Thesiss

Stock prediction is critical in quantitative trading for creating an efficient trading strategy that yields a high return. The ability to predict outcomes is also needed for successful portfolio construction and optimization. Stock prediction, on the other hand, is a difficult t…

High frequency trading represents a significant proportion of the financial markets, comprising over 70% of the daily equity trading volume. There have been little in-depth studies on the effect of high frequency trading on stock prices and there is a gap in the literature regar…

The thesis introduces a framework for analysing market monitoring and surveillance systems in order to provide a common foundation for researchers and practitioners to specify, design, implement, compare and evaluate such systems. The proposed framework serves as a reference map…