Stochastic Modelling of HFT Big Data in Finance

We present a full (to my opinion) set of models for big data in nance, including HFT (e.g., LOB). All these models were introduced, pro-posed, and then studied after investigating many HFT data (see [12, 13, 7, 4]), which supported and justi ed our models. For quantitative and comparative analysis of those stochastic models, see also our paper [10]

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Year of publication:	[2023]
Authors:	Swishchuk, Anatoliy V.
Publisher:	[S.l.] : SSRN
Subject:	Data Mining \| Data mining \| Big Data \| Big data \| Stochastischer Prozess \| Stochastic process \| Kapitalmarkttheorie \| Financial economics \| Finanzsektor \| Financial sector

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Extent:	1 Online-Ressource (7 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Wilmott magazine, 2022 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 21, 2023 erstellt
Classification:	C02 - Mathematical Methods
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014349360