Title :
Introduction to the Issue on Signal Processing Methods in Finance and Electronic Trading
Author :
Akansu, Ali N. ; Kulkarni, Sanjeev R. ; Avellaneda, Marco M. ; Barron, Andrew R.
Author_Institution :
Electrical and Computer Engineering Department, New Jersey Institute of Technology, Newark, NJ, USA
Abstract :
The ten papers in this special issue focus on the topic of signal processing applications and methodologies used in the finance and electronic trading industries. This issue compiles such research contributions in financial applications coming from the fields of mathematics, finance, and engineering in order to foster future scientific cross-fertilization.
Keywords :
Digital signal processing; Investments; Signal processing; Special issues and sections; Stock markets;
Journal_Title :
Selected Topics in Signal Processing, IEEE Journal of
DOI :
10.1109/JSTSP.2012.2204911