2 citations · 5 across the 6 of their papers we have counts for
8 papers
Efficient and Verified Continuous Double Auctions
Mohit Garg, Suneel Sarswat
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…
Double Auctions: Formalization and Automated Checkers
Mohit Garg, N. Raja, Suneel Sarswat +1
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 ha…
The Exchange Problem
Mohit Garg, Suneel Sarswat
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 Design and Regulation of Exchanges: A Formal Approach
Mohit Garg, Suneel Sarswat
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…
Verified Double Sided Auctions for Financial Markets
Raja Natarajan, Suneel Sarswat, Abhishek Kr Singh
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…
Formally Verified Trades in Financial Markets
Suneel Sarswat, Abhishek Kr Singh
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…
Formal verification of trading in financial markets
Suneel Sarswat, Abhishek Kr Singh
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…
Identifying collusion groups using spectral clustering
Suneel Sarswat, Kandathil Mathew Abraham, Subir Kumar Ghosh
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 t…