Forecasting limit order book price changes using change point detection
(2015) NEKM01 20151Department of Economics
- Abstract
- The main purpose of this thesis is to propose a method for using a change point detection algorithm to forecast short term limit order book price changes. The idea is to test whether a significant change of the shape of the limit order book contains any information about impending changes to mid market. Using a data set consisting of all the changes of the limit order book throughout the trading day, a change point detection algorithm is used to detect what is deemed to be significant changes of the shape of the limit order book. A measurement of the limit order imbalance is constructed as a proxy for the shape of the order book which then is used as input signal to the change point detection algorithm. A new data set is created based on... (More)
- The main purpose of this thesis is to propose a method for using a change point detection algorithm to forecast short term limit order book price changes. The idea is to test whether a significant change of the shape of the limit order book contains any information about impending changes to mid market. Using a data set consisting of all the changes of the limit order book throughout the trading day, a change point detection algorithm is used to detect what is deemed to be significant changes of the shape of the limit order book. A measurement of the limit order imbalance is constructed as a proxy for the shape of the order book which then is used as input signal to the change point detection algorithm. A new data set is created based on the detected change points and a regression is run based on these to forecast price changes. It is found that the change point data set contains a certain amount of information about impending price changes. (Less)
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/7373719
- author
- Thorburn, Sebastian LU
- supervisor
- organization
- course
- NEKM01 20151
- year
- 2015
- type
- H1 - Master's Degree (One Year)
- subject
- keywords
- Change point detection, high frequency finance, limit order book, market microstructure, econometrics
- language
- English
- id
- 7373719
- date added to LUP
- 2015-06-30 11:15:49
- date last changed
- 2015-06-30 11:15:49
@misc{7373719, abstract = {{The main purpose of this thesis is to propose a method for using a change point detection algorithm to forecast short term limit order book price changes. The idea is to test whether a significant change of the shape of the limit order book contains any information about impending changes to mid market. Using a data set consisting of all the changes of the limit order book throughout the trading day, a change point detection algorithm is used to detect what is deemed to be significant changes of the shape of the limit order book. A measurement of the limit order imbalance is constructed as a proxy for the shape of the order book which then is used as input signal to the change point detection algorithm. A new data set is created based on the detected change points and a regression is run based on these to forecast price changes. It is found that the change point data set contains a certain amount of information about impending price changes.}}, author = {{Thorburn, Sebastian}}, language = {{eng}}, note = {{Student Paper}}, title = {{Forecasting limit order book price changes using change point detection}}, year = {{2015}}, }