Research

Submitted Papers

1. "Dynamic learning and market making in spread betting markets with informed bettors," (with J. R. Birge, N. B. Keskin and A. Schultz). Forthcoming at Operations Research. (Updated April, 2020) [SSRN Link]

    • Preliminary Version in the Proceedings of the 2019 ACM Conference on Economics and Computation (EC '19) [Link]

    • Featured in Chicago Booth Review [Link]


2. "Robust Learning of Consumer Preferences," (with R. Caldentey and C.T. Ryan). Minor Revision at Operations Research. (Updated February, 2020) [SSRN Link]

    • Previous title: "Learning customer preferences from personalized assortments"