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ACSW
2004
14 years 28 days ago
Application of self-organizing maps to clustering of high-frequency Financial data
This paper analyzes the clustering of trades on the Australian Stock Exchange (ASX) with respect to the trade direction variable. The ASX is a limit order market operating an elec...
Adam Blazejewski, Richard Coggins
WECWIS
2005
IEEE
94views ECommerce» more  WECWIS 2005»
14 years 5 months ago
Electronic Trading in Order-Driven Markets: Efficient Execution
In this paper, we address the importance of efficient execution in electronic markets. Due to intense competition for profit opportunities, trading costs can represent a significa...
Yuriy Nevmyvaka, Michael S. Kearns, Amy Papandreou...