ELEC4712 Gayatri Singh

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

did svm machine learning classification of liquidity rise or fall in the next period based on information about liquidity and algorithmic tr...

Finished off the dark pool simulations and granger causality testing results. However needed to redo the granger causality results in order ...

conducted dark pool simulations to find the optimal algorithm for dark pool allocations. This was done on Matlab

This week I met with Sanjay and he suggested adding a norm squared term to the Liquidity Algorithmic-Trading Frequency regression model to r...

This week I finished up the Granger Causality Tests on the 20 stocks from the ASX. Unfortunately we could not conclude that the proportion o...

Currently I am writing the chapter on cointegration, granger causality test and spurious regression. Also, I am doing experiments on stock...