Impact of High-Frequency Trading with an Order Book Imbalance Strategy on Agent-Based Stock Markets.
Isao YagiMahiro HoshinoTakanobu MizutaPublished in: Complex. (2023)
Keyphrases
- high frequency
- stock market
- low frequency
- high resolution
- wavelet transform
- subband
- stock exchange
- visual quality
- high quality
- trading rules
- high frequencies
- financial markets
- stock data
- stock trading
- frequency band
- trading strategies
- low bit rate coding
- subband decomposition
- stock price
- wavelet domain
- wavelet coefficients
- image compression