Results 11 to 20 of about 28,871 (249)

Quantum Prisoner’s Dilemma and High Frequency Trading on the Quantum Cloud [PDF]

open access: yesFrontiers in Artificial Intelligence, 2021
High-frequency trading (HFT) offers an excellent use case and a potential killer application of the commercially available, first generation quasi-quantum computers. To this end, we offer here a simple game-theoretic model of HFT as the famous two player
Faisal Shah Khan, Ning Bao
doaj   +2 more sources

Improved PBFT algorithm for high-frequency trading scenarios of alliance blockchain [PDF]

open access: yesScientific Reports, 2022
With the continuous development of blockchain technology, the application scenarios of alliance blockchain are also increasing. The consensus algorithm can achieve distributed consensus among nodes in the network.
Song Tang   +4 more
doaj   +2 more sources

Correction: The adaptive market hypothesis and high frequency trading. [PDF]

open access: yesPLoS ONE
[This corrects the article DOI: 10.1371/journal.pone.0260724.].
Ke Meng, Shouhao Li
doaj   +2 more sources

Enhancing the pricing efficiency of financial assets with an optimized bayesian network based on efficient fusion. [PDF]

open access: yesPLoS ONE
To address the limitations of traditional pricing models regarding accuracy and adaptability in high-frequency trading, this study presents a Transformer-based Efficiently-Fused Optimized Bayesian Network (Trans-EFOBN) for financial asset pricing.
Qi Fu, Xiaotong Li
doaj   +2 more sources

High-Frequency Trading

open access: yesQuantitative Finance, 2015
A good place to start the review of High-Frequency Trading are the following two quotes, both from Prof.
François-Serge Lhabitant   +1 more
  +6 more sources

Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes

open access: yesEntropy, 2022
Flash crashes in financial markets have become increasingly important, attracting attention from financial regulators, market makers as well as from the media and the broader audience.
Jeremy D. Turiel, Tomaso Aste
doaj   +1 more source

A Decision Support System for Trading in Apple Futures Market Using Predictions Fusion

open access: yesIEEE Access, 2021
In the last decade, High-Frequency Trading (HFT) has become a popular issue in the futures market, which has attracted much attention from numerous researchers.
Shangkun Deng   +6 more
doaj   +1 more source

CONCEPTUAL APPROACHES TO HIGH-FREQUENCY TRADING IDENTIFICATION

open access: yesВестник Российского экономического университета имени Г. В. Плеханова, 2017
The article deals with the conceptual approaches to the High Frequency Trading identification in order to allocate set of features that enable to separate High Frequency Trading from other forms of exchange activities. At today's exchange trading HFT has
Ruslan R. Iskyandyarov
doaj   +1 more source

A comprehensive study on bid-ask spread and its determinants in India

open access: yesCogent Economics & Finance, 2021
Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets. Researchers have identified share price, traded volume, market–capitalization, return volatility, and number of trades as the prime ...
Aritra Pan, Arun Kumar Misra
doaj   +1 more source

High Frequency Trading: análise de retorno, volume e volatilidade

open access: yesFaces: Revista de Administração, 2018
O artigo tem o objetivo de analisar a relação entre a volatilidade dos preços e volume na bolsa de valores brasileira em momentos antes e pós-iniciação das estratégias HFT.
Alcides Carlos de Araújo   +1 more
doaj   +1 more source

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