Results 11 to 20 of about 37,671 (266)
Reinforcement Learning for Stock Prediction and High-Frequency Trading With T+1 Rules
IEEE Access, 2023 The high-frequency trading framework for the price trend prediction model and trading strategy has been a popular approach for T+0 trading in the stock market.
Weipeng Zhang +4 more
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Oil market financialisation and Russian Government budget hedging
Стратегические решения и риск-менеджмент, 2018 Market financialisation radically changes the process of oil pricing and results in increase of price volatility. Normal contango situation in financial markets is favorable for government risk hedging.
V. V. Bushuev +2 more
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STRATEGI TRADING MATA UANG ASING (VALUTA ASING / FOREIGN EXCHANGE)
Journal of Management Small and Medium Enterprises (SME's), 2019 Regardless of the risks, Forex business is a profitable business instrument. Foreign currency exchange is a trade transaction of a country currency against other currencies (currency pair) that involves major financial markets in the world for 24 hours,
Anthon Mesakh +2 more
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Frontiers in Nutrition, 2022 IntroductionThe virtuality, concealment, uncertainty and complexity of online trading make the online food trading market have security risks, while the lack of information, information asymmetry and imperfect market system make the “lemon problem” in ...
Fang Su +5 more
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Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets
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
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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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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
openaire +2 more sources
Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [PDF]
تحقیقات مالی, 2019 Objective: Paired trading is among the most well-known and oldest algorithmic trading systems. The efficiency and profitability of this system have been demonstrated in many studies conducted so far in financial markets.
Saeid Fallahpour, Hasan Hakimian
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Profitabilitas Strategi Momentum di Bursa Efek Indonesia (Periode Januari 2003 – Desember 2007)
Jurnal Siasat Bisnis, 2008 Momentum trading strategy present challenges to the concept of efficient market theory. Many studies investigate the profitability of momentum trading strategy in international and domestic equity market and evidence has shown that this strategy could ...
B Yuliarto Nugroho
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A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach
Risks, 2019 This is Part III of a series of papers which focus on a general framework for portfolio theory. Here, we extend a general framework for portfolio theory in a one-period financial market as introduced in Part I [Maier-Paape and Zhu, Risks 2018, 6(2), 53 ...
Stanislaus Maier-Paape +2 more
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