Topics
NASDAQCompany
This paper proposes a novel automated agent strategy for stock market trading, developed in the context of the Penn-Lehman Automated Trading (PLAT) simulation platform [1]. We provide a comprehensive experimental validation of our strategy using historic order book data from the NASDAQ market. 1
1 Introduction Automated stock trading is a burgeoning research area with important practical applic...
Artificial stock markets are built with diffuse priors in mind regarding trading strategies and pric...
The role of automation in modern trading environments has increased dramati-cally over the last deca...
This paper proposes a novel automated agent strategy for stock market trading, developed in the cont...
The following report discusses the design and development of an agent-based artificial model of a st...
The recommending system is frequently used nowadays in Electronic Com-merce. A lot of commercial tra...
Autonomous trading in stock markets is an area of great interest in both academic and commercial cir...
Abstract. We propose a new method for creating alternative scenarios for the evolution of a financia...
Electronic trading is relatively new to the long history of financial markets. The typical tradition...
Abstract. This paper documents the development of three autonomous stocktrading agents within the fr...
Stock markets strive to provide an efficient trading platform for investors. Trading rules and mecha...
Over the last three decades, most of the world's stock exchanges have transitioned to electronic tra...
Abstract—Algorithmic trading strategies are most often evaluated by running against historical data ...
In this article the authors present the simulated trading results of a system consisting of 60 intel...
Algorithmic trading (AT) strategies aim at executing large orders discretely, in order to minimize t...
1 Introduction Automated stock trading is a burgeoning research area with important practical applic...
Artificial stock markets are built with diffuse priors in mind regarding trading strategies and pric...
The role of automation in modern trading environments has increased dramati-cally over the last deca...
This paper proposes a novel automated agent strategy for stock market trading, developed in the cont...
The following report discusses the design and development of an agent-based artificial model of a st...
The recommending system is frequently used nowadays in Electronic Com-merce. A lot of commercial tra...
Autonomous trading in stock markets is an area of great interest in both academic and commercial cir...
Abstract. We propose a new method for creating alternative scenarios for the evolution of a financia...
Electronic trading is relatively new to the long history of financial markets. The typical tradition...
Abstract. This paper documents the development of three autonomous stocktrading agents within the fr...
Stock markets strive to provide an efficient trading platform for investors. Trading rules and mecha...
Over the last three decades, most of the world's stock exchanges have transitioned to electronic tra...
Abstract—Algorithmic trading strategies are most often evaluated by running against historical data ...
In this article the authors present the simulated trading results of a system consisting of 60 intel...
Algorithmic trading (AT) strategies aim at executing large orders discretely, in order to minimize t...
1 Introduction Automated stock trading is a burgeoning research area with important practical applic...
Artificial stock markets are built with diffuse priors in mind regarding trading strategies and pric...
The role of automation in modern trading environments has increased dramati-cally over the last deca...
Add to ORKG