Market making and mean reversion (2011)

by Tanmoy Chakraborty , Michael Kearns
Venue:In Proc. ACM Conf. on Elec. Commerce
Citations:4 - 2 self

Documents Related by Co-Citation

16 Adapting to a Market Shock: Optimal Sequential Market-Making – Sanmay Das, Malik Magdon-ismail
106 Combinatorial Information Market Design – Robin Hanson - 2003
44 The value of knowing a demand curve: Bounds on regret for online posted-price auctions – Robert Kleinberg, Tom Leighton - 2003
20 A Practical Liquidity-Sensitive Automated Market Maker – Abraham Othman, Tuomas Sandholm, David M. Pennock, Daniel M. Reeves - 2010
17 A learning market-maker in the Glosten-Milgrom model – Sanmay Das - 2005
3 Bargaining and network structure: An experiment. Econometric Society North American Summer Meetings – G Charness, M Corominas-Bosch, G R Frechette - 2004
4 Selective call out and real time bidding – T Chakraborty, E Even-Dar, S Guha, Y Mansour, S Muthukrishnan - 2010
5 Approximation Schemes for Sequential Posted Pricing in Multi-Unit – Tanmoy Chakraborty, Eyal Even-dar, Sudipto Guha, Yishay Mansour, S. Muthukrishnan - 2010
11 Network Bargaining: Algorithms and Structural Results – Tanmoy Chakraborty, Michael Kearns, Sanjeev Khanna
21 Balanced outcomes in social exchange networks – Jon Kleinberg, Éva Tardos - 2008
11 A Behavioral Study of Bargaining in Social Networks – Tanmoy Chakraborty, Stephen Judd, Michael Kearns, Jinsong Tan
33 Bargaining in a network of buyers and sellers – M Corominas-Bosch - 2004
10 Bargaining in Stationary Networks – M Manea - 2011
4 Automated Market Makers That Enable New Settings: Extending Constant-Utility Cost Functions – Abraham Othman, Tuomas Sandholm
1 sell-side research, and market making – Information
18 Dynamic pricing without knowing the demand function: Risk bounds and nearoptimal algorithms – Omar Besbes, Assaf Zeevi
30 Complexity of Combinatorial Market Makers ∗ – Yiling Chen, David M. Pennock, Lance Fortnow, Jennifer Wortman, Nicolas Lambert
46 Multi-Armed Bandits in Metric Spaces – Robert Kleinberg, Aleksandrs Slivkins, Eli Upfal - 2008
14 An Optimization-Based Framework for Automated Market-Making – Jacob Abernethy, Yiling Chen, Jennifer Wortman Vaughan - 2011