Anup Aryan

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

Vikram Krishnamurthy, Anup Aryan, V. Krishnamurthy, 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

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

Vikram Krishnamurthy, Anup Aryan, V. Krishnamurthy, 2013, 2013 IEEE International Conference on Acoustics, Speech and Signal Processing.