@article{integratingtickleveldataandperiodical,
  title = {Integrating Tick-level Data and Periodical Signal for High-frequency Market Making},
  author = {Jiafa He and Cong Zheng and Can Yang},
  year = {2023},
  eprint = {2306.17179},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2306.17179v1},
}