Abstract
The financial markets started to be computerized due to development and spread of the Information and Communication Technology (ICT) in early 1990s. As the result rapid development and spread of electrical trading systems occurred all over the world. Moreover advance of processing speed of computers and capacity of storages leads to accumulation of activity records of market participants, high frequency financial data. By utilizing the high frequency financial data one can observe behavior of the market participants with high resolutions and analyze a large amount of data enough to quantify them in the statistically significant.
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Sato, AH., Shintani, K. (2007). Dynamical Structure of Behavioral Similarities of the Market Participants in the Foreign Exchange Market. In: Chatterjee, A., Chakrabarti, B.K. (eds) Econophysics of Markets and Business Networks. New Economic Windows. Springer, Milano. https://doi.org/10.1007/978-88-470-0665-2_8
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DOI: https://doi.org/10.1007/978-88-470-0665-2_8
Publisher Name: Springer, Milano
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