Works matching DE "ALGORITHMIC trading (Securities)"
Results: 118
High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets.
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- Journal of Economic Issues, 2018, v. 52, n. 2, p. 387, doi. 10.1080/00213624.2018.1469883
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Generative adversarial networks for financial trading strategies fine-tuning and combination.
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- Quantitative Finance, 2021, v. 21, n. 5, p. 797, doi. 10.1080/14697688.2020.1790635
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Optimal order placement in limit order markets.
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- Quantitative Finance, 2017, v. 17, n. 1, p. 21, doi. 10.1080/14697688.2016.1190030
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Dynamic mode decomposition for financial trading strategies.
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- Quantitative Finance, 2016, v. 16, n. 11, p. 1643, doi. 10.1080/14697688.2016.1170194
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An analysis of price impact functions of individual trades on the London stock exchange.
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- Quantitative Finance, 2015, v. 15, n. 10, p. 1727, doi. 10.1080/14697688.2015.1071077
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Liquidity commonality does not imply liquidity resilience commonality: a functional characterisation for ultra-high frequency cross-sectional LOB data.
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- Quantitative Finance, 2015, v. 15, n. 10, p. 1737, doi. 10.1080/14697688.2015.1071075
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Gaussian process-based algorithmic trading strategy identification.
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- Quantitative Finance, 2015, v. 15, n. 10, p. 1683, doi. 10.1080/14697688.2015.1011684
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Optimal execution with limit and market orders.
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- Quantitative Finance, 2015, v. 15, n. 8, p. 1279, doi. 10.1080/14697688.2015.1032543
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Real-time market microstructure analysis: online transaction cost analysis.
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- Quantitative Finance, 2014, v. 14, n. 7, p. 1167, doi. 10.1080/14697688.2014.884283
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How efficiency shapes market impact.
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- Quantitative Finance, 2013, v. 13, n. 11, p. 1743, doi. 10.1080/14697688.2013.848464
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Robust and adaptive algorithms for online portfolio selection.
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- Quantitative Finance, 2012, v. 12, n. 11, p. 1651, doi. 10.1080/14697688.2012.691175
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Periodicity of trading activity in foreign exchange markets.
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- Journal of Financial Research, 2022, v. 45, n. 2, p. 445, doi. 10.1111/jfir.12280
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Round‐number biases on trading time: Evidence from international markets.
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- Journal of Financial Research, 2021, v. 44, n. 3, p. 469, doi. 10.1111/jfir.12247
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- Article
Do Proprietary Algorithmic Traders Withdraw Liquidity during Market Stress?
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- Financial Management (Wiley-Blackwell), 2019, v. 48, n. 2, p. 641, doi. 10.1111/fima.12238
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Algorithmic quoting, trading, and market quality in agricultural commodity futures markets.
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- Applied Economics, 2020, v. 52, n. 58, p. 6277, doi. 10.1080/00036846.2020.1789060
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Algorithmic quoting, trading, and market quality in agricultural commodity futures markets.
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- Applied Economics, 2020, v. 52, n. 58, p. 6277, doi. 10.1080/00036846.2020.1789060
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Adaptive and similarity-based tradeoff algorithms in a price-timeslot-QoS negotiation system to establish cloud SLAs.
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- Information Systems Frontiers, 2015, v. 17, n. 3, p. 565, doi. 10.1007/s10796-013-9432-y
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Squaring the speed of light? Regulating market access in algorithmic finance.
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- Economy & Society, 2016, v. 45, n. 2, p. 201, doi. 10.1080/03085147.2016.1213080
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Cultures of high-frequency trading: mapping the landscape of algorithmic developments in contemporary financial markets.
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- Economy & Society, 2016, v. 45, n. 2, p. 149, doi. 10.1080/03085147.2016.1213986
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Bugs, predations or manipulations? Incompatible epistemic regimes of high-frequency trading.
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- Economy & Society, 2016, v. 45, n. 2, p. 251, doi. 10.1080/03085147.2016.1213978
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Machine learning and social theory: Collective machine behaviour in algorithmic trading.
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- European Journal of Social Theory, 2022, v. 25, n. 4, p. 503, doi. 10.1177/13684310211056010
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Speed traps: algorithmic trader performance under alternative market balances and structures.
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- Experimental Economics, 2024, v. 27, n. 2, p. 325, doi. 10.1007/s10683-023-09816-8
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Untitled.
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- Journal of Financial Data Science, 2022, v. 4, n. 4, p. 1
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BEYOND FREE MARKETS AND CONSUMER AUTONOMY: RETHINKING CONSUMER FINANCIAL PROTECTION IN THE AGE OF ARTIFICIAL INTELLIGENCE.
