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A simulation and test of OptiMark's electronic matching algorithm and its simple variations for institutional block trading.
Christian Gerber
Jeffrey E. Teich
Hannele Wallenius
Jyrki Wallenius
Published in:
Decis. Support Syst. (2004)
Keyphrases
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matching algorithm
image matching
template matching
matching process
graph matching
shape representation
voting scheme
point matching
feature matching
hausdorff distance
matching scheme
financial markets
matching strategy
partial matching
fingerprint matching
control points
pattern matching algorithm