Work

Efficient Market Making via Convex Optimization, and a Connection to Online Learning

Year: 2013

Type: article

Source: ACM Transactions on Economics and Computation

DOI: 10.1145/2465769.2465777

Authors: Jacob Abernethy, Yiling Chen, Jennifer Wortman Vaughan

Institutions: University of Pennsylvania, Harvard University, University of California, Los Angeles, Microsoft Research New York City (United States)

Language: English

Topic: Game Theory and Voting Systems

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Computing Research Association, Defense Advanced Research Projects Agency, Division of Mathematical Sciences, Division of Computing and Communication Foundations, Division of Information and Intelligent Systems

Awards: G2308140866, G3080574535, G3228799603, G440206934, G6226659624

OpenAlex ID: W2013960211

FWCI: 32.88

Cites: 66

Cited by: 75

Related to: 10