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The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets.

Álvaro CarteaLeandro 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