Computational Visual Analysis of the Order Book Dynamics for Creating High-frequency Foreign Exchange Trading Strategies

Javier Sandoval, Germán Hernández. Computational Visual Analysis of the Order Book Dynamics for Creating High-frequency Foreign Exchange Trading Strategies. In Slawomir Koziel, Leifur Þ. Leifsson, Michael Lees, Valeria V. Krzhizhanovskaya, Jack Dongarra, Peter M. A. Sloot, editors, Proceedings of the International Conference on Computational Science, ICCS 2015, Computational Science at the Gates of Nature, Reykjavík, Iceland, 1-3 June, 2015, 2014. Volume 51 of Procedia Computer Science, pages 1593-1602, Elsevier, 2015. [doi]

Abstract

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