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Efficient Market Making via Convex Optimization, and a Connection to Online Learning
16 references·0 citing·33 second hop
Efficient Market Making via Convex Optimization, and a Connection to Online Learning (2013)Efficient Market Making via Convex Optimi…LOGARITHMIC MARKETS CORING RULES FOR MODULAR COMBINATORIAL INFORMATION AGGREGATION (2012)LOGARITHMIC MARKETS CORING RU…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…Logarithmic regret algorithms for online convex optimization (2007)Logarithmic regret algorithms…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Prediction Markets (2004)Prediction MarketsOnline convex programming and generalized infinitesimal gradient ascent (2003)Online convex programming and…Combinatorial Information Market Design (2003)Combinatorial Information Mar…Relative Loss Bounds for On-Line Density Estimation with the Exponential Family of Distributions (2001)Relative Loss Bounds for On-L…Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Exponentiated Gradient versus…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…Universal Portfolios (1991)Universal PortfoliosThe Role of Securities in the Optimal Allocation of Risk-bearing (1973)The Role of Securities in the…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Elicitation of Personal Probabilities and Expectations (1971)Elicitation of Personal Proba…The Role of Securities in the Optimal Allocation of Risk-bearing (1964)The Role of Securities in the…Rational Decisions (1952)Rational DecisionsFinite-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)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)The Theory of Incentives: The Principal-Agent Model (2001)Measuring Expectations (2004)Comparing Predictive Accuracy (1994)Probabilistic Forecasts, Calibration and Sharpness (2007)Making and Evaluating Point Forecasts (2011)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)The Theory of Learning in Games (1998)Ad click prediction (2013)Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets (1988)Implied Binomial Trees (1994)The Limits of Arbitrage (1995)Repugnance as a Constraint on Markets (2007)The Power of Stars: Do Star Actors Drive the Success of Movies? (2007)The Promise of Prediction Markets (2008)The Nonstochastic Multiarmed Bandit Problem (2002)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Theory of Financial Decision Making. (1988)Market Insurance, Self-Insurance, and Self-Protection (1992)Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices (1998)Bayesian Analysis of DSGE Models (2007)
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References

  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,469 cited
  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 2006Prediction, Learning, and Games3,176 cited
  • 2003Online convex programming and generalized infinitesimal gradient ascent1,733 cited
  • 1971Elicitation of Personal Probabilities and Expectations1,228 cited
  • 1973The Role of Securities in the Optimal Allocation of Risk-bearing1,179 cited
  • 1964The Role of Securities in the Optimal Allocation of Risk-bearing1,172 cited
  • 1952Rational Decisions975 cited
  • 2004Prediction Markets886 cited
  • 1997Exponentiated Gradient versus Gradient Descent for Linear Predictors856 cited
  • 2007Logarithmic regret algorithms for online convex optimization836 cited
  • 1991Universal Portfolios581 cited
  • 2003Combinatorial Information Market Design479 cited
  • 2012LOGARITHMIC MARKETS CORING RULES FOR MODULAR COMBINATORIAL INFORMATION AGGREGATION360 cited
  • 2001Relative Loss Bounds for On-Line Density Estimation with the Exponential Family of Distributions

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