Browsing by Author "Thorpe, Christopher Andrew"

Now showing items 1-7 of 7

    • Achieving Trust without Disclosure: Dark Pools and a Role for Secrecy-Preserving Verification 

      Parkes, David C.; Thorpe, Christopher; Li, Wei (2015)
      Can an exchange be “dark,” so that orders are not displayed, while simultaneously trustworthy, so that the execution of trades and flow of information occur as promised? SEC actions against dark pools suggest cause for ...

    • Cryptographic Combinatorial Clock-Proxy Auctions 

      Parkes, David C.; Rabin, Michael O.; Thorpe, Christopher Andrew (Springer Verlag, 2009)
      We present a cryptographic protocol for conducting efficient, provably correct and secrecy-preserving combinatorial clock-proxy auctions. The "clock phase" functions as a trusted auction despite price discovery: bidders ...

    • Cryptographic Combinatorial Securities Exchanges 

      Thorpe, Christopher Andrew; Parkes, David C. (Springer Verlag, 2009)
      We present a useful new mechanism that facilitates the atomic exchange of many large baskets of securities in a combinatorial exchange. Cryptography prevents information about the securities in the baskets from being ...

    • Cryptographic Securities Exchanges 

      Thorpe, Christopher; Parkes, David C. (Springer Nature, 2007)
      While transparency in financial markets should enhance liquidity, its exploitation by unethical and parasitic traders discourages others from fully embracing disclosure of their own information. Traders exploit both the ...

    • Genetic Algorithm Optimization of Dynamic Support Vector Regression 

      Milnes, Thomas Bradford; Thorpe, Christopher; Pfeffer, Avi (2009)
      We show that genetic algorithms (GA) find optimized dynamic support vector machines (DSVMs) more efficiently than the grid search (GS) optimization approach. In addition, we show that GA-DSVMs find extremely low-error ...

    • Intention-Disguised Algorithmic Trading 

      Yuen, William; Syverson, Paul; Zhenming, Liu; Thorpe, Christopher A (2010)
      We propose a general model underlying the problem of designing trading strategies that leak no information to frontrunners and other exploiters. We study major scenarios in the market and design a family of algorithms that ...

    • Time-Lapse Cryptography 

      Rabin, Michael O.; Thorpe, Christopher (2006)
      The notion of “sending a secret message to the future” has been around for over a decade. Despite this, no solution to this problem is in common use, or even attained widespread acceptance as a fundamental cryptographic ...