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1

Mid-Price Prediction in a Limit Order Book

Palguna, Deepan, Pollak, Ilya

Journal:

IEEE Journal of Selected Topics in Signal Processing

Year:

2016

Language:

english

File:

PDF, 571 KB

english, 2016

2

[IEEE 2013 IEEE Information Theory Workshop (ITW 2013) - Sevilla, Spain (2013.09.9-2013.09.13)] 2013 IEEE Information Theory Workshop (ITW) - Non-parametric prediction of the mid-price dynamics in a limit order book

Palguna, Deepan, Pollak, Ilya

Year:

2013

Language:

english

File:

PDF, 112 KB

english, 2013

3

[IEEE 2013 51st Annual Allerton Conference on Communication, Control, and Computing (Allerton) - Monticello, IL (2013.10.2-2013.10.4)] 2013 51st Annual Allerton Conference on Communication, Control, and Computing (Allerton) - Quantized auction schemes for secondary spectrum markets

Palguna, Deepan, Love, David J., Pollak, Ilya

Year:

2013

Language:

english

File:

PDF, 587 KB

english, 2013

4

[IEEE 2012 IEEE Statistical Signal Processing Workshop (SSP) - Ann Arbor, MI, USA (2012.08.5-2012.08.8)] 2012 IEEE Statistical Signal Processing Workshop (SSP) - Non-parametric prediction of the mid-price dynamics in a limit order book

Palguna, Deepan, Pollak, Ilya

Year:

2012

Language:

english

File:

PDF, 193 KB

english, 2012

5

[IEEE 2013 IEEE Global Conference on Signal and Information Processing (GlobalSIP) - Austin, TX, USA (2013.12.3-2013.12.5)] 2013 IEEE Global Conference on Signal and Information Processing - Non-parametric prediction in a limit order book

Palguna, Deepan, Pollak, Ilya

Year:

2013

Language:

english

File:

PDF, 49 KB

english, 2013

6

Secondary Spectrum Auctions for Markets With Communication Constraints

Palguna, Deepan S., Love, David J., Pollak, Ilya

Journal:

IEEE Transactions on Wireless Communications

Year:

2016

Language:

english

File:

PDF, 1.44 MB

english, 2016

7

[IEEE 2015 IEEE Globecom Workshops (GC Wkshps) - San Diego, CA, USA (2015.12.6-2015.12.10)] 2015 IEEE Globecom Workshops (GC Wkshps) - Millimeter Wave Receiver Design Using Parallel Delta Sigma ADCS and Low Precision Quantization

Palguna, Deepan, Love, David J., Thomas, Timothy, Ghosh, Amitava

Year:

2015

Language:

english

File:

PDF, 322 KB

english, 2015

8

Millimeter Wave Receiver Design Using Low Precision Quantization and Parallel ∆Σ Architecture

Palguna, Deepan, Love, David, Thomas, Timothy, Ghosh, Amitava

Journal:

IEEE Transactions on Wireless Communications

Year:

2016

Language:

english

File:

PDF, 766 KB

english, 2016

9

Mid-Price Prediction in a Limit Order Book

Palguna, Deepan, Pollak, Ilya

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 163 KB

english, 2014