Thi Nhu Y Nguyen

AN ADVERSARIAL AUTONOMOUS RISK GOVERNANCE SYSTEM FOR HIGH-FRICTION EMERGING EQUITY MARKETS UNDER MULTI-DAY SETTLEMENT AND PRICE CORRIDORS

Conventional deep reinforcement learning (DRL) algorithms and high‑frequency trading models in quantitative finance are built on idealized assumptions of market clearing — namely continuous settlement (T+0) and unlimited counterparty liquidity. Yet, when these systems are deploye...