Efficient Market Making via Convex Optimization
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Hand-picked by a BrighterTube curator · found via round-3 back catalogue of a channel Lumen picks video by video · 82% confidenceExplains market-making using convex optimization techniques. Teaches optimization algorithms applied to financial trading problems.
A 64-minute video from Microsoft Research: “Efficient Market Making via Convex Optimization”.
Video by Microsoft Research, played through YouTube's embedded player.