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A bayesian market maker
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Authors:
Aseem Brahma
Qualcomm Inc., San Diego, USA
Mithun Chakraborty
Rensselaer Polytechnic Institute, Troy, USA
Sanmay Das
Rensselaer Polytechnic Institute, Troy, USA
Allen Lavoie
Rensselaer Polytechnic Institute, Troy, USA
Malik Magdon-Ismail
Rensselaer Polytechnic Institute, Troy, USA
2012 Article
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Published in:
· Proceeding
EC '12
Proceedings of the 13th ACM Conference on Electronic Commerce
Pages 215-232
ACM
New York, NY
, USA
©2012
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ISBN: 978-1-4503-1415-2
doi>
10.1145/2229012.2229031
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Tags:
algorithms
bayesian learning
economics
economics
liquidity
market making
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