We introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...
Sham Kakade, Michael J. Kearns, Yishay Mansour, Lu...
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how ...
Abstract. Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of...
In this paper, we address the importance of efficient execution in electronic markets. Due to intense competition for profit opportunities, trading costs can represent a significa...
Yuriy Nevmyvaka, Michael S. Kearns, Amy Papandreou...
In the Trading Agent Competition Ad Auctions Game, agents compete to sell products by bidding to have their ads shown in a search engine's sponsored search results. We report...