Welfare Effects of Market Making in Continuous Double Auctions.
J. Artif. Intell. Res., 2017
Computational Models of Algorithmic Trading in Financial Markets.
PhD thesis, 2016
Strategic Market Choice: Frequent Call Markets vs. Continuous Double Auctions for Fast and Slow Traders.
EAI Endorsed Trans. Serious Games, 2016
Latency arbitrage in fragmented markets: A strategic agent-based analysis.
Algorithmic Finance, 2016
Welfare Effects of Market Making in Continuous Double Auctions: Extended Abstract.
Proceedings of the Twenty-Fifth International Joint Conference on Artificial Intelligence, 2016
An Empirical Game-Theoretic Analysis of Price Discovery in Prediction Markets.
Proceedings of the Twenty-Fifth International Joint Conference on Artificial Intelligence, 2016
Welfare Effects of Market Making in Continuous Double Auctions.
Proceedings of the 2015 International Conference on Autonomous Agents and Multiagent Systems, 2015
Computational Models of Algorithmic Trading in Financial Markets.
Proceedings of the 2015 International Conference on Autonomous Agents and Multiagent Systems, 2015
Latency arbitrage, market fragmentation, and efficiency: a two-market model.
Proceedings of the fourteenth ACM Conference on Electronic Commerce, 2013
Portfolio Optimization through Data Conditioning and Aggregation.
Proceedings of the IEEE 23rd International Conference on Tools with Artificial Intelligence, 2011
Visualization and Analysis of GPU Summer School Applicants and Participants.
Proceedings of the Fourth International Conference on e-Science, 2008
Data Visualization and Analysis of CIC Graduate Student TeraGrid Resource Usage.
Proceedings of the Fourth International Conference on e-Science, 2008