Results 131 to 140 of about 6,288,155 (355)

Application of a Switched PIDD Type Control Strategy to the Model-Free Algorithmic Trading

, 2022
Vadim Azhmyakov, Ilya Shirokov, Luz Adriana Guzman Trujillo   +2 more
openalex   +1 more source

TradAO: A Visual Analytics System for Trading Algorithm Optimization [PDF]

, 2020
Ka Wing Tsang, Haotian Li, Fuk Ming Lam, Yifan Mu, Yong Wang, Huamin Qu   +5 more
openalex   +1 more source

Impersonal efficiency and the dangers of a fully automated securities exchange [PDF]

, 2010
This report identifies impersonal efficiency as a driver of market automation during the past four decades, and speculates about the future problems it might pose.
Beunza, Daniel, MacKenzie, Donald, Millo, Yuval, Pardo-Guerra, Juan Pablo   +3 more
core  

Informational Substitutes

, 2017
We propose definitions of substitutes and complements for pieces of information ("signals") in the context of a decision or optimization problem, with game-theoretic and algorithmic applications.
Chen, Yiling, Waggoner, Bo
core   +1 more source

Effects of COVID-Induced Public Anxiety on European Stock Markets: Evidence From a Fear-Based Algorithmic Trading System. [PDF]

Front Psychol, 2021
Sun Y, Li H, Cao Y.
europepmc   +1 more source

OPTIMIZING THE TIME-COST-QUALITY TRADE-OFF PROBLEM BY CONSIDERING RISK AND EFFICIENCY FROM THE POINT OF VIEW OF THE WEED OPTIMIZATION ALGORITHM

, 2022
REZA SHADAB, Mohammadreza Shahriari, Ghanbar Abbaspour Esfeden, Farhad Hosseinzadeh Lotfı   +3 more
openalex   +1 more source

Optimal algorithmic trading and market microstructure [PDF]

The efficient frontier is a core concept in Modern Portfolio Theory. Based on this idea, we will construct optimal trading curves for different types of portfolios.
Charles-Albert Lehalle, Mauricio Labadie
core  

Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model

, 2010
This paper develops a matrix-variate adaptive Markov chain Monte Carlo (MCMC) methodology for Bayesian Cointegrated Vector Auto Regressions (CVAR).
Kannan, Balakrishnan, Lasscock, Ben, Mellen, Chris, Peters, Gareth W.   +3 more
core   +1 more source

Kidney Organoids in Drug Development: Integrating Technological Advances and Standardization for Effective Implementation

Advanced Healthcare Materials, EarlyView.
This review examines how emerging enabling technologies enhance the physiological relevance, scalability, and reproducibility of kidney organoids, while advanced analytical approaches support model validation and deepen mechanistic insight into nephrotoxicity.
Helen Kearney, Silvia M. Mihăilă, Lorenzo Moroni, Carlos Mota   +3 more
wiley   +1 more source

Strategic Agent-Based Modeling of Financial Markets

RSF: The Russell Sage Foundation Journal of the Social Sciences, 2017
Understanding the implications of algorithmic trading calls for modeling financial markets at a level of fidelity that often precludes analytic solution.
Michael P. Wellman, Elaine Wah
doaj   +1 more source