Deepan Palguna

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Auctions have been proposed as a way to provide economic incentives for primary users to dynamically allocate unused spectrum to other users in need of it. Previously proposed schemes do not take into account the fact that the power constraints of users might prevent them from transmitting their bid prices to the auctioneer with high precision and that(More)
Auctions have been proposed as a way to provide economic incentives to dynamically allocate unused spectrum to users in need of it. Previously proposed auction schemes do not take into account the fact that users' power and bandwidth constraints might prevent them from transmitting their bid prices to the auctioneer with high precision, and that these(More)
Many securities markets are organized as double auctions where each incoming limit order - i.e., an order to buy or sell at a specific price - is stored in a data structure called the limit order book. A trade happens whenever a marketable order arrives. This order flow is visible to every market participant in real time. We propose a novel non-parametric(More)
We propose several nonparametric predictors of the mid-price in a limit order book, based on different features constructed from the order book data observed contemporaneously. contemporaneously and in the recent past. We evaluate our predictors in the context of an order execution task by constructing order execution strategies that incorporate these(More)
Many securities markets are organized as double auctions where each incoming limit order-i.e., an order to buy or sell at a specific price-is stored in a data structure called the limit order book [1]. A trade happens whenever a marketable order arrives-i.e., an order to buy or sell at the best currently available price on the opposite side of the order(More)
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