Travelled to:
3 × USA
Collaborated with:
R.M.Frongillo A.Wibisono A.Rakhlin P.L.Bartlett K.Amin M.Kearns M.Draief
Talks about:
discoveri (1) similar (1) problem (1) minimax (1) schole (1) option (1) bandit (1) scale (1) price (1) onlin (1)
Person: Jacob Abernethy
DBLP: Abernethy:Jacob
Contributed to:
Wrote 3 papers:
- ICML-c1-2013-AbernethyAKD #learning #problem #scalability
- Large-Scale Bandit Problems and KWIK Learning (JA, KA, MK, MD), pp. 588–596.
- STOC-2012-AbernethyFW
- Minimax option pricing meets black-scholes in the limit (JA, RMF, AW), pp. 1029–1040.
- ICML-2007-RakhlinAB #online #similarity
- Online discovery of similarity mappings (AR, JA, PLB), pp. 767–774.