Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Verhulst, Marjolein"'
Autor:
Verhulst, Marjolein E., Debie, Philippe, Hageboeck, Stephan, Pennings, Joost M. E., Gardebroek, Cornelis, Naumann, Axel, van Leeuwen, Paul, Trujillo-Barrera, Andres A., Moneta, Lorenzo
We introduce a methodology to visualize the limit order book (LOB) using a particle physics lens. Open-source data-analysis tool ROOT, developed by CERN, is used to reconstruct and visualize futures markets. Message-based data is used, rather than sn
Externí odkaz:
http://arxiv.org/abs/2109.04812
Akademický článek
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Autor:
Debie, Philippe, Pennings, Joost, Tekirnerdogan, Bedir, Catal, C, Demirel, S, Verhulst, Marjolein, Alskaif, Tarek, van Leeuwen, Paul A. M., Moneta, Lorenzo, Rembser, Jonas, Naumann, Axel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::51c1a78f590c0beb7dee6b39811c1cda
https://cris.maastrichtuniversity.nl/en/publications/36ab1499-9829-42bf-b1c2-8ea1e5e4c949
https://cris.maastrichtuniversity.nl/en/publications/36ab1499-9829-42bf-b1c2-8ea1e5e4c949
Autor:
Debie, Philippe, Naumann, Axel, Verhulst, Marjolein, Pennings, Joost, Rembser, Jonas, Demirel, S, Moneta, Lorenzo
Publikováno v:
ROOT Users Workshop
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::005ff0b151d160e7fa36945c584599d7
https://cris.maastrichtuniversity.nl/en/publications/943a0919-9aa0-4075-b1eb-c9a780e13864
https://cris.maastrichtuniversity.nl/en/publications/943a0919-9aa0-4075-b1eb-c9a780e13864
Autor:
Debie, Philippe, Naumann, Axel, Pennings, Joost, Tekinerdogan, Bedir, Catal, C, Rembser, Jonas, Verhulst, Marjolein, van Leeuwen, P., Moneta, L., Alskaif, Tarek
Publikováno v:
20th International Workshop on Advanced Computing and Analysis Techniques in Physics Research
The analysis of high-frequency financial trading data faces similar problems as High Energy Physics (HEP) analysis. The data is noisy, irregular in shape, and large in size. Recent research on the intra-day behaviour of financial markets shows a lack
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::d7b5b14391a8416cae3290cd6fdd5441
https://cris.maastrichtuniversity.nl/en/publications/063fe259-8c2b-405e-9ea7-9bb2fca6eb4c
https://cris.maastrichtuniversity.nl/en/publications/063fe259-8c2b-405e-9ea7-9bb2fca6eb4c
Publikováno v:
2019 AAEA (Agricultural & Applied Economics Association) Annual Meeting
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::06e0a0b31187d56dc5ce7659a99fc4af
https://cris.maastrichtuniversity.nl/en/publications/af10ae34-749a-4649-b0eb-f5cf1c75c9d2
https://cris.maastrichtuniversity.nl/en/publications/af10ae34-749a-4649-b0eb-f5cf1c75c9d2
Publikováno v:
2019 AAEA (Agricultural & Applied Economics Association) Annual Meeting
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::0f75983c27b274c151119a229eb5b368
https://cris.maastrichtuniversity.nl/en/publications/7d5d72b2-9d54-4d0d-b6d3-ae025d1ec6d3
https://cris.maastrichtuniversity.nl/en/publications/7d5d72b2-9d54-4d0d-b6d3-ae025d1ec6d3