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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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A strategy for electricity buyers in futures markets [PDF]
E3S Web of Conferences, 2020 This paper presents an original trading strategy for electricity buyers in futures markets. The strategy applies a medium-term electricity price forecasting model to predict the monthly average spot price which is used to evaluate the Risk Premium for a ...
Monteiro Claudio +2 more
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Optimal execution strategy with an uncertain volume target [PDF]
, 2020 In the seminal paper on optimal execution of portfolio transactions, Almgren and Chriss (2001) define the optimal trading strategy to liquidate a fixed volume of a single security under price uncertainty.
Hauser, Raphael, Vaes, Julien
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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
Investment in High Frequency Trading Technology: A Real Options Approach [PDF]
, 2018 This paper derives an optimal timing strategy for a regular slow trader considering investing in a high-frequency trading (HFT) technology. The market is fragmented, and slow traders compete with fast traders for trade execution.
Delaney, L.
core +1 more source