Prediction Mining in the Market Impact Cost of Securities Investment

Author:

Yu Qingsong,Jiang Hong,Yu Yongjun

Publisher

Springer Berlin Heidelberg

Reference6 articles.

1. Paolo, G.: Applied Data Mining: Statistical Methods for Business and Industry. John Wiley & Sons (2003)

2. Ma, C.: Data Mining in Finance. Science Press (2007) (in Chinese)

3. Bikker, J., Spierdijk, L., Jelle, P.: What Factors Increase the Risk of Incurring High Market Impact Costs? Applied Economics, Taylor and Francis Journals 42(3), 369–387 (2010)

4. Almgren, R.: Execution Costs. Encyclopedia of Quantitative Finance (2009)

5. Cordier, S., Maldarella, D., Pareschi, L., Piatecki, C.: Mathematical Modeling of Collective Behavior in Socio-economic and Life Sciences. Birkhäuser, Boston (2010)

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