Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-03T08:27:00.136392Z
Paper Citation Record · LEDGER
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.
Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-03T08:27:00.136392Z
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-09T06:31:02.800959+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-06-26T16:42:21.503247Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-07-04T04:49:35.967786Z
62 of 62 outbound references displayed
External citation measurements
No source-named external measurement is stored.
Observation 61edbf5a-4fbb-4d5f-88b5-0b2a1b3a8f27 · outbound
Learning Market Making with Closing Auctions Lifting the Heston model.Quantitative finance, 19(12):1995–2013, 2019
Reference 1
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Unavailable: canonical work link unavailable.
Observation bbef138f-1752-4587-a4d8-1b95045c865a · outbound
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
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
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
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
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
Learning Market Making with Closing Auctions Market making via reinforcement learning
Reference 7
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Unavailable: canonical work link unavailable.
Observation f6fc4ed0-4a63-46c2-8ac9-4419dc33f387 · outbound
Learning Market Making with Closing Auctions IPO auctions: English, dutch,
Reference 8
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Observation f3a0537a-fa5d-400e-9670-9d5f6e05d060 · outbound
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
Learning Market Making with Closing Auctions Power laws in economics and finance: some ideas fromphysics
Reference 10
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Unavailable: canonical work link unavailable.
Observation ef040d43-d572-47f0-b3f4-d5ad1b970276 · outbound
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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Unavailable: canonical work link unavailable.
Observation 8a2aa4ca-7333-4982-8d7a-d98672b4fe8e · outbound
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
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
Learning Market Making with Closing Auctions Cambridge University Press, 2023
Reference 14
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Observation d499f484-2a7d-4f84-aa78-a6e58536107f · outbound
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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Unavailable: canonical work link unavailable.
Observation 929689fb-ee46-45bb-8164-0b6538399c43 · outbound
Learning Market Making with Closing Auctions Cambridge University Press, 2015
Reference 16
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Observation 41cd10d0-d2c0-47ab-9d1b-3d211a581816 · outbound
Learning Market Making with Closing Auctions Market Making without Regret
Reference 17
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Observation efc31a2c-7615-4951-b1f8-1f151058df93 · outbound
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
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
Learning Market Making with Closing Auctions Equilibria and incentives for illiquid auction markets
Reference 20
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Unavailable: canonical work link unavailable.
Observation b36dc977-e672-4735-a4b2-5903a128608f · outbound
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
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
Learning Market Making with Closing Auctions A theoretical analysis of deep Q-learning
Reference 23
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Unavailable: canonical work link unavailable.
Observation 5be5a003-58b4-4f5d-addf-5e0900a5a3a6 · outbound
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
Learning Market Making with Closing Auctions Reinforcement Learning for Market Making in a Multi-agent Dealer Market
Reference 25
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Unavailable: canonical work link unavailable.
Observation 81718071-7d44-4519-a398-d0e4e1a2d7e3 · outbound
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
Learning Market Making with Closing Auctions Volatility is rough
Reference 27
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Observation ab43ea9f-e41a-4b63-820b-b7b5b22e06d8 · outbound
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
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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Unavailable: canonical work link unavailable.
Observation 6f1e0119-4cef-4088-848e-b1d9c0d7863b · outbound
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
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
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
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
Learning Market Making with Closing Auctions Mbt- gym: Reinforcement learning for model-based limit order book trading
Reference 34
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Unavailable: canonical work link unavailable.
Observation 84c0b4c2-ee13-425b-90b3-a711b9fba8df · outbound
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
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
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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Observation 6dca63ab-e958-4fea-90b1-7bfa249f2483 · outbound
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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Unavailable: canonical work link unavailable.
Observation 32ac61ae-f90a-49fd-8ec3-6b48e9aa5f0d · outbound
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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Unavailable: canonical work link unavailable.
Observation e9aeae65-2196-48e3-b6f9-665fdf159d72 · outbound
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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Observation 228db6db-7b21-4da3-9836-7e0fb4da3212 · outbound
Learning Market Making with Closing Auctions Clearing time randomization and transaction fees for auction market design
Reference 41
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Observation 852398c3-3bd7-40ba-a607-969082868059 · outbound
Learning Market Making with Closing Auctions Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets
Reference 42
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Observation e17f64ba-7de8-4366-9f76-b315b72f2ea8 · outbound
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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Observation d42ff1c6-7091-458e-ba13-55354214fef6 · outbound
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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Observation f8bca9a0-05a4-43d8-b2cf-2680c83fb27b · outbound
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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Observation e0aa8752-bfb7-412b-b90e-e9e1491a4400 · outbound
Learning Market Making with Closing Auctions Cambridge University Press, 2004
Reference 46
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Observation 33304742-b0a6-4b1e-a3ac-ca164ca769e2 · outbound
Learning Market Making with Closing Auctions Playing Atari with Deep Reinforcement Learning
Reference 47
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Observation 778a1c85-9769-406f-a285-29509117ed0a · outbound
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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Observation 95e19672-c9d7-4446-b1f9-7fe22c65f3b7 · outbound
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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Observation 9157b43e-c8c8-4b76-a7ed-0f32569e97c2 · outbound
Learning Market Making with Closing Auctions Reinforcement learning for optimized trade execution
Reference 50
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Observation fa7da698-58b7-4e35-949d-9dafff704e76 · outbound
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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Unavailable: canonical work link unavailable.
Observation 050d174b-509e-4175-b1c7-db9a24d060b9 · outbound
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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Observation 3a63a3cf-e7fb-4a57-aea0-95cd22b48bfc · outbound
Learning Market Making with Closing Auctions John Wiley & Sons, 2014
Reference 53
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Observation 1a48a694-0b85-43f2-abf3-202321c22236 · outbound
Learning Market Making with Closing Auctions The growing importance of the closing auction in share trading volumes
Reference 54
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Observation c208ede0-b15c-4020-a643-2fbc8d4e1f5b · outbound
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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Observation 72a946b4-1838-4268-a899-3400de2f5892 · outbound
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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Observation 6b7e2c56-df5c-41fd-8a5f-32695091eaae · outbound
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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Observation 2bbeda37-aa54-469c-b316-38c1684b46ff · outbound
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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Observation 55db9414-d965-41de-ae44-7311b03aae2b · outbound
Learning Market Making with Closing Auctions Unresolved cited work
Reference 59
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Observation 2feec5b0-97f1-461f-a4be-f38603e9fbe7 · outbound
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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Observation 1e4dbcdc-faf3-4227-a2e8-e546946d3517 · outbound
Learning Market Making with Closing Auctions Market making with learned beta policies
Reference 61
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Unavailable: canonical work link unavailable.
Observation 79ea303a-06ec-4176-87ac-50956edeb124 · outbound
Learning Market Making with Closing Auctions Q-learning.Machine learning, 8(3):279–292, 1992
Reference 62
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Observation 9a4ad5d4-b4a4-4aa7-869a-ce72ee7b19c8 · inbound
Signature Methods for Optimal Market Making Learning Market Making with Closing Auctions
Reference 13
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.