Sanmay Das, Malik Magdon-Ismail. Adapting to a Market Shock: Optimal Sequential Market-Making. In Daphne Koller, Dale Schuurmans, Yoshua Bengio, Léon Bottou, editors, Advances in Neural Information Processing Systems 21, Proceedings of the Twenty-Second Annual Conference on Neural Information Processing Systems, Vancouver, British Columbia, Canada, December 8-11, 2008. pages 361-368, MIT Press, 2008. [doi]
Abstract is missing.