A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics
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References listed on IDEAS
- Lo, Andrew W & Wang, Jiang, 2000.
"Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory,"
Review of Financial Studies, Society for Financial Studies, vol. 13(2), pages 257-300.
- Andrew W. Lo & Jiang W. Wang, 2000. "Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory," NBER Working Papers 7625, National Bureau of Economic Research, Inc.
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More about this item
KeywordsData stream; Market volume; Financial contract; Extensible model; Financial analytics; Tensor decomposition.;
StatisticsAccess and download statistics
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