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ACM Transactions on Computation TheoryUnderstanding and mitigating systemic risk is an important ongoing challenge in financial networks. We study an approach to rescue a bank in distress based on the idea of claims trading , a notion defined in Chapter 11 of the U.S. Bankruptcy Code.
Martin Hoefer +2 more
openaire +6 more sources
New frontiers in financial markets: from machine learning to algorithmic trading [PDF]
Risk Management Magazine, 2019 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
doaj +1 more source
Does Algorithmic Trading Improve Liquidity? [PDF]
The Journal of Finance, 2011 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 +3 more sources
Modern trends of electronic trading by negotiable financial instruments
Vìsnik Žitomirsʹkogo Deržavnogo Tehnologìčnogo Unìversitetu: Ekonomìčnì Nauki, 2018 International negotiable financial instrument markets have a high level of electronic trading. It is displayed using the consolidated limit order book, the widening the range of trading orders, smart order routing, high speed access to the market on the ...
I.Kravchuk
doaj +1 more source
Molecular Oncology, EarlyView.Single‐cell multi‐omics reveals epigenetic heterogeneity across therapy‐adaptive tumor states, including quiescent/dormant, drug‐tolerant persister, and EMT‐like phenotypes. By linking regulatory features with state‐associated biomarkers, these approaches inform biomarker‐guided therapeutic strategies for evolving tumors.
Hee Jung Kim +3 more
wiley +1 more source
Assessing the impact of algorithmic trading on markets: a simulation approach [PDF]
, 2008 Innovative automated execution strategies like Algorithmic Trading gain significant market share on electronic market venues worldwide, although their impact on market outcome has not been investigated in depth yet.
Gsell, Markus
core
FEBS Open Bio, EarlyView.Evolutionary analysis across 32 placental mammals identified positive selection at residues H148 and W149 in the immune receptor FcγR1. Ancestral reconstruction combined with molecular dynamics simulations reveals how these mutations may influence receptor structure and dynamics, providing insight into the evolution of antibody recognition and immune ...
David A. Young +7 more
wiley +1 more source
Algorithmic trading engines versus human traders – do they behave different in securities markets? [PDF]
, 2009 After exchanges and alternative trading venues have introduced electronic execution mechanisms worldwide, the focus of the securities trading industry shifted to the use of fully electronic trading engines by banks, brokers and their institutional ...
Gomber, Peter, Gsell, Markus
core
R-DDQN: Optimizing Algorithmic Trading Strategies Using a Reward Network in a Double DQN
MathematicsAlgorithmic trading is playing an increasingly important role in the financial market, achieving more efficient trading strategies by replacing human decision-making.
Chujin Zhou +3 more
doaj +1 more source
The Features of Building a Portfolio of Trading Strategies Using the SAS OPTMODEL Procedure
Computation, 2021 The article describes the original information technology of the algorithmic trading, designed to solve the problem of forming the optimal portfolio of trade strategies.
Oleksandr Terentiev +4 more
doaj +1 more source