 A Tight Regret Analysis of Non-Parametric Repeated Contextual BrokerageInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2025 |
 Markets with Heterogeneous Agents: Dynamics and Survival of Bayesian vs. No-Regret LearnersACM Conference on Economics and Computation (EC), 2025 |
 No-Regret Learning in Bilateral Trade via Global Budget BalanceSymposium on the Theory of Computing (STOC), 2023 |
 An Online Learning Theory of BrokerageAdaptive Agents and Multi-Agent Systems (AAMAS), 2023 |
 The Role of Transparency in Repeated First-Price Auctions with Unknown
ValuationsSymposium on the Theory of Computing (STOC), 2023 |
 Repeated Bilateral Trade Against a Smoothed AdversaryAnnual Conference Computational Learning Theory (COLT), 2023 |
 Double Auctions with Two-sided Bandit FeedbackNeural Information Processing Systems (NeurIPS), 2022 |
 Bilateral Trade: A Regret Minimization PerspectiveMathematics of Operations Research (MOR), 2021 |
