英文标题：
《Permutation approach, high frequency trading and variety of micro
  patterns in financial time series》
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作者：
Cina Aghamohammadi, Mehran Ebrahimian, and Hamed Tahmooresi
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最新提交年份：
2014
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英文摘要：
  Permutation approach is suggested as a method to investigate financial time series in micro scales. The method is used to see how high frequency trading in recent years has affected the micro patterns which may be seen in financial time series. Tick to tick exchange rates are considered as examples. It is seen that variety of patterns evolve through time; and that the scale over which the target markets have no dominant patterns, have decreased steadily over time with the emergence of higher frequency trading.
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中文摘要：
置换法是一种研究微观金融时间序列的方法。该方法用于观察近年来高频交易对金融时间序列中可能出现的微观模式的影响。例如，逐点汇率。可以看出，随着时间的推移，各种各样的模式不断演变；目标市场没有主导模式的规模随着时间的推移随着更高频率交易的出现而稳步下降。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics        物理学
二级分类：Statistical Mechanics        统计力学
分类描述：Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变，热力学，场论，非平衡现象，重整化群和标度，可积模型，湍流
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