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Published at November 21

Market Making without Regret

cs.GT

Released Date: November 21, 2024

Authors: Nicolò Cesa-Bianchi¹, Tommaso Cesari², Roberto Colomboni¹, Luigi Foscari¹, Vinayak Pathak³

Aff.: ¹Università degli Studi di Milano, Milano, Italy; ²University of Ottawa, Ottawa, Italy; ³Independent researcher

Arxiv: http://arxiv.org/abs/2411.13993v1

Refer to caption

	Adversarial		IID
	General	Lip	General	Lip	IV	Lip+IV
Realistic	$T$	$T^{\nicefrac{{2}}{{3}}}$	$T$	$T^{\nicefrac{{2}}{{3}}}$	$T^{\nicefrac{{2}}{{3}}}$	$T^{\nicefrac{{2}}{{3}}}$
Full	$T$	$\sqrt{T}$	$\sqrt{T}$	$\sqrt{T}$	$\sqrt{T}$	$\sqrt{T}$