Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Sarswat, Suneel"'
Autor:
Garg, Mohit, Sarswat, Suneel
Continuous double auctions are commonly used to match orders at currency, stock, and commodities exchanges. A verified implementation of continuous double auctions is a useful tool for market regulators as they give rise to automated checkers that ar
Externí odkaz:
http://arxiv.org/abs/2412.08624
Double auctions are widely used in financial markets, such as those for stocks, derivatives, currencies, and commodities, to match demand and supply. Once all buyers and sellers have placed their trade requests, the exchange determines how these requ
Externí odkaz:
http://arxiv.org/abs/2410.18751
Autor:
Garg, Mohit, Sarswat, Suneel
Auctions are widely used in exchanges to match buy and sell requests. Once the buyers and sellers place their requests, the exchange determines how these requests are to be matched. The two most popular objectives used while determining the matching
Externí odkaz:
http://arxiv.org/abs/2403.03046
Autor:
Garg, Mohit, Sarswat, Suneel
We use formal methods to specify, design, and monitor continuous double auctions, which are widely used to match buyers and sellers at exchanges of foreign currencies, stocks, and commodities. We identify three natural properties of such auctions and
Externí odkaz:
http://arxiv.org/abs/2210.05447
Double sided auctions are widely used in financial markets to match demand and supply. Prior works on double sided auctions have focused primarily on single quantity trade requests. We extend various notions of double sided auctions to incorporate mu
Externí odkaz:
http://arxiv.org/abs/2104.08437
Autor:
Sarswat, Suneel, Singh, Abhishek Kr
We introduce a formal framework for analyzing trades in financial markets. These days, all big exchanges use computer algorithms to match buy and sell requests and these algorithms must abide by certain regulatory guidelines. For example, market regu
Externí odkaz:
http://arxiv.org/abs/2007.10805
Autor:
Sarswat, Suneel, Singh, Abhishek Kr
We introduce a formal framework for analyzing trades in financial markets. An exchange is where multiple buyers and sellers participate to trade. These days, all big exchanges use computer algorithms that implement double sided auctions to match buy
Externí odkaz:
http://arxiv.org/abs/1907.07885
In an illiquid stock, traders can collude and place orders on a predetermined price and quantity at a fixed schedule. This is usually done to manipulate the price of the stock or to create artificial liquidity in the stock, which may mislead genuine
Externí odkaz:
http://arxiv.org/abs/1509.06457