Johannes Ruf

1. Testing exchangeability: fork-convexity, supermartingales, and\n e-processes
   2021/01/31 by Aaditya Ramdas, Johannes Ruf, Ramdas, Aaditya +5 · 5 citations
   Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Game Theory and Voting Systems #Italy: Economic History and Contemporary Issues
2. The numeraire e-variable and reverse information projection
   2024/02/29 by Martin Larsson, Aaditya Ramdas, Larsson, Martin +3 · 6 citations
   Agricultural and Biological Sciences · Computer Science · Decision Sciences · #Agriculture and Rural Development Research #Constraint Satisfaction and Optimization #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Scheduling and Timetabling Solutions #Statistics Theory (math.ST)
3. A composite generalization of Ville's martingale theorem
   2022/03/09 by Johannes Ruf, Ruf, Johannes, Martin Larsson +5 · 2 citations
   Computer Science · Economics, Econometrics and Finance · Mathematics · #Computability, Logic, AI Algorithms #Stochastic processes and financial applications #Advanced Topology and Set Theory
4. Multi-Asset Liquidation in Dark Pools with Adverse Selection
   2026/07/29 by Guanxing Fu, Johannes Ruf, Xiaomin Shi +1
   Economics, Econometrics and Finance · #q-fin.MF