The Impact of High-Frequency Trading on Modern Securities Markets.
Benjamin ClaphamMartin HaferkornKai ZimmermannPublished in: Bus. Inf. Syst. Eng. (2023)
Keyphrases
- high frequency
- trading strategies
- financial markets
- low frequency
- visual quality
- electronic commerce
- high resolution
- stock market
- wavelet transform
- trading agents
- trading systems
- wavelet coefficients
- low pass
- subband
- market data
- electronic markets
- high frequency components
- frequency band
- discrete wavelet transform
- high frequencies
- multi resolution analysis
- electricity markets
- subband decomposition
- stock price
- blocking artifacts
- image compression
- double auction
- low and high frequency
- discrete cosine transform
- phase shifting
- feature selection
- wavelet decomposition
- wavelet domain
- multiresolution
- computational complexity
- similarity measure