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    CACM
    2010
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    Censored exploration and the dark pool problem
    13 years 5 months ago
    Censored exploration and the dark pool problem
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    We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
    Kuzman Ganchev, Yuriy Nevmyvaka, Michael Kearns, J...
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