Elaine Wah

How Prevalent and Profitable are Latency Arbitrage Opportunities on U.S. Stock Exchanges?

Elaine Wah, 2016 .

Latency arbitrage, market fragmentation, and efficiency: a two-market model

Michael P. Wellman, Elaine Wah, 2013, EC '13.

Latency arbitrage, market fragmentation, and efficiency: a two-market model

Michael P. Wellman, Elaine Wah, Elaine Wah, 2013, EC '13.

Portfolio Optimization through Data Conditioning and Aggregation

Yi Mei, Benjamin W. Wah, Elaine Wah, 2011, 2011 IEEE 23rd International Conference on Tools with Artificial Intelligence.

Latency arbitrage in fragmented markets: A strategic agent-based analysis

Michael P. Wellman, Elaine Wah, Elaine Wah, 2017, Algorithmic Finance.

Strategic Market Choice: Frequent Call Markets vs. Continuous Double Auctions for Fast and Slow Traders

Michael P. Wellman, Elaine Wah, Dylan Hurd, 2015, EAI Endorsed Trans. Serious Games.

Computational Models of Algorithmic Trading in Financial Markets

Elaine Wah, Elaine Wah, 2015, AAMAS.

Welfare Effects of Market Making in Continuous Double Auctions

Michael P. Wellman, Elaine Wah, Elaine Wah, 2015, AAMAS.

An Empirical Game-Theoretic Analysis of Price Discovery in Prediction Markets

David M. Pennock, Elaine Wah, Sébastien Lahaie, 2016, IJCAI.

A Comparison of Execution Quality across U.S. Stock Exchanges

S. Feldman, Elaine Wah, Allison Bishop, 2017 .