Narrow search
Showing 1 - 10 of 10,709
Cover Image
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
Cover Image
Allocation of Stocks in a Portfolio Using Antlion Algorithm : Investor's Perspective
Kaushal, Kshma - 2018
portfolio must make is the portfolio's asset allocation. Asset allocation refers to the percentage of amount invested in various … 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
Cover Image
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816706
Cover Image
Optimal execution : a review
Donnelly, Ryan - In: Applied mathematical finance 29 (2022) 3, pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Cover Image
Application of Mathematical Equations to Describing Fast Changes in the Assets Prices
Baryshevsky, Dmitry V. - 2015
Price dynamics of the asset depends on the collective action of buyers and sellers, including both institutional and private investors. A large number of diverse, sometimes contradictory, reasons can underlie the decisions of market participants. In certain periods, asset purchases can be a...
Persistent link: https://www.econbiz.de/10013014714
Cover Image
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
Cover Image
Scaling laws in stock markets : an analysis of prices and volumes
Bianchi, Sergio; Pianese, Augusto - In: Mathematical and statistical methods in insurance and …, (pp. 35-42). 2008
Persistent link: https://www.econbiz.de/10003837054
Cover Image
Stock Market Volatility and Mathematical Expectations
James, Robert G. - 2019
It is generally believed that excessive stock market volatility reflects non-mathematical market expectations that are driven by “irrational exuberance” or “animal spirits”. As shown in this paper, there is an alternative explanation. If ex-ante and ex-post expectations are calculated in...
Persistent link: https://www.econbiz.de/10012862894
Cover Image
Algorithmic trading based on biologically-inspired algorithms
Vassiliadis, Vassilios; Dounias, Georgios - In: The Oxford handbook of computational economics and finance, (pp. 295-310). 2018
Persistent link: https://www.econbiz.de/10011952492
Cover Image
Algorithmic complexity of financial motions
Brandouy, Olivier; Delahaye, Jean-Paul; Ma, Lin; Zenil, … - In: Research in international business and finance 30 (2014), pp. 336-347
Persistent link: https://www.econbiz.de/10010391735