Algorithmic trading surveillance : Identifying deviating behavior with unsupervised anomaly detection
The financial markets are no longer what they used to be and one reason for this is the breakthrough of algorithmic trading. Although this has had several positive effects, there have been recorded incidents where algorithms have been involved. It is therefore of interest to find effective methods t...
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| Format: | Others |
| Language: | English |
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Uppsala universitet, Matematiska institutionen
2019
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-389941 |