Why Markets Make Mistakes by Weil, Henry Birdseye

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Interactions of market making algorithms by Xiong, W, Cont, R

“…The widespread use of market making algorithms and the associated feedback effects may have unexpected consequences which need to be better understood. …”

Market making with alpha signals by Cartea, A, Wang, Y

“…We employ Nasdaq high-frequency data to estimate model parameters and to illustrate the performance of the market making strategy. The market maker employs the alpha signal to minimise adverse selection costs, execute directional trades in anticipation of price changes, and to manage inventory risk. …”

Oligopolistic market-making and inventory heterogeneity by Olshanskiy, Yury.

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System dynamics of market making and liquidity by Raykin, Boris, 1976-

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Market making with minimum resting times by Cartea, A, Wang, Y

Decentralised finance and automated market making by Monga, M

Intelligent Market-Making in Artificial Financial Markets by Das, Sanmay

“…Previous theoretical work on market-making has led to price-setting equations for which solutions cannot be achieved in practice, whereas empirical work on algorithms for market-making has focused on sets of heuristics and rules that lack theoretical justification. …”
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Intelligent market-making in artificial financial markets by Das, Sanmay

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Dynamics of market making algorithms in dealer markets by Xiong, W

“…<p>In the rapidly evolving landscape of electronic over-the-counter markets, the deployment of advanced market making algorithms has led to unprecedented efficiencies but also raised regulatory concerns, particularly regarding the potential for unforeseen effects, such as ‘algorithmic collusion’ or market instability, resulting from the impact of autonomous trading or market making algorithms. …”

Nontrading, market-making, and estimates of stock price volatiity by Marsh, Terry A., Rosenfeld, Eric R.

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Nontrading, market-making, and estimates of stock price volatility by Marsh, Terry A., Rosenfeld, Eric R.

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Conscientious marketing: making a difference in people’s lives by Quraeshi, Zahir A., Luqmani, Mushtaq, Schultz, Roberta J., Zain, Osman M.

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How can Market Making Aid in Developing Financial Markets by Imbern, Enrique Marcos Müller

“…This thesis project examines the crucial role that market makers can play in enhancing liquidity and aiding the development of financial markets, with a particular focus on emerging economies. Market making involves providing buy and sell quotes for financial securities, thereby facilitating trading and contributing to market liquidity. …”
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Transportation choices : can social marketing make a difference? by Sorell, Miriam Lydia

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Applications of stochastic inventory control in market-making and robust supply chains by Song, Miao, Ph. D. Massachusetts Institute of Technology

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Modeling Stock Order Flows and Learning Market-Making from Data by Kim, Adlar J., Shelton, Christian R.

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Dynamics of market making algorithms in dealer markets: learning and tacit collusion by Cont, R, Xiong, W

“…The widespread use of market-making algorithms in electronic over-the-counter markets may give rise to unexpected effects resulting from the autonomous learning dynamics of these algorithms. …”

Importance Sampling for Reinforcement Learning with Multiple Objectives by Shelton, Christian Robert

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Decentralized renewable energy futures trading on EVM blockchains by Ho, Phi Dung

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