139 citations · 273 across the 16 of their papers we have counts for
Showing 2011Show all
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q-fin.TR2011
Bandit Market Makers
Nicolas Della Penna, Mark D. Reid
We introduce a modular framework for market making. It combines cost-function based automated market makers with bandit algorithms. We obtain worst-case profits guarantee's relativ…
stat.ML2011★ 4 cited
AOSO-LogitBoost: Adaptive One-Vs-One LogitBoost for Multi-Class Problem
Peng Sun, Mark D. Reid, Jie Zhou
This paper presents an improvement to model learning when using multi-class LogitBoost for classification. Motivated by the statistical view, LogitBoost can be seen as additive tre…