1 citations · 2 across the 2 of their papers we have counts for
2 papers
cs.GT2023★ 1 cited
MESOB: Balancing Equilibria & Social Optimality
Xin Guo, Lihong Li, Sareh Nabi +2
Motivated by bid recommendation in online ad auctions, this paper considers a general class of multi-level and multi-agent games, with two major characteristics: one is a large num…
q-fin.TR2015★ 1 cited
Dynamics of Order Positions and Related Queues in a Limit Order Book
Xin Guo, Zhao Ruan, Lingjiong Zhu
Order positions are key variables in algorithmic trading. This paper studies the limiting behavior of order positions and related queues in a limit order book. In addition to the f…