On detecting spoofing strategies in high-frequency trading (Q5092656)
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scientific article; zbMATH DE number 7562218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On detecting spoofing strategies in high-frequency trading |
scientific article; zbMATH DE number 7562218 |
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On detecting spoofing strategies in high-frequency trading (English)
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22 July 2022
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high-frequency trading
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optimization
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spoofing strategies
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optimal strategies
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TMX data
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Wasserstein distance
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