High Frequency Trading is pervasive across all electronic financial markets. As algorithms replace an increasing number of tasks previously performed by humans, cascading effects similar to the Flash Crash of May 6th 2010 become more likely. In this study, we bring together a number of different...

One of the fundamental shortcoming of the popular analysis tools for time series is that they require the data to be taken at uniform time intervals. However, the real-world time series, such as those from financial markets, are mostly from irregular time intervals. It is a common practice to...

In a number of applications, data may be anonymized, obfuscated, or highly noisy. In such cases, it is difficult to use domain knowledge or low-dimensional visualizations to engineer the features for tasks such as machine learning, instead, we explore dimensionality reduction (DR) as a...