Maeda, Iwao; DeGraw, David; Kitano, Michiharu; … - In: Journal of risk and financial management : JRFM 13 (2020) 11/250, pp. 1-12
While exchanges and regulators are able to observe and analyze the individual behavior of financial market participants through access to labeled data, this information is not accessible by other market participants nor by the general public. A key question, then, is whether it is possible to...