A prediction market design that uses online learning to adaptively mix liquidity regimes from cost functions, achieving switching-regret bounds against the best hindsight sequence.
SIAM Journal on Optimization , volume=
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
citation-role summary
background 2
citation-polarity summary
years
2026 2roles
background 2polarities
background 2representative citing papers
SeqLoRA applies bilevel optimization to sequential LoRA adaptation for continual multi-concept text-to-image generation with theoretical bounds on forgetting and interference.
citing papers explorer
-
Adaptive Liquidity in Prediction Markets via Online Learning
A prediction market design that uses online learning to adaptively mix liquidity regimes from cost functions, achieving switching-regret bounds against the best hindsight sequence.
-
SeqLoRA: Bilevel Orthogonal Adaptation for Continual Multi-Concept Generation
SeqLoRA applies bilevel optimization to sequential LoRA adaptation for continual multi-concept text-to-image generation with theoretical bounds on forgetting and interference.