ENTITY Maran et al.

Maran et al.

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TOOL · CL_287067 · Oct 8 · 04:00

New algorithm achieves optimal regret for online market making

Researchers have developed a new online learning algorithm for market making that achieves a high-probability regret bound of $\widetilde{\mathcal{O}}(\sqrt{T})$. This improves upon a previous guarantee of $\widetilde{\…