Results 111 to 120 of about 6,288,155 (355)
IEEE AccessThe majority of algorithmic trading studies rely on datasets with fixed physical time intervals, such as hourly or daily data, resulting in a discontinuous representation of time.
Xinpeng Long +2 more
doaj +1 more source
Trading Fragmentation Methodology to Reduce the Capital Exposure with Algorithmic Trading [PDF]
Database Systems Journal, 2019 This paper presents a practical methodology to reduce the capital exposure by early exits from the financial markets using algorithmic trading. The method called trading fragmentation uses several automated trading software applied on more unrelated ...
Cristian PAUNA
doaj
Algorithmic and high-frequency trading in Borsa Istanbul
Borsa Istanbul Review, 2016 This paper investigates the levels of algorithmic trading (AT) and high-frequency trading (HFT) in an emerging market, Borsa Istanbul (BIST), utilizing a dataset of 354 trading days between January 2013 and May 2014.
Oguz Ersan, Cumhur Ekinci
doaj +1 more source
Impediment in Adaptation of Algorithm Trading: A Case of Frontier Stock Exchange
, 2023 Uroosa Rahat +3 more
openalex +2 more sources
Controlling risk in a lightning-speed trading environment [PDF]
A small group of high-frequency algorithmic trading firms have invested heavily in technology to leverage the nexus of high-speed communications, mathematical advances, trading and high-speed computing.
Carol L. Clark
core
The Rise of Computerized High Frequency Trading: Use and Controversy [PDF]
, 2010 Over the last decade, there has been a dramatic shift in how securities are traded in the capital markets. Utilizing supercomputers and complex algorithms that pick up on breaking news, company/stock/economic information and price and volume movements ...
McGowan, Michael J.
core +1 more source
Deep Robust Reinforcement Learning for Practical Algorithmic Trading
IEEE Access, 2019 In algorithmic trading, feature extraction and trading strategy design are two prominent challenges to acquire long-term profits. However, the previously proposed methods rely heavily on domain knowledge to extract handcrafted features and lack an ...
Yang Li, Wanshan Zheng, Zibin Zheng
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.A machine learning and simulation‐guided strategy is demonstrated for gentle, non‐sonication dispersion of carbon nanotubes, preserving structural integrity and performance. This approach enables transparent conductive films with low sheet resistance, high transmittance, and sub‐20 µm printability.
Ying Zhou +7 more
wiley +1 more source
Confimizer: A Novel Algorithm to Optimize Cloud Resource by Confidentiality-Cost Trade-Off Using BiLSTM Network [PDF]
, 2023 Sandesh Achar +3 more
openalex +1 more source
Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi stock market [PDF]
, 2010 We empirically examine the price impact of block trades, in the Saudi Stock Market over the time period of 2005-2008. Using a unique dataset of intraday data consisting of 2.3 million block buys and 1.9 million block sales, we find an asymmetry in the ...
Alzahranai, AA +3 more
core