John Keane

University of Manchester - School of Computer Science

Kilburn Building, Oxford Road

Manchester M13 9GH, M13 9PL

United Kingdom

SCHOLARLY PAPERS

3

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Top 33,335

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1

CROSSREF CITATIONS

18

Scholarly Papers (3)

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, University of Manchester - School of Computer Science and University of Manchester - Manchester Business School
Downloads 700 (37,066)
Citation 28

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
University of Manchester - School of Computer Science, University of Manchester and University of Manchester - School of Computer Science
Downloads 186 (167,585)

Abstract:

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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
University of Manchester - School of Computer Science, University of Manchester and University of Manchester - School of Computer Science
Downloads 23 (520,478)

Abstract:

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