Results 41 to 50 of about 7,740,955 (377)
An Application of Deep Reinforcement Learning to Algorithmic Trading [PDF]
Expert Systems with Applications, Volume 173, 1 July 2021, 114632, 2020 This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in stock markets.
arxiv +1 more source
Constructing Equity Investment Strategies Using Analyst Reports and Regime Switching Models
Frontiers in Artificial Intelligence, 2022 This study demonstrates whether analysts' sentiments toward individual stocks are useful for stock investment strategies. This is achieved by using natural language processing to create a polarity index from textual information in analyst reports.
Rei Taguchi +4 more
doaj +1 more source
Trading strategies with copulas
Journal of Economic and Financial Sciences, 2013 A new approach is proposed to identify trading opportunities in the equity market by using the information contained in the bivariate dependence structure of two equities. The relationships between the equity pairs are modelled with bivariate copulas and the fitted copula structures are utilised to identify the trading opportunities.
Stander, Yolanda +2 more
openaire +4 more sources
The Pricing of ESG: Evidence From Overnight Return and Intraday Return
Frontiers in Environmental Science, 2022 By featuring the link of investor heterogeneity to the persistence of the overnight and intraday components of returns, we examine the ESG–overnight (intraday) alpha relation in the Chinese stock market.
Xiaoqun Liu +2 more
doaj +1 more source
Effectiveness of Stop-Loss Trading Strategy VS Buy-And-Hold Strategy [PDF]
Iranian Journal of Accounting, Auditing & Finance, 2023 The current research investigates the top 30 companies of the Tehran Stock Exchange from 2009 to 2021, looking at each quarter. In this study, the traditional stop-loss (SL1) and trailing stop-loss (SL2) methods were used to calculate the stop-loss and ...
Mohammad Amin Teimoori-Boghsani +2 more
doaj +1 more source
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
doaj +4 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
doaj +1 more source
Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks [PDF]
EPL,116 (2016) 28006, 2016 Traders in a stock market exchange stock shares and form a stock trading network. Trades at different positions of the stock trading network may contain different information. We construct stock trading networks based on the limit order book data and classify traders into $k$ classes using the $k$-shell decomposition method.
arxiv +1 more source
An Empirical Study of Machine Learning Algorithms for Stock Daily Trading Strategy
Mathematical Problems in Engineering, 2019 According to the forecast of stock price trends, investors trade stocks. In recent years, many researchers focus on adopting machine learning (ML) algorithms to predict stock price trends.
D. Lv +4 more
semanticscholar +1 more source
International Journal of Economics and Financial Issues, 2022 A hedging strategy is designed to increase the likelihood of desired financial outcomes. Market speculators hedge investment positions if they are worth protecting against potential negative outcomes of turbulent market conditions and effective hedging ...
L.J. Basson +2 more
doaj +1 more source