Deep Agent-Based Model for High Frequency Trading

Kumar, P. (Lecturer)

Activity: Talk or presentationLecture and oral contribution

Description

The high frequency traders have taken open outcry floor trading markets to the world of algorithms operating at the frequencies of nanosecond and perhaps even the pico- or femtosecond, which is beyond human imagination. This has created challenges for academicians, regulators, and traders to understand the market, where flash crash is common phenomenon.
Period24 Apr 2019
Event titleDanish Science Festival 2019: Four PhD Talks
Event typeConference
LocationFrederiksberg, Denmark
Degree of RecognitionLocal