Models of Fx Markets
نویسندگان
چکیده
منابع مشابه
Financial Markets: Very Noisy Information Processing - Proceedings of the IEEE
We report new results about the impact of noise on information processing with application to financial markets. These results quantify the tradeoff between the amount of data and the noise level in the data. They also provide estimates for the performance of a learning system in terms of the noise level. We use these results to derive a method for detecting the change in market volatility from...
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