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pro vyhledávání: '"Koukorinis, Andreas"'
We consider sequential treatment regimes where each unit is exposed to combinations of interventions over time. When interventions are described by qualitative labels, such as "close schools for a month due to a pandemic" or "promote this podcast to
Externí odkaz:
http://arxiv.org/abs/2406.05745
Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security. The problem is challenging due to inventory risk, the risk of accumulating an unfavourable position and ultimately
Externí odkaz:
http://arxiv.org/abs/1804.04216