AIRL Market Making

Codes for my master thesis from ETH Zürich & UZH on reinforcement learning for market making.

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
data_processing		data_processing
lob		lob
package_modifications		package_modifications
rl		rl
.flake8		.flake8
.gitattributes		.gitattributes
.gitignore		.gitignore
.pre-commit-config.yaml		.pre-commit-config.yaml
LICENSE		LICENSE
README.md		README.md
backtest_automation.ipynb		backtest_automation.ipynb
backtest_visualization.ipynb		backtest_visualization.ipynb
imitation_airl.ipynb		imitation_airl.ipynb
poetry.lock		poetry.lock
pyproject.toml		pyproject.toml
rl_generator.ipynb		rl_generator.ipynb

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