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Adaptive execution : exploration and learning of price impact
Park, Beomsoo
;
Van Roy, Benjamin
- In:
Operations research
63
(
2015
)
5
,
pp. 1058-1076
Persistent link: https://www.econbiz.de/10011397801
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Directed principal component analysis
Kao, Yi-hao
;
Van Roy, Benjamin
- In:
Operations research
62
(
2014
)
4
,
pp. 957-972
Persistent link: https://www.econbiz.de/10010403095
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Learning to optimize via information-directed sampling
Russo, Daniel
;
Van Roy, Benjamin
- In:
Operations research
66
(
2018
)
1
,
pp. 230-252
Persistent link: https://www.econbiz.de/10011818623
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