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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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Artificial intelligence in asset management
Bartram, Söhnke M.; Branke, Jürgen; Motahari, Mehrshad - 2020 - This revision 01 April 2020
Persistent link: https://www.econbiz.de/10012217351
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The role of intelligence in time series properties
Yeh, Chia-hsuan - In: Computational economics 30 (2007) 2, pp. 95-123
Persistent link: https://www.econbiz.de/10003702531
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Machines vs. Machines : High Frequency Trading and Hard Information
Huh, Yesol - 2015
In today's markets where high frequency traders (HFTs) both provide and take liquidity, what influences HFTs' liquidity provision? I argue that information asymmetry induced by liquidity-taking HFTs' use of machine-readable information is important. Applying a novel statistical approach to...
Persistent link: https://www.econbiz.de/10013033609
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Machine learning for algorithmic trading and trade schedule optimization
Kissell, Robert; Bae, Jungsun Sunny - In: The journal of trading 13 (2018) 4, pp. 138-147
Persistent link: https://www.econbiz.de/10012017548
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Stylized algorithmic trading : satisfying the predictive near-term demand of liquidity
Sun, Edward W.; Kruse, Timm; Chen, Yi-Ting - In: Decision making and risk/return optimization in …, (pp. 315-347). 2019
Persistent link: https://www.econbiz.de/10012134866
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Using a genetic algorithm to improve recurrent reinforcement learning for equity trading
Zhang, Jin; Maringer, Dietmar G. - In: Computational economics 47 (2016) 4, pp. 551-567
Persistent link: https://www.econbiz.de/10011712464
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Börsenhandel mit künstlicher Intelligenz : virtual trading
Lederman, Jess; Klein, Robert A. - 1996
Persistent link: https://www.econbiz.de/10014267855
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Factor-based portfolio optimization
Auh, Jun Kyung; Cho, Wonho - In: Economics letters 228 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014451319
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Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N.; Turiel, Jeremy; Westray, Nicholas - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1044-1081
Persistent link: https://www.econbiz.de/10014370626