Miles Kumaresan

According to our database, Miles Kumaresan authored at least 3 papers between 2010 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2015

Optimal trading of algorithmic orders in a liquidity fragmented market place.

Miles Kumaresan, Natasa Krejic

Ann. Oper. Res., 2015

2011

VaR optimal portfolio with transaction costs.

Natasa Krejic, Miles Kumaresan, Andrea Roznjik

Appl. Math. Comput., 2011

2010

A model for optimal execution of atomic orders.

Miles Kumaresan, Natasa Krejic

Comput. Optim. Appl., 2010