Liquidity Suppliers and High Frequency Trading.
Robert JarrowPhilip ProtterPublished in: SIAM J. Financial Math. (2015)
Keyphrases
- high frequency
- financial markets
- futures market
- low frequency
- high resolution
- visual quality
- wavelet transform
- supply chain
- stock market
- subband
- short run
- high frequencies
- electronic commerce
- discrete wavelet transform
- low pass
- stock price
- electronic marketplaces
- trading systems
- wavelet coefficients
- risk management
- phase shifting
- high frequency components
- blocking artifacts
- frequency band
- long run
- computer vision
- machine learning
- image compression
- feature extraction