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An Introduction to Algorithmic Finance, Algorithmic Trading and Blockchain
Chakravarty, Satya - 2020
areas of computational finance, namely, option pricing, algorithmic trading and blockchain. This will provide a basic …Cover -- An Introduction to Algorithmic Finance, Algorithmic Trading and Blockchain -- An Introduction to Algorithmic … Finance, Algorithmic Trading and Blockchain -- Copyright -- Dedication -- Contents -- Preface -- I - Derivatives, Options and …
Persistent link: https://www.econbiz.de/10012692145
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A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013473692
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Algorithmic trading in turbulent markets
Flatley, Robert - In: The journal of trading 3 (2008) 4, pp. 7-13
Persistent link: https://www.econbiz.de/10003777821
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Algorithmic and high-frequency trading
Cartea, Álvaro; Jaimungal, Sebastian; Penalva, José - 2015
Persistent link: https://www.econbiz.de/10011309784
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Algorithmic trading with learning
Cartea, Álvaro; Jaimungal, Sebastian; Kinzebulatov, Damir - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
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Analysis of stochastic technical trading algorithms
Höchstötter, Markus; Safarian, Mher M.; Krumetsadik, Anna - 2016
Brodsky-Darkovsky algorithm as trading strategies involving only mutually exclusive long positions in cash and the DAX at …
Persistent link: https://www.econbiz.de/10011483715
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Modelling optimal execution strategies for algorithmic trading
Damian, Virgil - In: Theoretical and applied economics : GAER review 22 (2015) 4, pp. 99-104
Persistent link: https://www.econbiz.de/10011559331
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An empirical analysis of order dynamics in a high-frequency trading environment
Breuer, Arne - 2013
Persistent link: https://www.econbiz.de/10009685749
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Trading in financial markets with online algorithms
Mohr, Esther; Schmidt, Günter - In: Operations research proceedings 2008 : selected papers …, (pp. 33-38). 2009
Persistent link: https://www.econbiz.de/10003840605
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Algorithmic Trading of Portfolios
Park, Sanghyun - 2017
We develop a portfolio trading strategy that aims to achieve optimal performance against arrival prices by minimizing market impact and risk. We first lay the groundwork by formulating a single-security trading strategy and then generalize the framework to the portfolio trading context....
Persistent link: https://www.econbiz.de/10012963719