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Optimal execution : a review
Donnelly, Ryan - In: Applied mathematical finance 29 (2022) 3, pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
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Agent-based artificial financial market with evolutionary algorithm
Chen, Yan; Xu, Zezhou; Yu, Wenqiang - In: Economic research 35 (2022) 1,5, pp. 5037-5057
Persistent link: https://www.econbiz.de/10014413977
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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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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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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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Allocation of Stocks in a Portfolio Using Antlion Algorithm : Investor's Perspective
Kaushal, Kshma - 2018
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 …
Persistent link: https://www.econbiz.de/10012921823
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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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Modelling and trading the English stock market with new forecasting techniques
Karathanasopoulos, Andreas - In: Economics and Business Letters : EBL 5 (2016) 2, pp. 50-57
The motivation of this paper is to introduce a short term adaptive model (Partial Swarm Optimizer combined with linear and nonlinear models when applied to the task of forecasting and trading the daily closing returns of the FTSE100 exchange traded funds (ETFs). This is done by benchmarking its...
Persistent link: https://www.econbiz.de/10011573208
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Building technical trading system with genetic programming : a new method to test the efficiency of Chinese stock markets
Qu, Hui (contributor); Li, Xindan (contributor) - In: Computational economics 43 (2014) 3, pp. 301-311
Persistent link: https://www.econbiz.de/10010258818
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Forecasting intraday stock price using ANFIS and bio-inspired algorithms
Chandar, S. Kumar - In: International journal of networking and virtual … 25 (2021) 1, pp. 29-47
Persistent link: https://www.econbiz.de/10012672030