Gregor Chliamovitch

University of Geneva

Computer Science Department, University of Geneva

rte de Drize 7

Genève, CH - 1227

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

260

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Multi-Scale Representation of High Frequency Market Liquidity

Number of pages: 26 Posted: 12 Feb 2014
Anton Golub, Gregor Chliamovitch, Alexandre Dupuis and Bastien Chopard
Flov technologies, University of Geneva, Olsen Ltd. and University of Geneva
Downloads 260 (128,727)
Citation 7

Abstract:

Loading...

Liquidity, Information Theory, Multi-Scale, Foreign Exchange, High Frequency Trading