Results 11 to 20 of about 3,901 (232)
A deep learning algorithm for optimal investment strategies
, 2021 This paper treats the Merton problem how to invest in safe assets and risky assets to maximize an investor's utility, given by investment opportunities modeled by a $d$-dimensional state process. The problem is represented by a partial differential equation with optimizing term: the Hamilton-Jacobi-Bellman equation. The main purpose of this paper is to
Gim, Daeyung, Park, Hyungbin
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Social signals and algorithmic trading of Bitcoin [PDF]
Royal Society Open Science, 2015 The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial.
David Garcia, Frank Schweitzer
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Data-driven strategies for optimal bicycle network growth [PDF]
Royal Society Open Science, 2020 Urban transportation networks, from pavements and bicycle paths to streets and railways, provide the backbone for movement and socioeconomic life in cities.
Luis Guillermo Natera Orozco +3 more
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Multi-Feature Supervised Reinforcement Learning for Stock Trading
IEEE Access, 2023 Deep reinforcement learning (DRL) algorithm is often used to find the best trading strategy in algorithmic trading. However, the classical DRL model is difficult to achieve rapid convergence, and the features extracted from the market data are relatively
Kui Fu, Yidong Yu, Bing Li
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AI-empowered financial stock: A survey [PDF]
AIP AdvancesIn recent years, artificial intelligence (AI) technology has profoundly reshaped the financial stock sector, driving the intelligent transformation of quantitative trading, risk assessment, and investment decision-making.
Wenjun Qi, Xiangwen Xue, Xinmin Tian
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Optimization of Cryptocurrency Algorithmic Trading Strategies Using the Decomposition Approach
Big Data and Cognitive Computing, 2023 A cryptocurrency is a non-centralized form of money that facilitates financial transactions using cryptographic processes. It can be thought of as a virtual currency or a payment mechanism for sending and receiving money online.
Sherin M. Omran +2 more
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IEEE Access, 2023 Predicting the price and trends of financial instruments is a major challenge in the financial industry, impacting investment decision-making efficiency for various stakeholders.
Mauricio Argotty-Erazo +5 more
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Evaluating machine learning models for predictive accuracy in cryptocurrency price forecasting [PDF]
PeerJ Computer ScienceOur research investigates the predictive performance and robustness of machine learning classification models and technical indicators for algorithmic trading in the volatile cryptocurrency market.
Shavez Mushtaq Qureshi +6 more
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Robust Portfolio Optimization using LSTM-based Stock and Cryptocurrency Price Prediction: An Application of Algorithmic Trading Strategies [PDF]
Iranian Journal of Accounting, Auditing & FinanceAlgorithmic trading (AT) has become widely used recently because of its high speed and accuracy in implementing diverse and complex strategies. Using algorithms also allows traders to execute their trading strategies in a high volume and numerous ...
Mehrdad Heydarpour +3 more
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Stock Market Prediction Using Deep Reinforcement Learning
Applied System Innovation, 2023 Stock value prediction and trading, a captivating and complex research domain, continues to draw heightened attention. Ensuring profitable returns in stock market investments demands precise and timely decision-making.
Alamir Labib Awad +2 more
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