This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobe

A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be ente

This book constitutes the refereed proceedings of the 19th Iberoamerican Congress on Pattern Recognition, CIARP 2014, held in Puerto Vallarta, Jalisco, Mexico,

Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequen