statistical inference, and the simulation uses the Hamiltonian Monte Carlo (HMC) algorithm of Markov Chain Monte Carlo (MCMC) to …

-daily periodicity and volume asymmetry. Moreover, we introduce a loss functions for the evaluation of proportions forecasts which …

-known framework of PDE used for those financial assets, is not suitable to express Bitcoin's dynamics. In this article, an algorithm …

. It is a bedrock assumption in theory that securities prices reveal how effectively public companies utilize capital. This …

economy.Theory and regulation have failed to keep pace with markets where traders rely on pre-programmed algorithms to execute … fully control the operation of the algorithm. Algorithms can execute many thousands of trades in milliseconds, crunching … for a trader to fully predict how an algorithm might behave ex ante and near-impossible for her to track and control its …

technique—Antlion Algorithm (ALO). ALO mimics the hunting mechanism of antlions in nature and can be used as an optimization … results obtained using ALO have been compared with those obtained using conventional Genetic Algorithm (GA) and it has been …