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X Efficient Market Making via Convex Optimization, and a Connection to Online Learning Jacob Abernethy, University of Pennsylvania Yiling Chen, Harvard University Jennifer Wortman Vaughan, University of California, Los A
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Document Date: 2013-10-29 11:30:59

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New York / /

Company

Hanson / ACM Inc. / Yahoo! / /

Country

United States / /

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USD / /

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Natural Disaster / Force Majeure / /

Facility

Penn Plaza / University of Pennsylvania Yiling Chen / University of Pennsylvania / University of California / Harvard University / /

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IndustryTerm

online learning / market maker / finance / Insurance contracts / Online Learning Jacob Abernethy / /

Organization

School of Engineering and Applied Sciences / Harvard University / National Science Foundation / University of Pennsylvania / University of California / Los Angeles / Information Science Department / University of Pennsylvania Yiling Chen / Computer Science Department / /

Person

Chen / Xiaolong Li / Xia / Cost / Jacob Abernethy / Guo / Jennifer Wortman Vaughan / David Pennock / Michael Ruberry / /

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Position

purchase rt / Author / t-th trader / risk-neutral trader / rt / trader / General / player / myopic trader / Behavioral Sciences General / /

ProvinceOrState

Ohio / Pennsylvania / Florida / California / New York / /

SportsEvent

the NCAA / /

Technology

sampling algorithm / Monte-Carlo algorithm / machine learning / /

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http /

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