We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuousvalued allocations are allowed. We also propose a...
We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
Kuzman Ganchev, Yuriy Nevmyvaka, Michael Kearns, J...
Strict control over the scheduling and execution of processor resources is essential for many fixed-priority real-time applications. To facilitate this common requirement, the Re...
Irfan Pyarali, Marina Spivak, Ron Cytron, Douglas ...
Dynamic memory allocation is widely used in modern programs. General-purpose heap allocators often focus more on reducing their run-time overhead and memory space utilization, but...
We consider the problem of resource allocation and scheduling where information and decisions are decentralized, and our goal is to propose a market mechanism that allows resource...