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]
@inproceedings{JiXZ22-0,
title = {Risk-Aware Linear Bandits with Application in Smart Order Routing},
author = {Jingwei Ji and Renyuan Xu and Ruihao Zhu},
year = {2022},
doi = {10.1145/3533271.3561692},
url = {https://doi.org/10.1145/3533271.3561692},
researchr = {https://researchr.org/publication/JiXZ22-0},
cites = {0},
citedby = {0},
pages = {334-342},
booktitle = {3rd ACM International Conference on AI in Finance, ICAIF 2022, New York, NY, USA, November 2-4, 2022},
editor = {Daniele Magazzeni and Senthil Kumar and Rahul Savani and Renyuan Xu and Carmine Ventre and Blanka Horvath and Ruimeng Hu and Tucker Balch and Francesca Toni},
publisher = {ACM},
isbn = {978-1-4503-9376-8},
}