Costis Maglaras
Columbia University in the City of New York
H-index: 25
North America-United States
Top articles of Costis Maglaras
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Product Ranking in the Presence of Social Learning | Operations Research | Costis Maglaras Marco Scarsini Dongwook Shin Stefano Vaccari | 2023/7 |
Ride-hailing networks with strategic drivers: The impact of platform control capabilities on performance | Manufacturing & Service Operations Management | Philipp Afèche Zhe Liu Costis Maglaras | 2023 |
Risk-sensitive optimal execution via a conditional value-at-risk objective | arXiv preprint arXiv:2201.11962 | Seungki Min Ciamac C Moallemi Costis Maglaras | 2022/1/28 |
A deep learning approach to estimating fill probabilities in a limit order book | Quantitative Finance | Costis Maglaras Ciamac C Moallemi Muye Wang | 2022/11/2 |
Cross-sectional variation of intraday liquidity, cross-impact, and their effect on portfolio execution | Operations Research | Seungki Min Costis Maglaras Ciamac C Moallemi | 2022/3 |
Social learning from online reviews with product choice | Columbia Business School Research Paper | Costis Maglaras Marco Scarsini Dongwook Shin Stefano Vaccari | 2021/11/24 |
The Value of Knowing Drivers' Reservation Wage in Ride Sharing Systems | Available at SSRN 3941502 | Ran I Snitkovsky Jim Dai Costis Maglaras | 2021/10/12 |
Queueing dynamics and state space collapse in fragmented limit order book markets | Operations Research | Costis Maglaras Ciamac C Moallemi Hua Zheng | 2021/7 |
Stochastic Market Microstructure Models of Limit Order Books | Costis Maglaras Rama Cont | 2020/11 |
Co-Authors
