{"id":"https://openalex.org/W1964199760","doi":"https://doi.org/10.1145/1324249.1324252","title":"Learning, regret minimization and option pricing","display_name":"Learning, regret minimization and option pricing","publication_year":2007,"publication_date":"2007-01-01","ids":{"openalex":"https://openalex.org/W1964199760","doi":"https://doi.org/10.1145/1324249.1324252","mag":"1964199760"},"language":"en","primary_location":{"id":"doi:10.1145/1324249.1324252","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1324249.1324252","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 11th conference on Theoretical aspects of rationality and knowledge  - TARK '07","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5014637159","display_name":"Yishay Mansour","orcid":"https://orcid.org/0000-0001-6891-2645"},"institutions":[{"id":"https://openalex.org/I16391192","display_name":"Tel Aviv University","ror":"https://ror.org/04mhzgx49","country_code":"IL","type":"education","lineage":["https://openalex.org/I16391192"]}],"countries":["IL"],"is_corresponding":true,"raw_author_name":"Yishay Mansour","raw_affiliation_strings":["Tel Aviv University, Tel Aviv, Israel","Tel Aviv University, Tel Aviv, Israel,"],"affiliations":[{"raw_affiliation_string":"Tel Aviv University, Tel Aviv, Israel","institution_ids":["https://openalex.org/I16391192"]},{"raw_affiliation_string":"Tel Aviv University, Tel Aviv, Israel,","institution_ids":["https://openalex.org/I16391192"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5014637159"],"corresponding_institution_ids":["https://openalex.org/I16391192"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.11694337,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"2","last_page":"2"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.9840999841690063,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11031","display_name":"Game Theory and Applications","score":0.9839000105857849,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/regret","display_name":"Regret","score":0.7910603284835815},{"id":"https://openalex.org/keywords/minification","display_name":"Minification","score":0.6386803388595581},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5578144788742065},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.45052701234817505},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3553623557090759},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2858337163925171},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.26420724391937256},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.17391416430473328},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.16424959897994995},{"id":"https://openalex.org/keywords/world-wide-web","display_name":"World Wide Web","score":0.06692087650299072}],"concepts":[{"id":"https://openalex.org/C50817715","wikidata":"https://www.wikidata.org/wiki/Q79895177","display_name":"Regret","level":2,"score":0.7910603284835815},{"id":"https://openalex.org/C147764199","wikidata":"https://www.wikidata.org/wiki/Q6865248","display_name":"Minification","level":2,"score":0.6386803388595581},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5578144788742065},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.45052701234817505},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3553623557090759},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2858337163925171},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.26420724391937256},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.17391416430473328},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16424959897994995},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.06692087650299072}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1145/1324249.1324252","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1324249.1324252","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 11th conference on Theoretical aspects of rationality and knowledge  - TARK '07","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.531.2975","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.531.2975","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.tark.org/proceedings/tark_jun25_07/p2-mansour.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":5,"referenced_works":["https://openalex.org/W1532945940","https://openalex.org/W1570963478","https://openalex.org/W1972200306","https://openalex.org/W2077791698","https://openalex.org/W2112794046"],"related_works":["https://openalex.org/W3168979405","https://openalex.org/W2046840684","https://openalex.org/W3111617249","https://openalex.org/W4287634665","https://openalex.org/W4287555357","https://openalex.org/W3176362036","https://openalex.org/W2742141334","https://openalex.org/W1996295228","https://openalex.org/W2963746283","https://openalex.org/W2102115038"],"abstract_inverted_index":{"We":[0],"relate":[1],"regret":[2],"minimization":[3],"to":[4],"various":[5],"online":[6],"learning":[7],"tasks,":[8],"and":[9],"most":[10],"notable":[11],"option":[12],"pricing.":[13]},"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2012,"cited_by_count":2}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
