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Malachov, Aleksej - 2005

Persistent link: https://www.econbiz.de/10003384565

Stock liquidation via stochastic approximation using NASDAQ daily and intra-day data

Yin, G.; Zhang, Q.; Liu, F.; Liu, R. H.; Cheng, Y. - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 217-236

Persistent link: https://www.econbiz.de/10003336876

Computation of the ex-post optimal strategy for the trading of a single financial asset

Brandouy, Olivier; Mathieu, Philippe; Veryzhenko, Iryna - In: Artificial economics : the generative method in …, (pp. 171-184). 2009

Persistent link: https://www.econbiz.de/10003889478

Neural network-based mean-variance-skewness model for portfolio selection

Yu, Lean; Wang, Shouyang; Lai, Kin Keung - In: Computers & operations research : and their … 35 (2008) 1, pp. 34-46

Persistent link: https://www.econbiz.de/10003665721

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

Modelling and trading the greek stock market with gene expression and genetic programing algorithms

Karatahansopoulos, Andreas; Sermpinis, Georgios; Laws, Jason - In: Journal of forecasting 33 (2014) 8, pp. 596-610

Persistent link: https://www.econbiz.de/10011282849

Optimal trading of algorithmic orders in a liquidity fragmented market place

Kumaresan, Miles; Krejić, Nataša - 2015

Persistent link: https://www.econbiz.de/10011284394

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

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

Costly information in markets with heterogeneous agents : a model with genetic programming

Hauser, Florian; Huber, Jürgen; Kaempff, Bob - In: Computational economics 46 (2015) 2, pp. 205-229

Persistent link: https://www.econbiz.de/10011478461

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