Search Results for author: Alla A. Petukhina

Found 1 papers, 1 papers with code

Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies

1 code implementation9 Sep 2020 Alla A. Petukhina, Raphael C. G. Reule, Wolfgang Karl Härdle

This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns related to algorithmic trading and its impact on the European cryptocurrency market.

Algorithmic Trading Vocal Bursts Intensity Prediction

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