Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and...

The generation of huge data with high velocity creates alteration in the distribution of the stream data, which is defined as the concept of drifts. The concept drifts negatively influence the classification accuracy and the stability of the data streams. Numerous machine learning-based models...