Miles Kumaresan

Publication Activity (10 Years)

Years Active: 2010-2015
Publications (10 Years): 0

Top Topics

Dynamic Programming

Top Venues

Ann. Oper. Res.

Publications

Miles Kumaresan, Natasa Krejic
Optimal trading of algorithmic orders in a liquidity fragmented market place. Ann. Oper. Res. 229 (1) (2015)
Natasa Krejic, Miles Kumaresan, Andrea Roznjik
VaR optimal portfolio with transaction costs. Appl. Math. Comput. 218 (8) (2011)
Miles Kumaresan, Natasa Krejic
A model for optimal execution of atomic orders. Comput. Optim. Appl. 46 (2) (2010)