The Analysis of High-Frequency Finance Data using ROOT

High-frequency financial market data is conceptually distinct from high energy physics (HEP) data. Market data is a time series generated by market participants, while HEP data is a set of independent events generated by collisions between particles. However, there are similarities within the data s...

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Detalles Bibliográficos
Autores principales: Debie, P, Verhulst, M E, Pennings, J M E, Tekinerdogan, B, Catal, C, Naumann, A, Demirel, S, Moneta, L, Alskaif, T, Rembser, J, van Leeuwen, P
Lenguaje:eng
Publicado: 2023
Materias:
Computing and Computers
Acceso en línea:https://dx.doi.org/10.1088/1742-6596/2438/1/012068
http://cds.cern.ch/record/2871818

Internet

https://dx.doi.org/10.1088/1742-6596/2438/1/012068
http://cds.cern.ch/record/2871818

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