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cs.GT2020
Differentially Private Call Auctions and Market Impact
Emily Diana, Hadi Elzayn, Michael Kearns +3
We propose and analyze differentially private (DP) mechanisms for call auctions as an alternative to the complex and ad-hoc privacy efforts that are common in modern electronic mar…
cs.GT2019
Optimal, Truthful, and Private Securities Lending
Emily Diana, Michael Kearns, Seth Neel +1
We consider a fundamental dynamic allocation problem motivated by the problem of in financial markets, the mechanism underlying the short selling of s…