High-Frequency Trade as a Component of Algorithmic Trading: Market Consequences.
Nadiia ReznikLubov PankratovaPublished in: ICTERI Workshops (2018)
Keyphrases
- high frequency
- low frequency
- foreign exchange
- trading strategies
- financial markets
- futures market
- visual quality
- electronic markets
- stock exchange
- electricity markets
- high resolution
- wavelet transform
- trading systems
- market data
- subband
- trading agents
- high frequencies
- low pass
- discrete wavelet transform
- high frequency components
- stock market
- stock data
- agent mediated
- double auction
- wavelet domain
- wavelet coefficients
- financial data
- multi resolution analysis
- phase shifting
- low and high frequency
- feature selection
- low bit rate coding
- high pass
- exchange rate
- feature extraction