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- Journal of Intellectual Property & Entertainment Law, 2023, v. 13, n. 1, p. 56
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A PRACTICAL ALGORITHM TO DETECT SUPEREXPONENTIAL BEHAVIOR IN FINANCIAL ASSET PRICE RETURNS.
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- International Journal of Theoretical & Applied Finance, 2022, v. 25, n. 6, p. 1, doi. 10.1142/S0219024922500261
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OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT.
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- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 2, p. N.PAG, doi. 10.1142/S0219024918500590
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TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE.
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- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 3, p. N.PAG, doi. 10.1142/S0219024918500255
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ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS.
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- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500382
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ALGORITHMIC TRADING WITH LEARNING.
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- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 4, p. -1, doi. 10.1142/S021902491650028X
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A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 3, p. 1250022-1, doi. 10.1142/S0219024912500227
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Intraday Transactions, Volume and Volatility in Pre- and Post- Decimalization Regimes.
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- Quarterly Journal of Finance & Accounting, 2022, v. 60, n. 3/4, p. 101
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MiFID II: regulating high frequency trading, other forms of algorithmic trading and direct electronic market access.
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- Law & Financial Markets Review, 2016, v. 10, n. 2, p. 72, doi. 10.1080/17521440.2016.1200333
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The active construction of passive investors: roboadvisors and algorithmic 'low-finance'.
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- Socio-Economic Review, 2021, v. 19, n. 1, p. 83, doi. 10.1093/ser/mwz046
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High-frequency trading and the technological constitution of anomie.
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- Kriminologisches Journal, 2017, v. 49, n. 2, p. 120
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Long Memory and Periodicity in Intraday Volatility.
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- Journal of Financial Econometrics, 2015, v. 13, n. 4, p. 922, doi. 10.1093/jjfinec/nbu006
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APPLICATION OF ENSEMBLE GRADIENT BOOSTING DECISION TREES TO FORECAST STOCK PRICE ON WSE.
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- Zeszyty Studenckie Wydzialu Ekonomicznego Uniwersytetu Gdanskiego "Nasze Studia", 2019, n. 9, p. 265
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Loss-minimal Algorithmic Trading Based on Levy Processes.
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- TEM Journal, 2014, v. 3, n. 3, p. 210, doi. 10.18421/tem33-03
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Regulating Automated Trading in Derivatives: An Overview of the CFTC's Proposed Regulation AT.
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- Journal of Taxation & Regulation of Financial Institutions, 2016, v. 29, n. 5, p. 31
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HIGH FREQUENCY REGULATION: A NEW MODEL FOR MARKET MONITORING.
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- Vermont Law Review, 2014, v. 39, n. 1, p. 161
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Insider Trading and Market Structure.
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- UCLA Law Review, 2016, v. 63, n. 4, p. 968
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Coalition Feature Interpretation and Attribution in Algorithmic Trading Models.
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- Computational Economics, 2021, v. 58, n. 3, p. 849, doi. 10.1007/s10614-020-10053-x
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Applying Independent Component Analysis and Predictive Systems for Algorithmic Trading.
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- Computational Economics, 2019, v. 54, n. 1, p. 281, doi. 10.1007/s10614-017-9719-z
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Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.
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- Computational Economics, 2016, v. 47, n. 2, p. 275, doi. 10.1007/s10614-015-9484-9
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Algorithm-Based Low-Frequency Trading Using a Stochastic Oscillator and William%R: A Case Study on the U.S. and Korean Indices.
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- Journal of Risk & Financial Management, 2024, v. 17, n. 3, p. 92, doi. 10.3390/jrfm17030092
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Analysis of the performance of predictive models during Covid-19 and the Russian-Ukrainian war.
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- Public Finance Quarterly (0031-496X), 2023, v. 69, n. 2, p. 118, doi. 10.35551/PFQ_2023_2_7
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- Article
Integrating Advanced Order Placements in the Design of an Algorithmic Trading System: A Pilot Study Testing Limit Orders, Trailing Stops, and Volume Slicing.
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- Academy of Business Journal, 2021, p. 53
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Stock Market Algorithmic Trading: A Test of Bollinger Bands Incorporating the Squeeze Effect and MACD Conditions.
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- Journal of Applied Financial Research, 2018, v. 1, p. 13
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What (If Anything) is Wrong with High-Frequency Trading?
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- Journal of Business Ethics, 2023, v. 186, n. 2, p. 369, doi. 10.1007/s10551-022-05145-7
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The Unintended Consequences of Raising Awareness: Knowing About the Existence of Algorithmic Racial Bias Widens Racial Inequality.
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- Advances in Consumer Research, 2022, v. 50, p. 180
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Bias Neglect: When Human Bias, but not Algorithmic Bias, is Disregarded.
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- Advances in Consumer Research, 2021, v. 49, p. 160
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