41 citations · 82 across the 22 of their papers we have counts for
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q-fin.TR2019
Bounded Temporal Fairness for FIFO Financial Markets
Vasilios Mavroudis
Financial exchange operators cater to the needs of their users while simultaneously ensuring compliance with the financial regulations. In this work, we focus on the operators' com…
cs.CR2019★ 4 cited
Libra: Fair Order-Matching for Electronic Financial Exchanges
Vasilios Mavroudis, Hayden Melton
While historically, economists have been primarily occupied with analyzing the behaviour of the markets, electronic trading gave rise to a new class of unprecedented problems assoc…
q-fin.TR2019
Market Manipulation as a Security Problem
Vasilios Mavroudis
Order matching systems form the backbone of modern equity exchanges, used by millions of investors daily. Thus, their operation is strictly controlled through numerous regulatory d…