Introduces action-dependent order-book feedback for online market making, yielding O(sqrt(T)) high-probability regret in stochastic i.i.d. and mean-reverting settings without smoothness assumptions, and O(T^{2/3}) in the adversarial case.
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2 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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2026 2verdicts
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A Poisson process yields the tight (1-1/e) approximation for monotone submodular maximization subject to a matroid constraint without discretization or rounding.
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Online Market Making and the Value of Observing the Order Book
Introduces action-dependent order-book feedback for online market making, yielding O(sqrt(T)) high-probability regret in stochastic i.i.d. and mean-reverting settings without smoothness assumptions, and O(T^{2/3}) in the adversarial case.
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A Poisson Process for Submodular Maximization
A Poisson process yields the tight (1-1/e) approximation for monotone submodular maximization subject to a matroid constraint without discretization or rounding.