High-frequency trading and conflict in the financial markets.
Ricky CooperJonathan J. M. SeddonBen Van VlietPublished in: J. Inf. Technol. (2017)
Keyphrases
- financial markets
- high frequency
- low frequency
- stock price
- portfolio selection
- stock market
- technical indicators
- market data
- high resolution
- trading systems
- wavelet transform
- risk management
- trading strategies
- high frequencies
- trading rules
- subband
- wavelet domain
- wavelet coefficients
- discrete wavelet transform
- high quality
- low and high frequency
- low pass
- exchange rate
- high frequency components
- frequency band
- multiresolution
- computational complexity