16 citations · 16 across the 2 of their papers we have counts for
2 papers
q-fin.TR2026
Model Predictive Control For Trade Execution
Thomas P. McAuliffe, Samuel Liew, Yuchao Li +7
We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) frame…
cond-mat.mtrl-sci2020★ 16 cited
Spherical-angular dark field imaging and sensitive microstructural phase clustering with unsupervised machine learning
Thomas P McAuliffe, David Dye, T Ben Britton
Electron backscatter diffraction is a widely used technique for nano- to micro-scale analysis of crystal structure and orientation. Backscatter patterns produced by an alloy solid…