Browsing by Author Blazejewski, Adam

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Issue DateTitleAuthor(s)Citation
2004Application Of Self-Organizing Maps To Clustering Of High-Frequency Financial DataBlazejewski, Adam; Coggins, Richard; Electrical Engineering; Electrical EngineeringApplication Of Self-Organizing Maps To Clustering Of High-Frequency Financial Data, Proceedings of the second workshop on Australasian information security, Data Mining and Web Intelligence, and Software Internationalisation - Volume 32, vol.32,(),2004,pp 85-90
2005A local non-parametric model for trade sign inferenceBlazejewski, Adam; Coggins, Richard; Electrical Engineering; Electrical EngineeringA local non-parametric model for trade sign inference, Physica A-Statistical Mechanics And Its Applications, vol.348,(N/A),2005,pp 481-495
2003Optimal trade execution of equities in a limit order marketBlazejewski, Adam; Coggins, Richard; Aitken, Michael; Electrical Engineering; Electrical EngineeringOptimal trade execution of equities in a limit order market, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering: Proceedings, vol.1,(),2003,pp 371-378