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Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution., , and . Oper. Res., 70 (2): 830-846 (2022)Complexity-Approximation Trade-Offs in Exchange Mechanisms: AMMs vs. LOBs., , and . FC (1), volume 13950 of Lecture Notes in Computer Science, page 326-343. Springer, (2023)A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers., , and . ITCS, volume 287 of LIPIcs, page 81:1-81:19. Schloss Dagstuhl - Leibniz-Zentrum für Informatik, (2024)Hidden Illiquidity with Multiple Central Counterparties., , and . Operations Research, 64 (5): 1143-1158 (2016)Policy Gradient Optimization of Thompson Sampling Policies., , and . CoRR, (2020)A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers., , and . CoRR, (2023)Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets., , and . Oper. Res., 69 (4): 1324-1348 (2021)Non-parametric Approximate Dynamic Programming via the Kernel Method., , and . NIPS, page 395-403. (2012)Thompson Sampling with Information Relaxation Penalties., , and . NeurIPS, page 3549-3558. (2019)Risk Estimation via Regression., , and . Operations Research, 63 (5): 1077-1097 (2015)