Results 31 to 40 of about 9,321,197 (330)
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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An intelligent financial portfolio trading strategy using deep Q-learning [PDF]
Expert systems with applications, 2019 Portfolio traders strive to identify dynamic portfolio allocation schemes so that their total budgets are efficiently allocated through the investment horizon.
Hyungju Park, M. Sim, D. Choi
semanticscholar +1 more source
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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Designing short term trading systems with artificial neural networks [PDF]
, 2009 There is a long established history of applying Artificial Neural Networks (ANNs) to financial data sets. In this paper, the authors demonstrate the use of this methodology to develop a financially viable, short-term trading system. When developing short-
A. Elder +3 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
doaj +1 more source
Deep reinforcement learning for automated stock trading: an ensemble strategy [PDF]
International Conference on AI in Finance, 2020 Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose an ensemble strategy that employs deep reinforcement schemes to learn
Hongyang Yang +3 more
semanticscholar +1 more source
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
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
doaj +1 more source
IEEE Access, 2020 The traditional energy system has the disadvantages of high energy consumption and high emission. Through multiple energy networks interconnection and flexible energy conversion, the regional integrated energy system (RIES) can satisfy various energy ...
Bo Miao +6 more
semanticscholar +1 more source