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...
We consider the problem of minimizing preference elicitation in efficient multiattribute auctions, that support dynamic negotiation over non-price based attributes such as qualit...
Computing optimal strategies to commit to in general normal-form or Bayesian games is a topic that has recently been gaining attention, in part due to the application of such algo...
Abstract. Modularity, the recently defined quality measure for clusterings, has attained instant popularity in the fields of social and natural sciences. We revisit the rationale b...
This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...