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GECCO
2008
Springer

Ultra high frequency financial data

13 years 12 months ago
Ultra high frequency financial data
This note is best described as a ‘Research Challenge’, and concerns building an ultra high frequency (UHF) trading system. The emphasis is on addressing the problems posed by UHF data, with a few thoughts on strategy and implementation. The problem may be amenable to evolutionary computation. Categories and Subject Descriptors E.m [Miscellaneous]; J.4 [Social and Behavioral Sciences]: Economics; I.2.m [Artificial Intelligence]: Miscellaneous General Terms Economics Keywords high frequency, data, finance, evolutionary algorithms
Martin Victor Sewell, Wei Yan
Added 09 Nov 2010
Updated 09 Nov 2010
Type Conference
Year 2008
Where GECCO
Authors Martin Victor Sewell, Wei Yan
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