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20182025
most citedPolicy Gradient Optimization of Thompson Sampling Policies

6 citations · 12 across the 9 of their papers we have counts for

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q-fin.TR2018★ 3 cited

Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and their Effect on Portfolio Execution

Seungki Min, Costis Maglaras, Ciamac C. Moallemi

The composition of natural liquidity has been changing over time. An analysis of intraday volumes for the S&P500 constituent stocks illustrates that (i) volume surprises, i.e., dev…