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https://www.um.edu.mt/library/oar/handle/123456789/18869Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kablan, Abdalla | - |
| dc.contributor.author | Falzon, Joseph | - |
| dc.date.accessioned | 2017-05-05T12:39:16Z | - |
| dc.date.available | 2017-05-05T12:39:16Z | - |
| dc.date.issued | 2014 | - |
| dc.identifier.citation | Kablan, A., & Falzon, J. (2014). High frequency trading for gold and silver using the Hilbert Transform and event driven volatility modelling. World Congress on Engineering, Vol II, London, U.K. | en_GB |
| dc.identifier.issn | 20780966 | - |
| dc.identifier.uri | https://www.um.edu.mt/library/oar//handle/123456789/18869 | - |
| dc.description.abstract | In this paper we look at a high frequency trading system which utilizes the principles of the Hilbert Transform as a trading tool and the Intraday Seasonality Observation Model to trade Gold and Silver indices. The paper concludes that whilst it is possible to successfully use such a strategy, the volatility components of both metals exhibit different behaviour which is probably due to the difference in liquidity of both indices. | en_GB |
| dc.language.iso | en | en_GB |
| dc.publisher | IAENG | en_GB |
| dc.rights | info:eu-repo/semantics/restrictedAccess | en_GB |
| dc.subject | Hilbert transform | en_GB |
| dc.subject | Signal processing -- Digital techniques | en_GB |
| dc.subject | Gold -- Prices | en_GB |
| dc.subject | Silver -- Prices | en_GB |
| dc.title | High frequency trading for gold and silver using the Hilbert Transform and event driven volatility modelling | en_GB |
| dc.type | conferenceObject | en_GB |
| dc.rights.holder | The copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder. | en_GB |
| dc.bibliographicCitation.conferencename | World Congress on Engineering | en_GB |
| dc.bibliographicCitation.conferenceplace | London, United Kingdom, 2-4/07/2014 | en_GB |
| dc.description.reviewed | peer-reviewed | en_GB |
| Appears in Collections: | Scholarly Works - FacEMABF | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Conference paper_ Frequency Trading for Gold and Silver using the hilbert transform and event driven volatility modeling.pdf Restricted Access | 1.18 MB | Adobe PDF | View/Open Request a copy |
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