Comparison of different market making strategies for high frequency traders.
Yibing XiongTakashi YamadaTakao TeranoPublished in: WSC (2015)
Keyphrases
- high frequency
- low frequency
- trading strategies
- trading agents
- stock market
- visual quality
- wavelet transform
- high resolution
- double auction
- investment strategies
- wavelet coefficients
- subband
- high frequency components
- high frequencies
- multi resolution analysis
- low pass
- wavelet domain
- discrete wavelet transform
- wavelet decomposition
- high pass
- feature selection
- low and high frequency
- online auctions
- filter bank
- image compression
- multiresolution
- multiscale