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asset management, trading, algorithm
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Directional-change event, intrinsic time, high-frequency finance, foreign exchange market, time-series analysis
Agent-Based Model, Stylized Facts, Forex, Directional-Change, Intrinsic Time, Scaling Laws
instantaneous volatility; market microstructure; seasonality; high frequency markets; risk management; computational finance
high frequency markets, multidimensional, intrinsic time, scaling laws, risk management, directional-change
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