Change detection of orders in stock markets using a Gaussian mixture model
Bungo Miyazaki, Kiyoshi Izumi, Fujio Toriumi and Ryo Takahashi
| Year of publication: |
2014
|
|---|---|
| Authors: | Miyazaki, Bungo ; Izumi, Kiyoshi ; Toriumi, Fujio ; Takahashi, Ryō |
| Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1550-1949, ZDB-ID 2166336-1. - Vol. 21.2014, 3, p. 169-191
|
| Subject: | Gaussian mixture model | stock market | order book | insider trading | change detection | Aktienmarkt | Stock market | Insiderhandel | Insider trading | Börsenkurs | Share price | Statistischer Test | Statistical test | Statistische Verteilung | Statistical distribution | Wertpapierhandel | Securities trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348620