Strategic trading with information acquisition and long-memory stochastic liquidity.
Jinhui HanXiaolong LiGuiyuan MaAdrian Patrick KennedyPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- information acquisition
- financial markets
- decision making
- futures market
- memory space
- electronic commerce
- memory requirements
- case study
- computing power
- cost reduction
- main memory
- memory usage
- short run
- data mining
- knowledge management
- foreign exchange
- memory size
- electronic markets
- data structure
- stochastic model
- associative memory
- stock market