Publications

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Journal Articles


Improved Multi-Dimensional Forecasting for Swap Regret

Published in arXiv preprint arXiv:2606.29533, 2026

In this paper, we investigate the problem of forecasting for downstream agents with the goal of guaranteeing low swap regret. We improve upon existing results, achieving both enhanced performance guarantees and a computationally efficient algorithm. Furthermore, we provide results that generalize to high-dimensional settings.

Preprints