Results 41 to 50 of about 308,405 (309)
High-Frequency Direction Forecasting of the Futures Market Using a Machine-Learning-Based Method
Future Internet, 2022 Futures price-movement-direction forecasting has always been a significant and challenging subject in the financial market. In this paper, we propose a combination approach that integrates the XGBoost (eXtreme Gradient Boosting), SMOTE (Synthetic ...
Shangkun Deng +4 more
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High-Frequency Trading with Machine Learning Algorithms and Limit Order Book Data
Data Science in Finance and Economics, 2022 In this paper, we examine the usefulness of machine learning methods such as support vector machines, random forests and bagging for the extraction of information from the limit order book that can be used for intraday trading. For our empirical analysis,
Manveer Kaur Mangat +3 more
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High-Frequency Trading Competition [PDF]
Journal of Financial and Quantitative Analysis, 2018 Theory on high-frequency traders (HFTs) predicts that market liquidity for a security decreases in the number of HFTs trading the security. We test this prediction by studying a new Canadian stock exchange, Alpha, that experienced the entry of 11 HFTs over 4 years. We find that bid–ask spreads on Alpha converge to those at the Toronto Stock Exchange as
Jonathan Brogaard, Corey Garriott
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Entropy, 2021 This is an informal and sketchy review of five topical, somewhat unrelated subjects in quantitative finance and econophysics: (i) models of price changes; (ii) linear correlations and random matrix theory; (iii) non-linear dependence copulas; (iv) high ...
Jean-Philippe Bouchaud
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Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Chronic kidney disease is a growing public health problem worldwide, and the number of patients requiring renal replacement therapy is steadily increasing. Türkiye has experienced a similar rise in both the incidence and prevalence of renal replacement therapy over the past decades; however, national‐level projections of future ...
Arzu Akgül +2 more
wiley +1 more source
Mapping the evolution of mitochondrial complex I through structural variation
FEBS Letters, EarlyView.Respiratory complex I (CI) is crucial for bioenergetic metabolism in many prokaryotes and eukaryotes. It is composed of a conserved set of core subunits and additional accessory subunits that vary depending on the organism. Here, we categorize CI subunits from available structures to map the evolution of CI across eukaryotes. Respiratory complex I (CI)
Dong‐Woo Shin +2 more
wiley +1 more source
Cryptocurrency Futures Portfolio Trading System Using Reinforcement Learning
Applied SciencesThis paper proposes a cryptocurrency portfolio trading system (CPTS) that optimizes trading performance in the cryptocurrency futures market by leveraging reinforcement learning and timeframe analysis.
Jae Heon Chun, Suk Jun Lee
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Market Making With Signals Through Deep Reinforcement Learning
IEEE Access, 2021 Deep reinforcement learning has recently been successfully applied to a plethora of diverse and difficult sequential decision-making tasks, ranging from the Atari games to robotic motion control.
Bruno Gasperov, Zvonko Kostanjcar
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FEBS Letters, EarlyView.This perspective highlights emerging insights into how the circadian transcription factor CLOCK:BMAL1 regulates chromatin architecture, cooperates with other transcription factors, and coordinates enhancer dynamics. We propose an updated framework for how circadian transcription factors operate within dynamic and multifactorial chromatin landscapes ...
Xinyu Y. Nie, Jerome S. Menet
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Grid Trading System Robot (GTSbot): A Novel Mathematical Algorithm for Trading FX Market
Applied Sciences, 2019 Grid algorithmic trading has become quite popular among traders because it shows several advantages with respect to similar approaches. Basically, a grid trading strategy is a method that seeks to make profit on the market movements of the underlying ...
Francesco Rundo +3 more
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