The regulatory, technology and market 'dark arts trilogy' of high frequency trading: a research agenda.
Wendy L. CurrieJonathan J. M. SeddonPublished in: J. Inf. Technol. (2017)
Keyphrases
- high frequency
- low frequency
- visual quality
- foreign exchange
- trading strategies
- financial markets
- wavelet transform
- futures market
- trading systems
- high resolution
- stock exchange
- wavelet coefficients
- high frequencies
- electricity markets
- discrete wavelet transform
- low pass
- frequency band
- wavelet domain
- electronic markets
- trading agents
- multi resolution analysis
- market data
- subband
- wavelet decomposition
- high frequency components
- phase shifting
- electronic commerce
- face recognition
- stock data
- machine learning