Martino Bernasconi, Stefano Martino, Edoardo Vittori, Francesco Trovò, Marcello Restelli. Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach. In Daniele Magazzeni, Senthil Kumar, Rahul Savani, Renyuan Xu, Carmine Ventre, Blanka Horvath, Ruimeng Hu, Tucker Balch, Francesca Toni, editors, 3rd ACM International Conference on AI in Finance, ICAIF 2022, New York, NY, USA, November 2-4, 2022. pages 352-360, ACM, 2022. [doi]
Abstract is missing.