Market Directional Information Derived From (Time, Execution Price, Shares Traded) Sequence of Transactions. On The Impact From The Future
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Published:2022
Issue:
Volume:
Page:
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Author:
Malyshkin Vladislav,Belov Mikhail Gennadievich
Subject
General Earth and Planetary Sciences,General Environmental Science
Cited by
1 articles.
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1. On a Moving Average with Internal Degrees of Freedom;2022 International Conference on Electrical Engineering and Photonics (EExPolytech);2022-10-20