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Risk-Aware Linear Bandits with Application in Smart Order Routing

Jingwei Ji, Renyuan Xu, Ruihao Zhu. Risk-Aware Linear Bandits with Application in Smart Order Routing. 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 334-342, ACM, 2022. [doi]

Authors

Jingwei Ji

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Renyuan Xu

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Ruihao Zhu

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