Results 81 to 90 of about 37,135 (293)

Algorithmic Trading Using Double Deep Q-Networks and Sentiment Analysis

open access: yesInformation
In this work, we explore the application of deep reinforcement learning (DRL) to algorithmic trading. While algorithmic trading is focused on using computer algorithms to automate a predefined trading strategy, in this work, we train a Double Deep Q ...
Leon Tabaro   +6 more
doaj   +1 more source

Trading Fragmentation Methodology to Reduce the Capital Exposure with Algorithmic Trading [PDF]

open access: yesDatabase 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

open access: yesBorsa 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

From trading to technical trading, algorithmic trading and HFT trading

open access: yes, 2022
Let us go back a little bit and try to look at this phenomenon in the context of the current situation. Financial markets, particularly stock markets, stimulate buying and selling of financial instruments - contracts that give a right for a gradual withdrawal of funds. Different players can be involved in these markets at different times.
openaire   +1 more source

Liquidity cycles and make/take fees in electronic markets [PDF]

open access: yes
In this paper, the authors develop a dynamic model of trading with two specialized sides: traders posting quotes (“market makers”) and traders hitting quotes (“market takers”).
Foucault, Thierry   +2 more
core  

Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination [PDF]

open access: yes, 2019
Systematic trading strategies are algorithmic procedures that allocate assets aiming to optimize a certain performance criterion. To obtain an edge in a highly competitive environment, the analyst needs to proper fine-tune its strategy, or discover how ...
Firoozye, Nick   +2 more
core   +1 more source

Dispensing Volumetric Additive Manufacturing

open access: yesAdvanced Functional Materials, EarlyView.
Dispensing volumetric additive manufacturing (DVAM) prints 3D structures inside a photocurable resin droplet suspended from the tip of a glass pipette, enabling sequential printing without resin vats or manual part removal. Real‐time droplet profiling and ray‐tracing‐based correction compensate for optical distortion at the curved resin‐air interface ...
Hongryung Jeon   +5 more
wiley   +1 more source

An In-Depth Investigation of Genetic Programming Under Physical Time and Directional Change Frameworks for Algorithmic Trading

open access: yesIEEE Access
The 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

Modeling asset prices for algorithmic and high frequency trading. [PDF]

open access: yes
Algorithmic Trading (AT) and High Frequency (HF) trading, which are responsible for over 70% of US stocks trading volume, have greatly changed the microstructure dynamics of tick-by-tick stock data.
Cartea, Álvaro, Jaimungal, Sebastian
core  

Algorithmic Trading Using Artificial Neural Networks [PDF]

open access: yes, 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  

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