1 citations · 1 across the 3 of their papers we have counts for
3 papers
Optimal Stopping with Gaussian Processes
Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali +2
We propose a novel group of Gaussian Process based algorithms for fast approximate optimal stopping of time series with specific applications to financial markets. We show that str…
Equitable Marketplace Mechanism Design
Kshama Dwarakanath, Svitlana S Vyetrenko, Tucker Balch
We consider a trading marketplace that is populated by traders with diverse trading strategies and objectives. The marketplace allows the suppliers to list their goods and facilita…
Profit equitably: An investigation of market maker's impact on equitable outcomes
Kshama Dwarakanath, Svitlana S Vyetrenko, Tucker Balch
We look at discovering the impact of market microstructure on equitability for market participants at public exchanges such as the New York Stock Exchange or NASDAQ. Are these envi…