Learning representation of stock traders and immediate price impacts
Year of publication: |
2021
|
---|---|
Authors: | Xie, Wen-Jie ; Li, Mu-Yao ; Zhou, Wei-Xing |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 48.2021, p. 1-12
|
Subject: | Machine learning | Network embedding | Price impact | Trading network | Börsenkurs | Share price | Theorie | Theory | Wertpapierhandel | Securities trading | Lernprozess | Learning process | Unternehmensnetzwerk | Business network | Künstliche Intelligenz | Artificial intelligence |
-
The search for time-series predictability-based anomalies
Ospina-Holguín, Javier Humberto, (2022)
-
Machine Learning in a Dynamic Limit Order Market
Philip, Richard, (2020)
-
Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En, (2022)
- More ...
-
Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
Xie, Wen-jie, (2014)
-
Identifying states of global financial market based on information flow network motifs
Xie, Wen-Jie, (2021)
-
Correlation structure and principal components in the global crude oil market
Dai, Yue-hua, (2016)
- More ...