Media Summary: Microstructure of Financial Markets: Orders, Order Books, Trades. Faculty of Information Technology – Islamic University Gaza Anomaly section: Log-likelihood ratios, scanning for change points, permutation testing. (forgot to screen share, sorry)
Data Mining Lecture 3 Innopolis - Detailed Analysis & Overview
Microstructure of Financial Markets: Orders, Order Books, Trades. Faculty of Information Technology – Islamic University Gaza Anomaly section: Log-likelihood ratios, scanning for change points, permutation testing. (forgot to screen share, sorry) More on Microstructure of Financial Markets. The Notion and Strategies of Market-Making. Kolmogorov-Smirnov criterion for similarity / dissimilarity of distribution functions.