Browse "College of Engineering(공과대학)" by Author Moallemi, Ciamac C.
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| Cross-Sectional Variation of Intraday Liquidity, Cross-Impact and Their Effect on Portfolio Execution Min, Seungki; Maglaras, Costis; Moallemi, Ciamac C., OPERATIONS RESEARCH, v.70, no.2, pp.830 - 846, 2022-03 |
| Thompson sampling with information relaxation penalties Min, Seungki; Maglaras, Costis; Moallemi, Ciamac C., 33rd Annual Conference on Neural Information Processing Systems, NeurIPS 2019, Neural information processing systems foundation, 2019-12-08 |
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