Censored exploration and the dark pool problem

Communications of the ACM

Volumn 53, Issue 5, 2010, Pages 99-107

  Ganchev, Kuzman ^a   Nevmyvaka, Yuriy ^a   Kearns, Michael ^a   Vaughan, Jennifer Wortman ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMIC TRADING; CENSORED DATA; EXPERIMENTAL EVALUATION; MARKET IMPACTS; NEAR-OPTIMAL ALGORITHMS; STOCK EXCHANGE;

COMMERCE; LAKES; OPTIMIZATION; REINFORCEMENT;

LEARNING ALGORITHMS;

EID: 77951827670     PISSN: 00010782     EISSN: 15577317     Source Type: Journal    
DOI: 10.1145/1735223.1735247     Document Type: Article

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