6509621143341064},{"id":"https://openalex.org/keywords/market-microstructure","display_name":"Market microstructure","score":0.5927687883377075},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.588504433631897},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.5741737484931946},{"id":"https://openalex.org/keywords/order-book","display_name":"Order book","score":0.5716615319252014},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5694921016693115},{"id":"https://openalex.org/keywords/market-impact","display_name":"Market impact","score":0.5093148946762085},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.501622200012207},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.4654442071914673},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.4268037676811218},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3739126920700073},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3619541525840759},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2553240656852722},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.15130972862243652},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.08254808187484741},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.07733887434005737}],"concepts":[{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.7545015215873718},{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.7245904207229614},{"id":"https://openalex.org/C18991353","wikidata":"https://www.wikidata.org/wiki/Q1137319","display_name":"Market maker","level":4,"score":0.6509621143341064},{"id":"https://openalex.org/C51926234","wikidata":"https://www.wikidata.org/wiki/Q3312426","display_name":"Market microstructure","level":3,"score":0.5927687883377075},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.588504433631897},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.5741737484931946},{"id":"https://openalex.org/C2779309563","wikidata":"https://www.wikidata.org/wiki/Q649206","display_name":"Order book","level":3,"score":0.5716615319252014},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5694921016693115},{"id":"https://openalex.org/C127288500","wikidata":"https://www.wikidata.org/wiki/Q1241055","display_name":"Market impact","level":4,"score":0.5093148946762085},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.501622200012207},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.4654442071914673},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4268037676811218},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3739126920700073},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3619541525840759},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2553240656852722},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.15130972862243652},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.08254808187484741},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.07733887434005737},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-030-37599-7_13","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-37599-7_13","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1582134358","https://openalex.org/W1992117039","https://openalex.org/W2025268472","https://openalex.org/W2121863487","https://openalex.org/W2126056473","https://openalex.org/W2133727275","https://openalex.org/W2162288466","https://openalex.org/W2582250933","https://openalex.org/W2796688914","https://openalex.org/W3121195520","https://openalex.org/W3125567544","https://openalex.org/W6603127130"],"related_works":["https://openalex.org/W2292370562","https://openalex.org/W2109278188","https://openalex.org/W1614998633","https://openalex.org/W2949895845","https://openalex.org/W4285139615","https://openalex.org/W4212956963","https://openalex.org/W3140594359","https://openalex.org/W3123539607","https://openalex.org/W2882997651","https://openalex.org/W2997767088"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2021,"cited_by_count":2}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
