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Automated finance : the assumptions and behavioral aspects of algorithmic trading
Kumiega, Andrew; Vliet, Benjamin Edward van - In: The journal of behavioral finance : a publication of … 13 (2012) 1, pp. 51-55
Persistent link: https://www.econbiz.de/10009559027
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Optimizing algorithmic strategies for trading Bitcoin
Cohen, Gil - In: Computational economics 57 (2021) 2, pp. 639-654
Persistent link: https://www.econbiz.de/10012486947
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Algorithmic Trading, Optimal Execution, and Dynamic Portfolios
Kolm, Petter N.; Maclin, Lee - In: The Oxford handbook of quantitative asset management. 2012
Persistent link: https://www.econbiz.de/10012882300
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Are cryptocurrencies cryptic or a source of arbitrage? : a genetic algorithm approach
Bewaji, Oluwasegun; Hamid, Sania; Aerts, Timothy; Byck, … - In: The journal of financial market infrastructures 11 (2023) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10014484591
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Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014308890
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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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The impact of high-frequency trading on financial markets
Scholtus, Martin L. - 2014
Persistent link: https://www.econbiz.de/10010249737
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Analysis of stochastic technical trading algorithms
Höchstötter, Markus; Safarian, Mher M.; Krumetsadik, Anna - 2016
We apply the well-known CUSUM, the Girshick-Rubin, the Graversen-Peskir- Shiryaev and an improved alteration of the Brodsky-Darkovsky algorithm as trading strategies involving only mutually exclusive long positions in cash and the DAX at Xetra intraday auction prices. We select optimal pairs of...
Persistent link: https://www.econbiz.de/10011483715
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Front-running scalping strategies and market manipulation : why does high-frequency trading need stricter regulation?
Manahov, Viktor - In: The financial review : the official publication of the … 51 (2016) 3, pp. 363-402
Persistent link: https://www.econbiz.de/10011550911
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Algorithmic Trading for Online Portfolio Selection Under Limited Market Liquidity
Ha, Youngmin - 2020
portfolio selection algorithm rebalances a portfolio. It considers real-time data of limit order books and splits a very large …
Persistent link: https://www.econbiz.de/10012852180