conftrace_

price discovery

2 papers

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Co-occurring keywords · papers mentioning both

optimal liquidity (1) bandit feedback (1) market making (1) gaussian distribution (1) optimal algorithm (1) two-sided market (1) double auction (1) multi-agent system (1) profit maximization (1) social regret (1)

Papers

Double Auctions with Two-sided Bandit Feedback NeurIPS 2023 Adapting to a Market Shock: Optimal Sequential Market-Making NeurIPS 2008