Hayden Melton's Recent Publications

Electronic Trading

Mavroudis, V and Melton, H.  Libra: Fair Order-Matching for Electronic Financial Exchanges. In ACM Advances in Financial Technologies, Zurich, Switzerland, October 21st-23rd 2019Preprint Published 

Melton, H.  The Paradoxical Effects of Jitter on Fairness in Financial Exchanges: Engineering Implications. Working paper (under review), October 2019Preprint 

Melton, H.  On Fairness in Continuous Electronic Markets. In FairWare'18, proceedings of ICSE2018 Workshops, p.29-31, Gothenburg, Sweden, May 29th 2018. Preprint Published

Melton, H.  A Fairness-Oriented Performance Metric for Use on Electronic Trading Venues. In Proceedings of the 4th Annual Conf. on Computational Science & Computational Intelligence (CSCI'17), p.1027-1030, Las Vegas NV, December 14th-16th 2017. Preprint Published

Melton, H. Market Mechanism Refinement on a Continuous Limit Order Book Venue: A Case Study. ACM SIGecom Exchanges, Vol 16.1, p.74-79. August 2017. Preprint Published

Melton, H. Understanding and Improving Temporal Fairness on an Electronic Trading Venue. In Proceedings of IEEE 37th International Conference on Distributed Computing Systems Workshops (ICDCSW), p.1-6, Atlanta GA, June 5th 2017. Preprint Published

Software Engineering

Melton, H.  A Simple Model for Reasoning about Limits on Coupling in Object-Oriented Software. Working paper (under review), September 2019Preprint