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Censored exploration and the dark pool problem
2 references·6 citing·31 second hop
Censored exploration and the dark pool problem (2010)Censored exploration and the dark pool pr…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Encyclopedia of Statistical Sciences (2004)Encyclopedia of Statistical S…Algorithmic Equity: A Framework for Social Applications (2019)Algorithmic Equity: A Framewo…Optimal order placement in limit order markets (2016)Optimal order placement in li…Optimal liquidation in dark pools (2014)Optimal liquidation in dark p…Portfolio Liquidation in Dark Pools in Continuous Time (2012)Portfolio Liquidation in Dark…Optimal Order Placement in Limit Order Markets (2012)Optimal Order Placement in Li…Budget Optimization for Sponsored Search: Censored Learning in MDPs (2012)Budget Optimization for Spons…A Game of Prediction with Expert Advice (1998)Foundations of Inventory Management (2000)A multi-level analysis of urban/rural and socioeconomic differences in functional health status transition among older Chinese (2010)Exponential smoothing weighted correlations (2012)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Theory of games and economic behavior (2019)The Nonstochastic Multiarmed Bandit Problem (2002)Dynamics of bid optimization in online advertisement auctions (2007)Greedy bidding strategies for keyword auctions (2007)Thompson Sampling for Budgeted Multi-armed Bandits (2015)Achieving Fairness in the Stochastic Multi-Armed Bandit Problem (2020)Multiplicative Pacing Equilibria in Auction Markets (2021)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Stochastic Differential Equations: An Introduction with Applications. (1987)Stochastic Approximation and Recursive Algorithms and Applications (2003)A Model for Queue Position Valuation in a Limit Order Book (2016)Optimal placement in a limit order book: an analytical approach (2016)Accounting for the Anomaly Zoo: A Trading Cost Perspective (2017)Inferring Trade Direction from Intraday Data (1991)Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning (2018)Social Choice and Individual Values. (1951)A Theory of Justice (1971)Anarchy, State, and Utopia (1975)Probabilistic reporting and algorithms in forensic science: Stakeholder perspectives within the American criminal justice system (2022)Price, trade size, and information in securities markets (1987)Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (2016)
this work references cited by second hop

References

  • 2006Prediction, Learning, and Games3,176 cited
  • 2004Encyclopedia of Statistical Sciences724 cited

Cited by

  • 2012Budget Optimization for Sponsored Search: Censored Learning in MDPs66 cited
  • 2016Optimal order placement in limit order markets49 cited
  • 2014Optimal liquidation in dark pools36 cited
  • 2012Optimal Order Placement in Limit Order Markets34 cited
  • 2019Algorithmic Equity: A Framework for Social Applications33 cited
  • 2012Portfolio Liquidation in Dark Pools in Continuous Time29 cited

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