Keynote Talk: High-Frequency Trading and the Design of Financial Exchanges: Will the Market Fix the Market?
Eric BudishPublished in: EC (2018)
Keyphrases
- high frequency
- foreign exchange
- financial markets
- low frequency
- trading strategies
- stock market
- stock price
- financial data
- futures market
- dow jones
- trading systems
- stock exchange
- electronic markets
- electricity markets
- high resolution
- wavelet transform
- visual quality
- market data
- exchange rate
- stock data
- subband
- investment strategies
- risk management
- portfolio management
- wavelet domain
- financial institutions
- wavelet decomposition
- agent mediated
- low pass
- frequency domain
- discrete wavelet transform
- phase shifting
- high frequencies
- financial information
- image processing
- low and high frequency