Time to Slow Down for High-Frequency Trading? Lessons from Artificial Markets.
Iryna VeryzhenkoLise ArenaEtienne HarbNathalie OriolPublished in: Intell. Syst. Account. Finance Manag. (2017)
Keyphrases
- high frequency
- trading strategies
- low frequency
- financial markets
- trading systems
- electronic commerce
- electronic markets
- trading agents
- electricity markets
- visual quality
- high resolution
- double auction
- market data
- discrete wavelet transform
- wavelet transform
- subband
- low pass
- high frequencies
- wavelet coefficients
- stock price
- blocking artifacts
- high frequency components
- frequency band
- bidding strategies
- wavelet domain
- investment strategies
- machine learning
- low bit rate coding
- spot market
- wavelet decomposition
- stock market
- feature vectors
- computer vision