John Keane

The University of Manchester - School of Computer Science

Kilburn Building, Oxford Road

Manchester M13 9GH, M13 9PL

United Kingdom

  • The University of Manchester - School of Computer Science

SCHOLARLY PAPERS

3

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38

Scholarly Papers (3)

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1.

High Frequency Trading and Mini Flash Crashes

Number of pages: 22 Posted: 10 Jan 2013 Last Revised: 20 May 2017
Anton Golub, John Keane and Ser-Huang Poon
Flov technologies, The University of Manchester - School of Computer Science and Alliance Manchester Business School, University of Manchester
Downloads 1,075 (43,820)
Citation 35

Abstract:

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Mini Flash Crash, Flash Crash, Liquidity, High Frequency Trading, Intermarket Sweep Order, ISO, Top of the Book Protection, Regulation National Market System

2.

Stock Price Prediction Using Kernel Adaptive Filtering Within a Stock Market Interdependence Approach

Number of pages: 24 Posted: 08 Jan 2019
Sergio Garcia-Vega, Xiao-Jun Zeng and John Keane
The University of Manchester - School of Computer Science, The University of Manchester and The University of Manchester - School of Computer Science
Downloads 506 (117,868)
Citation 3

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Stock Price Prediction, Sequential Learning, Distributed System, Kernel Adaptive Filtering, Complex System

3.

Learning from Data Streams Using Kernel Adaptive Filtering

Number of pages: 27 Posted: 08 Jan 2019
Sergio Garcia-Vega, Xiao-Jun Zeng and John Keane
The University of Manchester - School of Computer Science, The University of Manchester and The University of Manchester - School of Computer Science
Downloads 93 (585,192)

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Learning From Data Streams, Sequence Prediction, Kernel Adaptive Filters, Kernel Least Mean Square