John Keane

University of Manchester - School of Computer Science

Kilburn Building, Oxford Road

Manchester M13 9GH, M13 9PL

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 46,516

SSRN RANKINGS

Top 46,516

in Total Papers Downloads

1,290

SSRN CITATIONS
Rank 34,999

SSRN RANKINGS

Top 34,999

in Total Papers Citations

3

CROSSREF CITATIONS

20

Scholarly Papers (3)

1.

High Frequency Trading and Mini Flash Crashes

Number of pages: 22 Posted: 10 Jan 2013 Last Revised: 20 May 2017
Anton Golub, John Keane and Ser-Huang Poon
Flov technologies, University of Manchester - School of Computer Science and Alliance Manchester Business School, University of Manchester
Downloads 886 (34,932)
Citation 35

Abstract:

Loading...

Mini Flash Crash, Flash Crash, Liquidity, High Frequency Trading, Intermarket Sweep Order, ISO, Top of the Book Protection, Regulation National Market System

2.

Stock Price Prediction Using Kernel Adaptive Filtering Within a Stock Market Interdependence Approach

Number of pages: 24 Posted: 08 Jan 2019
University of Manchester - School of Computer Science, University of Manchester and University of Manchester - School of Computer Science
Downloads 353 (110,857)
Citation 1

Abstract:

Loading...

Stock Price Prediction, Sequential Learning, Distributed System, Kernel Adaptive Filtering, Complex System

3.

Learning from Data Streams Using Kernel Adaptive Filtering

Number of pages: 27 Posted: 08 Jan 2019
University of Manchester - School of Computer Science, University of Manchester and University of Manchester - School of Computer Science
Downloads 51 (488,403)

Abstract:

Loading...

Learning From Data Streams, Sequence Prediction, Kernel Adaptive Filters, Kernel Least Mean Square