We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of this exchange is motivated by the limit order book mechanism used in stock markets. Both buyers and sellers are...

A time series can often be characterized using machine learning techniques, which require feature vectors as input. The quality of the feature vectors reflects the accuracy of the utilized machine learning techniques. We propose a method for combining features extracted from two popular...