3 citations · 10 across the 11 of their papers we have counts for
3 papers · 1 filter
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…
Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets
Penghang Liu, Kshama Dwarakanath, Svitlana S Vyetrenko +1
Human decision-making in real-life deviates significantly from the optimal decisions made by fully rational agents, primarily due to computational limitations or psychological bias…
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…