Statistical distribution of the sub-second price fluctuation in the latest arrowhead market

Mieko Tanaka-Yamawaki, Masanori Yamanaka, Yumihiko S. Ikura. Statistical distribution of the sub-second price fluctuation in the latest arrowhead market. In Robert J. Howlett, Lakhmi C. Jain, Zoran Popovic, Dejan B. Popovic, Slobodan N. Vukosavic, Carlos Toro 0001, Yulia Hicks, editors, Knowledge-Based and Intelligent Information & Engineering Systems: Proceedings of the 22nd International Conference KES-2018, Belgrade, Serbia, 3-5 September 2018. Volume 126 of Procedia Computer Science, pages 1029-1036, Elsevier, 2018. [doi]

Abstract

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