research
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12/04/2017
Inferring agent objectives at different scales of a complex adaptive system
We introduce a framework to study the effective objectives at different ...
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04/27/2017
Optimal client recommendation for market makers in illiquid financial products
The process of liquidity provision in financial markets can result in pr...
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09/09/2015
Statistical Inference, Learning and Models in Big Data
The need for new methods to deal with big data is a common theme in most...
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03/17/2014