Sunday, 9 October 2011

Week 10 Update

Writing up the chapter 3 of my treatise and stringing together all the different parts.

Tuesday, 4 October 2011

Mid Semester Break

did svm machine learning classification of liquidity rise or fall in the next period based on information about liquidity and algorithmic trading frequency in the past periods. The results are inconclusive as yet. Also I did research on the Kaplan Meier Estimator and its relevance to the dark pool problem.