Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Permutation approach, high frequency trading and variety of micro
  patterns in financial time series   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.

11
The categories of this paper are: hep-lat
18
The categories of this paper are: econ
5
The categories of this paper are: gr-qc
9
The categories of this paper are: nlin
8
The categories of this paper are: hep-ex
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
32
The categories of this paper are: atom-ph
35
The categories of this paper are: mtrl-th
36
The categories of this paper are: cmp-lg
23
The categories of this paper are: solv-int
14
The categories of this paper are: math-ph
21
The categories of this paper are: adap-org
25
The categories of this paper are: patt-sol
13
The categories of this paper are: quant-ph
22
The categories of this paper are: chao-dyn