Sunday, 29 May 2011

Week 13 Update

Gave Sanjay Chawla a first draft of my literature review to read over.

Monday, 23 May 2011

week 12 Update

Working on literature review as well as trying to download the data to a server where there is enough space to fit it. This is problematic since the data is 55GB-which is quite big.

Got a hard drive for storing the 55GB of data and started performing MATLAB experiments on it.

Had trouble opening the csv file containing the data at the beginning, however, after much surfing of the net, I found a csv file splitter at this URL:

This split the csv file into over 7000 csv files which were easier to open.

Week 11 Update

Acquired data from Andrew Lepone to conduct data mining experiments on from the ASX for the last 3 years, minute by minute

Week 10 Update

Working on my literature review, and project progress report.

Tuesday, 10 May 2011

Week 9

I am reading the following article:

"Optimal Allocation Stratergies for The Dark Pool Problem"by Agarwal et al. and preparing my literature review for Week 13.