New research details minimax regret for bilateral trade with infinite variance

A new research paper published on arXiv introduces a novel algorithm for bilateral trade under heavy-tailed valuations, specifically addressing scenarios where trader valuations exhibit infinite variance. The proposed method extends existing self-bounding properties and utilizes truncated-mean estimation to achieve a regret rate that interpolates between classical nonparametric rates and linear rates. This work provides an exact minimax rate characterization for this complex trading problem. AI

RANK_REASON The item is a research paper published on arXiv detailing a new algorithm and theoretical results. [lever_c_demoted from research: ic=1 ai=0.4]

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