Latency arbitrage, market fragmentation, and efficiency: a two-market model E Wah, MP Wellman Proceedings of the fourteenth ACM conference on Electronic commerce, 855-872, 2013 | 129 | 2013 |
Welfare effects of market making in continuous double auctions E Wah, M Wright, MP Wellman Journal of Artificial Intelligence Research 59, 613-650, 2017 | 78 | 2017 |
Strategic market choice: Frequent call markets vs. continuous double auctions for fast and slow traders E Wah, D Hurd, M Wellman EAI Endorsed Transactions on Serious Games 3 (10), 2016 | 45 | 2016 |
Latency arbitrage in fragmented markets: A strategic agent-based analysis E Wah, MP Wellman Algorithmic Finance 5 (3-4), 69-93, 2016 | 29 | 2016 |
How prevalent and profitable are latency arbitrage opportunities on US stock exchanges? E Wah Available at SSRN 2729109, 2016 | 23 | 2016 |
Portfolio optimization through data conditioning and aggregation E Wah, Y Mei, BW Wah 2011 IEEE 23rd International Conference on Tools with Artificial …, 2011 | 20 | 2011 |
Strategic agent-based modeling of financial markets MP Wellman, E Wah RSF: The Russell Sage Foundation Journal of the Social Sciences 3 (1), 104-119, 2017 | 18 | 2017 |
An Empirical Game-Theoretic Analysis of Price Discovery in Prediction Markets. E Wah, S Lahaie, DM Pennock IJCAI, 510-516, 2016 | 17 | 2016 |
A Comparison of Execution Quality across US Stock Exchanges E Wah, S Feldman, F Chung, A Bishop, D Aisen | 11 | 2017 |
Computational Models of Algorithmic Trading in Financial Markets. E Wah | 3 | 2016 |
Welfare effects of market making in continuous double auctions (preliminary report) E Wah, MP Wellman Workshop on Agent-Mediated Electronic Commerce and Trading Agent Design and …, 2014 | 3 | 2014 |
Gone in Sixty Seconds: The Cost of Trading in Long Queues E Wah, S Feldman Available at SSRN 3253196, 2018 | | 2018 |
Computational Models of Algorithmic Trading in Financial Markets (Doctoral Consortium) E Wah Ann Arbor 1001, 48109-2121, 2015 | | 2015 |
Data Visualization and Analysis of CIC Graduate Student TeraGrid Resource Usage E Johnson, E Wah 2008 IEEE Fourth International Conference on eScience, 354-355, 2008 | | 2008 |
Visualization and Analysis of GPU Summer School Applicants and Participants E Wah, E Johnson, L Auvil, U Thakkar, WM Hwu, D Kirk, TH Dunning, ... 2008 IEEE Fourth International Conference on eScience, 362-363, 2008 | | 2008 |
Visualization and Analysis of GPU Summer School Applicants and Participants TH Dunning, WM Hwu, E Wah, L Auvil, U Thakkar, E Johnson, D Kirk, ... | | 2008 |
Data Visualization and Analysis of CIC Graduate Student TeraGrid Resource Usage E Wah, E Johnson | | 2008 |
Market Fragmentation and the Latency Arms Race C Rockwell, E Brinkman, E Wah, MP Wellman | | |