Blar i NTNU Open på forfatter "Andersen, Espen Teie"
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Dynamic High Frequency Trading Models
Andersen, Espen Teie (Master thesis, 2009)This thesis considers constructing high-frequency quantitative trading models. The work is a continuation of my project thesis (spring 2009) and Birgitte Ringstad Vartdal's master thesis (2000). We build our trading model ...