2 papers
cs.CE2021
Deep Hawkes Process for High-Frequency Market Making
Pankaj Kumar
High-frequency market making is a liquidity-providing trading strategy that simultaneously generates many bids and asks for a security at ultra-low latency while maintaining a rela…
cs.LO2020
Dynamic complexity of Reachability: How many changes can we handle?
Samir Datta, Pankaj Kumar, Anish Mukherjee +3
In 2015, it was shown that reachability for arbitrary directed graphs can be updated by first-order formulas after inserting or deleting single edges. Later, in 2018, this was exte…