Results 11 to 20 of about 4,815 (240)
Algorithmic Trading and Efficiency of the Stock Market in Poland [PDF]
, 2021 The aim of the article is to investigate the impact of algorithmic trading on the returns obtained in the context of market efficiency theory. The research hypothesis is that algorithmic trading can contribute to a better rate of return than when using ...
Jóźwicki, Rafał +5 more
core +1 more source
Gambler’s ruin problem and bi-directional grid constrained trading and investment strategies
, 2020 Bi-Directional Grid Constrained (BGC) trading strategies have never been studied academically until now, are relatively new in the world of financial markets and have the ability to out-perform many other trading algorithms in the short term but will ...
Taranto, Aldo, Khan, Shahjahan
core +1 more source
Changing Social Investment Strategies in the EU [PDF]
, 2022 This article attempts to identify social investment strategies across EU countries and explain their evolution over the period 2004-18, by using cluster analysis on expenditure and coverage variables and qualitative analysis on selected policy areas to ...
DI SALVO Mattia +3 more
core
Using algorithmic trading to analyze short term profitability of Bitcoin [PDF]
, 2021 Cryptocurrencies such as Bitcoin (BTC) have seen a surge in value in the recent past and appeared as a useful investment opportunity for traders. However, their short term profitability using algorithmic trading strategies remains unanswered.
Alqarni, Mohammed A. +9 more
core +2 more sources
Optimization of investment strategies through machine learning
, 2023 The main objective of this research is to develop a sustainable stock quantitative investing model based on Machine Learning and Economic Value-Added techniques for optimizing investment strategies.
Jiaqi Li +4 more
core +1 more source
Robo-advisors and investment intention: A perspective of value-based adoption
, 2023 International audienceFinancial robo-advisors have been widely used to assist individuals in their investment decisions, making it important to reduce uncertainties in the assistance process.
Hong, Xianpei +7 more
core +1 more source
Algorithmic trading and investment-to-price sensitivity
, 2022 Does the increased prevalence of algorithmic trading (AT) produce real economic effects? We find that AT contributes to managerial learning by fostering the production of new information and thereby increases firms' investment-to-price sensitivity.
Rzayev, Khaladdin +2 more
core
LSTM-Based Deep Model for Investment Portfolio Assessment and Analysis
, 2022 In recent years, within the scope of financial quantification, quantitative investment models that support human-oriented algorithms have been proposed. These models attempt to characterize fiat-delayed series through intelligent acquaintance methods to ...
Yang, Haohua, Haohua Yang
core +1 more source
, 2023 This paper investigates the issue of an adequate loss function in the optimization of machine learning models used in the forecasting of financial time series for the purpose of algorithmic investment strategies (AIS) construction.
Michańków, Jakub +2 more
core
, 2021 Trading in modern capital markets is currently dominated by algorithms and concerns over the impact of algorithmic trading on market quality have led a number of jurisdictions to regulate this new type of trading.
Natividade Martins Pereira, Maria Clara
core +1 more source