Results 81 to 90 of about 6,288,155 (355)
Cartesian genetic programming for trading: a preliminary investigation [PDF]
, 2012 In this paper, a preliminary investigation of Cartesian Genetic Programming (CGP) for algorithmic intraday trading is conducted. CGP is a recent new variant of genetic programming that differs from traditional approaches in a number of ways, including ...
Mayo, Michael
core +1 more source
Advanced Functional Materials, EarlyView.This study introduces a novel multi‐scale scaffold design using L‐fractals arranged in Archimedean tessellations for tissue regeneration. Despite similar porosity, tiles display vastly different tensile responses (1–100 MPa) and deformation modes. In vitro experiments with hMSCs show geometry‐dependent growth and activity. Over 55 000 tile combinations
Maria Kalogeropoulou +4 more
wiley +1 more source
How can Multi-Agents AI Systems help Reduce Biases in Trading Algorithms? [PDF]
Revista de Management Comparat InternationalAlgorithmic trading is now the most common form of trading in financial markets, and it has been estimated that it accounts for 60-75% of the total trading volume in major markets.
Florin GROSU
doaj +1 more source
ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS
International Journal of Theoretical and Applied Finance, 2015 We assume that the drift in the returns of asset prices consists of an idiosyncratic component and a common component given by a co-integration factor. We analyze the optimal investment strategy for an agent who maximizes expected utility of wealth by dynamically trading in these assets.
Cartea, A, Jaimungal, S
openaire +3 more sources
Bubbles in hybrid markets: How expectations about algorithmic trading affect human trading [PDF]
, 2015 Bubbles are omnipresent in lab experiments with asset markets. But these experiments were (mostly) conducted in environments with only human traders. Today markets are substantially determined by algorithmic traders.
Farjam, Mike, Kirchkamp, Oliver
core +2 more sources
Modelling Asset Prices for Algorithmic and High-Frequency Trading [PDF]
, 2013 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, Á, Jaimungal, S
core +1 more source
Advanced Functional Materials, EarlyView.A scalable one‐step copolymerization strategy is developed to produce low‐cost microporous ion exchange membranes that boost both the efficiency and lifespan of flow batteries. When combined with organic electrolytes in aqueous systems, these membranes enable safe and cheap flow battery energy storage, supporting the widespread integration of renewable
Jiaye Liu +7 more
wiley +1 more source
Systematic Review on Algorithmic Trading
Acta Informatica PragensiaBackground: Algorithmic trading systems (ATS) are defined by the use of computational algorithms for automating financial transactions. They have become a critical part of modern financial markets because of their efficiency and ability to carry out ...
David Jukl, Jan Lansky
doaj +1 more source
A Stock Trading Algorithm Model Proposal, based on Technical Indicators Signals [PDF]
Informatică economică, 2011 The algorithmic stock trading has developed exponentially in the past years, while the automatism of the technical analysis was the main research are for implementing the algorithms.
Darie MOLDOVAN +2 more
doaj
Advanced Functional Materials, EarlyView.A frequency‐tunable ferroelectric synaptic transistor based on a buried‐gate InGaZnO channel and Al2O3/HfO2 dielectric stack exhibits linear and reversible weight updates using single‐polarity pulses. By switching between ferroelectric and trap‐assisted modes depending on input frequency, the device simplifies neuromorphic circuit design and achieves ...
Ojun Kwon +8 more
wiley +1 more source