A Variational Beam Model for Failure of Cellular and Truss‐Based Architected Materials
Herein, a versatile and efficient beam modeling framework is developed to predict the nonlinear response and failure of cellular, truss‐based, and woven architected materials. It enables the exploration of their design space and the optimization of their mechanical behavior in the nonlinear regime. A variational formulation of a beam model is presented
Konstantinos Karapiperis+3 more
wiley +1 more source
Problems and prospects of algorithmic trade in financial markets
The use of algorithms in trading (algorithmic trading) is the trend of recent decades, which has largely changed the market. As part of the research, the fundamentals of algorithmic trading, it’s possible application during exchange trading, were ...
B. V. Batiuk
doaj +1 more source
Additional Limit Conditions for Breakout Trading Strategies [PDF]
One of the most popular trading methods used in financial markets is the Turtle strategy. Long time passed since the middle of 1983 when Richard Dennis and Bill Eckhardt disputed about whether great traders were born or made.
Cristian PAUNA
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A Hybrid Artificial Intelligence Approach to Portfolio Management [PDF]
The tremendous advances in artificial intelligence over the past decade have led to their increasing use in financial markets. In recent years a large number of investment companies and hedge funds have been implementing algorithmic and automated trading
Hamidreza Haddadian+2 more
doaj +1 more source
Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [PDF]
Objective: Paired trading is among the most well-known and oldest algorithmic trading systems. The efficiency and profitability of this system have been demonstrated in many studies conducted so far in financial markets.
Saeid Fallahpour, Hasan Hakimian
doaj +1 more source
The Quality Trading Coefficient. General Formula to Qualify a Trade and a Trading Methodology [PDF]
Trading the financial markets is a wide activity nowadays. There are several indicators to measure this activity. The drawdown, the profit factor and the trading efficiency are some of them.
Cristian PAUNA
doaj +1 more source
Algorithmic Finance and (Limits to) Governmentality: On Foucault and High-Frequency Trading
In this essay I discuss algorithmic finance, specifically the use of fully automated trading, including high-frequency trading, in the light of Michel Foucault's notion of governmentality.
Christian Borch
doaj +2 more sources
New frontiers in financial markets: from machine learning to algorithmic trading [PDF]
Fintech, Distristributed Ledgers Tecnology (DLT), blockchain, machine learning, algorithmic trading and High Frequency Trading (HFT), are among the most disruptive digital innovations that are transforming the structure of any industrial sector ...
Valentina Lagasio
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Does Algorithmic Trading Improve Liquidity? [PDF]
ABSTRACTAlgorithmic trading (AT) has increased sharply over the past decade. Does it improve market quality, and should it be encouraged? We provide the first analysis of this question. The New York Stock Exchange automated quote dissemination in 2003, and we use this change in market structure that increases AT as an exogenous instrument to measure ...
Hendershott, Terrence+2 more
openaire +5 more sources
Algorithmic Trading at Bucharest Stock Exchange [PDF]
Very conservative estimates indicate that over 40% of transactions on the stock exchanges in the United States are based on automatically generated orders. Such systems are designed to do algorithmic trading on the basis of a predefined set of rules that
Adrian Victor SĂNDIŢĂ
doaj