1 code implementation • 9 Jun 2024 • Jialin Yu, Andreas Koukorinis, Nicolò Colombo, Yuchen Zhu, Ricardo Silva
We show the identification properties of our compositional model, inspired by advances in causal matrix factorization methods.
1 code implementation • 11 Apr 2018 • Thomas Spooner, John Fearnley, Rahul Savani, Andreas Koukorinis
Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security.