Login / Signup
The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets.
Álvaro Cartea
Leandro Sánchez-Betancourt
Published in:
SIAM J. Financial Math. (2021)
Keyphrases
</>
foreign exchange
exchange rate
financial markets
early warning
electronic commerce
response time
databases
expert systems
stock price
low latency
feature selection
shadow removal