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Paper Citation Record · LEDGER

Learning Market Making with Closing Auctions

As of 10 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

Coverage vector

measured 62 of 62 reference resolution

Typed states for the displayed outbound observations.

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 2026-08-10T06:31:04.303077+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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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=sha256:6ee0fda90d57638fb2183f16370f3a5054925ba3c8ea7d8cd4cd6e8b7be2ef43

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:e37e60245a03972ff047b25ea15971f1af525a7ac5065a03c92ac002c6ace9f9

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=sha256:302a43df588f81fe821fcc56b20f671813ce76b07f61afd1fe94a493eabcfb47

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=sha256:3aab4eb762807974431dac708f10eb31515903abbaa28dba1aca3000a8684f86

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=sha256:1457d4ef60b9707f0ea6b65298a95098329045a5653bd1208e7d061d6fee1bcf

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:f5d8e148528624a709436b4c7ea98a9c541370b737671abe8aca88eeafffdd6c

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=sha256:3daf8a59181c267d349c180d415eaf76f5791126bc209a21aa5d9355f2ead7b6

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=sha256:1234ee9c6215e0216ee12c20d8e66e3ddfb28e24abdf8a88d0ed252ec42d5848

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=sha256:79bc71d56e483d03b686fd84204e6a0e6cb24a73c62b0c8a54fc9a3e3eccb8a9

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=sha256:11a44ce583f432a087f089accfad8acbc33654817f78319448691661385718ad

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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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=sha256:09b3a96c076c60632124953718be86b956c07972f146b31cdcb37b287664a25d

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=sha256:6d7537529e99eb062de0a0c2f64477e8fcdcf0e895d953b37f2c94ed6b418975

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=sha256:3e1e1e1d6e2d5045c9b56bb5434b2f671399b8829dfae55bc816f0b44beff2c9

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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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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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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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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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=sha256:391b2ef2a3078ef10ab4d7726fe26520e9ef37e0a241151d0dffa1105ae436bb

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=sha256:2339870c1d2363b9b8044f606b01b0b2956b5ac757d03aae596c4060f982b414

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:d2772bb5dd28070488159368f8e9130c08ae56a296df6fb250c8dbd42b46e0be

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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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=sha256:6c71aa1b50b86450fdf6de7fad5634dfe9b06cc09ec2c0517288cd22170807d7

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=sha256:1998310b12246acb831061e8048d9094c2c6d6d19ec1cdf8ef1cfd3f8a58ae30

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:c1064526d31e390e49055a0a8f5e1a317b8d43f15aa80b3302776c4042bbeb33

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

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source=pdf_text observed=2026-06-26T16:42:21.503247Z digest=sha256:7b9d52d59045d2f80e2620f1995137790bd10ebad35d2ee4aeaa182d402a95ff