A Stochastic Model for Order Book Dynamics. - Rama Cont; Sasha Stoikov; Rishi Talreja (Oper. Res., 2010)

Forecasting prices from level-I quotes in the presence of hidden liquidity. - Marco Avellaneda; Josh Reed; Sasha Stoikov (Algorithmic Finance, 2011)

Online algorithms in high-frequency trading. - Jacob Loveless; Sasha Stoikov; Rolf Waeber (Commun. ACM, 2013)

Evaluating Music Recommendations with Binary Feedback for Multiple Stakeholders. - Sasha Stoikov; Hongyi Wen (MORS@RecSys, 2021)

Interface Design to Mitigate Inflation in Recommender Systems. - Rana Shahout; Yehonatan Peisakhovsky; Sasha Stoikov; Nikhil Garg 001 (RecSys, 2023)

Picky Eaters Make For Better Raters. - Sasha Stoikov; Stefano Borzillo; Steffen Raub (CoRR, 2024)