8 citations · 40 across the 29 of their papers we have counts for
4 papers · 1 filter
Market Making without Regret
Nicolò Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni +2
We consider a sequential decision-making setting where, at every round , a market maker posts a bid price and an ask price to an incoming trader (the taker) with a p…
A Parametric Contextual Online Learning Theory of Brokerage
François Bachoc, Tommaso Cesari, Roberto Colomboni
We study the role of contextual information in the online learning problem of brokerage between traders. In this sequential problem, at each time step, two traders arrive with secr…
Fair Online Bilateral Trade
François Bachoc, Nicolò Cesa-Bianchi, Tommaso Cesari +1
In online bilateral trade, a platform posts prices to incoming pairs of buyers and sellers that have private valuations for a certain good. If the price is lower than the buyers' v…
Trading Volume Maximization with Online Learning
Tommaso Cesari, Roberto Colomboni
We explore brokerage between traders in an online learning framework. At any round , two traders meet to exchange an asset, provided the exchange is mutually beneficial. The bro…