5   Artículos

 
en línea
Michal Dominik Stasiak     Pág. 39 - 45
An exchange rate between two currencies can be described in a binary representation. The binarization algorithm transforms the exchange rate represented by tick data into a binary string. Each course change equal to a given discretization unit is assigne... ver más
Revista: Research Papers in Economics and Finance    Formato: Electrónico

 
en línea
Michal Dominik Stasiak    
One of the key problems of researching the high-frequency financial markets is the proper data format. Application of the candlestick representation (or its derivatives such as daily prices, etc.), which is vastly used in economic research, can lead to f... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

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