Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity.
Isao YagiYuji MasudaTakanobu MizutaPublished in: IEEE Trans. Comput. Soc. Syst. (2020)
Keyphrases
- high frequency
- futures market
- financial markets
- low frequency
- short run
- high resolution
- long run
- visual quality
- wavelet transform
- stock price
- market data
- high frequencies
- wavelet coefficients
- trading strategies
- subband
- discrete wavelet transform
- portfolio selection
- investment strategies
- wavelet decomposition
- frequency band
- blocking artifacts
- foreign exchange
- subband decomposition
- low and high frequency
- trading systems
- low pass
- risk management
- high frequency components
- super resolution
- electricity markets
- agent mediated
- feature extraction