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20062016
most citedA Massive Local Rules Search Approach to the Classification Problem

1 citations · 2 across the 2 of their papers we have counts for

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q-fin.CP2015★ 1 cited

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…