Technical Program
Paper Detail
| Paper: | SIPFEb.PA.8 | ||
| Session: | Signal and Information Processing in Finance and Economics II | ||
| Location: | Poster Area A | ||
| Session Time: | Tuesday, December 3, 16:00 - 18:00 | ||
| Presentation: | Poster | ||
| Symposium: | Signal and Information Processing in Finance and Economics | ||
| Paper Title: | MODELING RISK OF LOW LATENCY TRADING STRATEGIES | ||
| Authors: | Yuri Balasanov; University of Chicago | ||
| Alexander Doynikov; The Moscow State University | |||
| Victor Korolev; The Moscow State University | |||
| Leonid Nazarov; The Moscow State University | |||