<s>
Financial	B-Algorithm
signal	I-Algorithm
processing	I-Algorithm
is	O
a	O
branch	O
of	O
signal	O
processing	O
technologies	O
which	O
applies	O
to	O
signals	O
within	O
financial	O
markets	O
.	O
</s>
<s>
The	O
modern	O
start	O
of	O
financial	B-Algorithm
signal	I-Algorithm
processing	I-Algorithm
is	O
often	O
credited	O
to	O
Claude	O
Shannon	O
.	O
</s>
<s>
He	O
discovered	O
the	O
capacity	O
of	O
a	O
communication	O
channel	O
by	O
analyzing	O
entropy	B-Algorithm
of	O
information	O
.	O
</s>
<s>
For	O
a	O
long	O
time	O
,	O
financial	B-Algorithm
signal	I-Algorithm
processing	I-Algorithm
technologies	O
have	O
been	O
used	O
by	O
different	O
hedge	O
funds	O
,	O
such	O
as	O
Jim	O
Simon	O
's	O
Renaissance	O
Technologies	O
.	O
</s>
<s>
Torun	O
published	O
the	O
book	O
in	O
financial	B-Algorithm
signal	I-Algorithm
processing	I-Algorithm
entitled	O
A	O
Primer	O
for	O
Financial	O
Engineering	O
:	O
Financial	B-Algorithm
Signal	I-Algorithm
Processing	I-Algorithm
and	O
Electronic	O
Trading	O
.	O
</s>
<s>
An	O
edited	O
volume	O
on	O
the	O
subject	O
with	O
the	O
title	O
Financial	B-Algorithm
Signal	I-Algorithm
Processing	I-Algorithm
and	O
Machine	O
Learning	O
was	O
also	O
published	O
.	O
</s>
<s>
The	O
first	O
IEEE	O
International	O
Conference	O
on	O
Acoustics	O
,	O
Speech	O
,	O
and	O
Signal	O
Processing	O
session	O
on	O
Financial	B-Algorithm
Signal	I-Algorithm
Processing	I-Algorithm
was	O
organized	O
at	O
ICASSP	O
2011	O
in	O
Prague	O
,	O
Czech	O
Republic	O
.	O
</s>
<s>
There	O
were	O
two	O
special	O
issues	O
of	O
IEEE	O
Journal	O
of	O
Selected	O
Topics	O
in	O
Signal	O
Processing	O
published	O
on	O
Signal	O
Processing	O
Methods	O
in	O
Finance	O
and	O
Electronic	O
Trading	O
in	O
2012	O
,	O
and	O
on	O
Financial	B-Algorithm
Signal	I-Algorithm
Processing	I-Algorithm
and	O
Machine	O
Learning	O
for	O
Electronic	O
Trading	O
in	O
2016	O
in	O
addition	O
to	O
the	O
special	O
section	O
on	O
Signal	O
Processing	O
for	O
Financial	O
Applications	O
in	O
IEEE	O
Signal	O
Processing	O
Magazine	O
appeared	O
in	O
2011	O
.	O
</s>
<s>
Recently	O
,	O
a	O
new	O
research	O
group	O
in	O
Imperial	O
College	O
London	O
has	O
been	O
formed	O
which	O
focuses	O
on	O
Financial	B-Algorithm
Signal	I-Algorithm
Processing	I-Algorithm
as	O
part	O
of	O
the	O
Communication	O
and	O
Signal	O
Processing	O
Group	O
of	O
the	O
Electrical	O
and	O
Electronic	O
Engineering	O
department	O
,	O
led	O
by	O
Anthony	O
G	O
.	O
Constantinides	O
.	O
</s>
<s>
Other	O
research	O
groups	O
working	O
on	O
the	O
financial	B-Algorithm
signal	I-Algorithm
processing	I-Algorithm
include	O
the	O
Convex	O
Research	O
Group	O
of	O
Prof	O
.	O
Daniel	O
Palomar	O
and	O
the	O
Signal	O
Processing	O
and	O
Computational	O
Biology	O
Group	O
led	O
by	O
Prof	O
.	O
Matthew	O
R	O
.	O
McKay	O
at	O
the	O
Hong	O
Kong	O
University	O
of	O
Science	O
and	O
Technology	O
and	O
Stanford	O
University	O
Convex	O
Optimization	O
Group	O
led	O
by	O
Prof	O
.	O
Stephen	O
Boyd	O
at	O
the	O
Stanford	O
University	O
.	O
</s>
