High-frequency trading and its role in fragmented markets.
Martin HaferkornPublished in: J. Inf. Technol. (2017)
Keyphrases
- high frequency
- low frequency
- electronic commerce
- financial markets
- trading strategies
- high resolution
- wavelet transform
- visual quality
- subband
- electronic markets
- high frequencies
- discrete wavelet transform
- high frequency components
- trading systems
- wavelet decomposition
- frequency band
- multiresolution
- low pass
- wavelet domain
- trading agents
- multi resolution analysis
- electricity markets
- double auction
- blocking artifacts
- frequency domain
- phase shifting