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Author

M. Abdullah

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Sep 2026

Quality-Diversity for Automated Market-Making Under Regime Uncertainty

Market-making performance depends strongly on market regime. Strategies optimized for calm markets can accumulate excessive inventory when volatility rises, while strategies optimized for volatile markets quote too conservatively in calmer conditions. We apply MAP-Elites to market-making strategy generation in an Avell...

Jim O'Connor, M. Abdullah, Sa'Ada Maliha Umaima et al. · 0 citations

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