Extreme Returns: The Case of Currencies [PDF]
This paper investigates how active price-contingent trading contributes to extreme returns even in the absence of news. Price-contingent trading, which is common across financial markets, includes algorithmic trading, technical trading, and dynamic ...
Carol Osler, Tanseli Savaser
core
, 2012 Finance has benefited from the Wolfram's NKS approach but it can and will benefit even more in the future, and the gains from the influence may actually be concentrated among practitioners who unintentionally employ those principles as a group.Comment ...
H. Zenil +7 more
core +1 more source
Solving a stochastic time-cost-quality trade-off problem by meta-heuristic optimization algorithms [PDF]
, 2022 Mohammad Owais Mohammadi +2 more
openalex +1 more source
Active Learning‐Accelerated Discovery of Fibrous Hydrogels with Tissue‐Mimetic Viscoelasticity
Advanced Functional Materials, EarlyView.Active learning accelerates the design of fibrous hydrogels that mimic the viscoelasticity of native tissues. By integrating multi‐objective optimization and closed‐loop experimentation, this approach efficiently identifies optimal formulations from thousands of possibilities and decouples elasticity and viscosity. The resulting hydrogels offer tunable
Zhengkun Chen +11 more
wiley +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
Optimal Portfolio Liquidation for CARA Investors [PDF]
We consider the finite-time optimal portfolio liquidation problem for a von Neumann-Morgenstern investor with constant absolute risk aversion (CARA).
Schied, Alexander, Schöneborn, Torsten
core +1 more source
Algorithmic Trading Using Artificial Neural Networks [PDF]
, 2016 Forex je dnes největším trhem na světě. Díky vysoké likviditě je vhodným kandidátem pro intradenní obchodování na základě jisté obchodní strategie založené na technické a fundamentální analýze.
Červíček, Karel
core
Performance‐traffic‐trade‐off of two novel hard decision and two soft decision fusion periodogram‐based algorithms for cooperative spectrum sensing under unreliable reporting channel [PDF]
, 2020 Lucas dos Santos Costa +1 more
openalex +1 more source
Profit Allocation Problem and Algorithm of Network Freight Platform under Carbon Trading Background [PDF]
, 2022 Changbing Jiang +4 more
openalex +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