Anup Aryan

According to our database¹, Anup Aryan authored at least 2 papers between 2012 and 2013.

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2013

Detecting asset value dislocations in multi-agent models of market microstructure.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2013

2012

Quickest detection of market shocks in agent based models of the order book.

[BibT_eX]

[DOI]

Proceedings of the 51th IEEE Conference on Decision and Control, 2012