1 citations · 2 across the 2 of their papers we have counts for
3 papers
Market Dynamics vs. Statistics: Limit Order Book Example
Vladislav Gennadievich Malyshkin, Ray Bakhramov
Commonly used limit order book attributes are empirically considered based on NASDAQ ITCH data. It is shown that some of them have the properties drastically different from the one…
Mathematical Foundations of Realtime Equity Trading. Liquidity Deficit and Market Dynamics. Automated Trading Machines
Vladislav Gennadievich Malyshkin, Ray Bakhramov
We postulates, and then show experimentally, that liquidity deficit is the driving force of the markets. In the first part of the paper a kinematic of liquidity deficit is develope…
A Massive Local Rules Search Approach to the Classification Problem
Vladislav Malyshkin, Ray Bakhramov, Andrey Gorodetsky
An approach to the classification problem of machine learning, based on building local classification rules, is developed. The local rules are considered as projections of the glob…