A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering (Q4619485)
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scientific article; zbMATH DE number 7013608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering |
scientific article; zbMATH DE number 7013608 |
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A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering (English)
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6 February 2019
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market microstructure
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cluster analysis
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mixture model
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Skellam distribution
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