Results 1 to 10 of about 7,740,856 (278)
An LSTM and GRU based trading strategy adapted to the Moroccan market. [PDF]
J Big Data, 2021 Forecasting stock prices is an extremely challenging job considering the high volatility and the number of variables that influence it (political, economical, social, etc.).
Touzani Y, Douzi K.
europepmc +2 more sources
Structural break-aware pairs trading strategy using deep reinforcement learning. [PDF]
J Supercomput, 2022 Pairs trading is an effective statistical arbitrage strategy considering the spread of paired stocks in a stable cointegration relationship. Nevertheless, rapid market changes may break the relationship (namely structural break), which further leads to ...
Lu JY +8 more
europepmc +2 more sources
Fundamental information in technical trading strategies [PDF]
SSRN Electronic Journal, 2009 Technical trading strategies assume that past changes in prices help predict future changes. This makes sense if the past price trend reflects fundamental information that has not yet been fully incorporated in the current price.
Boonenkamp, Ute +2 more
core +7 more sources
Intelligent Algorithmic Trading Strategy Using Reinforcement Learning and Directional Change
IEEE Access, 2021 Designing a profitable trading strategy plays a critical role in algorithmic trading, where the algorithm can manage and execute automated trading decisions.
Monira Essa Aloud, Nora Alkhamees
doaj +2 more sources
Efficient Trading Strategies [PDF]
SSRN Electronic Journal, 2005 In this paper, we point out the role of anticomonotonicity in the characterization of efficient contingent claims, and in the measure of inefficiency size of financial strategies. Two random variables are said to be anticomonotonic if they move in opposite directions.
Elyès Jouini, Vincent Porte
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Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets [PDF]
Frontiers in Artificial Intelligence, 2023 We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders.
Peer Nagy +4 more
doaj +2 more sources
IEEE Access, 2019 To determine an appropriate trading time for buying or selling stocks is always a difficult task. The common way to deal with it is using trading strategies formed by technical or fundamental indicators.
Chun-Hao Chen +3 more
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Intelligent Dynamic Backlash Agent: A Trading Strategy Based on the Directional Change Framework
Algorithms, 2018 The Directional Changes (DC) framework is an approach to summarize price movement in financial time series. Some studies have tried to develop trading strategies based on the DC framework.
Amer Bakhach +3 more
doaj +2 more sources
The price dynamics of common trading strategies [PDF]
Journal of Economic Behavior & Organization, 2002 29 pages, 12 ...
J. Doyne Farmer, Shareen Joshi
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No Arbitrage Conditions For Simple Trading Strategies [PDF]
arXiv, 2008 Strict local martingales may admit arbitrage opportunities with respect to the class of simple trading strategies. (Since there is no possibility of using doubling strategies in this framework, the losses are not assumed to be bounded from below.) We show that for a class of non-negative strict local martingales, the strong Markov property implies the ...
Erhan Bayraktar, Hasanjan Sayit
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