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20192026
most citedProbabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression

4 citations · 7 across the 5 of their papers we have counts for

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q-fin.TR2026

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making

Ying Chen, Hoa Nguyen, Julian Sester +2

We study sequential decision making under evolving uncertainty in high-frequency financial markets, where changing market dynamics continually challenge static decision policies. W…