Preface -- Chapter 1 Creation of Blockchain and a New Ecosystem -- Chapter 2 Market Quality Approach to IoT Data on Blockchain Big Data -- Chapter 3 Industrial Applications of Blockchain to IoT Data -- Chapter 4 Theory of Money: From Ancient Japanese Copper Coins to Virtual Currencies -- Chapter...

The design of financial trading systems (FTSs) is a subject of high interest both for the academic environment and for the professional one due to the promises by machine learning methodologies. In this paper we consider the Reinforcement Learning-based policy evaluation approach known as...

The advent of computerized trading in the 1970s and 1980s changed the landscape of securities litigation. Now, high-frequency trading (HFT) again threatens to do the same. By using sophisticated technological tools and computer algorithms to execute trades in fractions of a second and moving in...

Listed companies and institutional investors have called on market regulators to introduce mechanisms to curb high-frequency (HF) trading in financial markets. In this paper we suggest relative tick size is one such mechanism. We investigate for a non-fragmented market two HF trading proxies:...

Computer trading in financial markets is a rapidly developing field with a growing number of applications. Automated analysis of news and computation of market sentiment is a related applied research topic which impinges on the methods and models deployed in the former. In this chapter we have...

We empirically examine the order flows spillovers between Nasdaq and the Forex markets in 2008 and 2009. With emphasis on a role of high-frequency traders (HFTs) who aggregate information between the two markets as well as within each market, our results show that HFTs in Nasdaq trade...

The article presents the results of the evaluation model of the current electronic trading in Russia, as part of the state anti-corruption policy. The article revealed corruption risks, proposed management decisions aimed at limiting corruption risks in terms of the Russian contract system in...