Works matching DE "ALGORITHMIC trading (Securities)"
Results: 115
Ethical Issues for Autonomous Trading Agents.
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- Minds & Machines, 2017, v. 27, n. 4, p. 609, doi. 10.1007/s11023-017-9419-4
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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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Algorithmic Trading and Post-Earnings-Announcement Drift: A Cross-Country Study.
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- International Journal of Accounting (World Scientific), 2023, v. 58, n. 1, p. 1, doi. 10.1142/S1094406023500038
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Trading on online social mood: A machine learning strategy based on Twitter sentiment.
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- International Journal of Financial Engineering, 2021, v. 8, n. 4, p. 1, doi. 10.1142/S2424786321410115
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Algorithmic Trading at Bucharest Stock Exchange.
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- Finance: Challenges of the Future, 2015, n. 17, p. 113
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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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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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TSFDC: A trading strategy based on forecasting directional change.
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- Intelligent Systems in Accounting, Finance & Management, 2018, v. 25, n. 3, p. 105, doi. 10.1002/isaf.1425
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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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Algorithmic Trading Efficiency and its Impact on Market-Quality.
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- Asia-Pacific Financial Markets, 2022, v. 29, n. 3, p. 381, doi. 10.1007/s10690-021-09353-5
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Artificial Intelligence in Trading the Financial Markets.
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- International Journal of Economics & Business Administration, 2022, v. 10, n. 1, p. 101, doi. 10.35808/ijeba/751
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The impact of algorithmic trading on market quality: Evidence from the Johannesburg Stock Exchange.
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- Investment Analysts Journal, 2022, v. 51, n. 3, p. 157, doi. 10.1080/10293523.2022.2090056
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The Effect of Algorithmic Trading on Management Guidance.
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- Accounting Review, 2024, v. 99, n. 6, p. 421, doi. 10.2308/TAR-2022-0080
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- Article
Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery?
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- Accounting Review, 2021, v. 96, n. 3, p. 373, doi. 10.2308/TAR-2018-0689
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Informed Trading and Market Structure.
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- European Financial Management, 2015, v. 21, n. 1, p. 148, doi. 10.1111/eufm.12003
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Optimal Control of Heteroscedastic Macroeconomic Models.
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- Journal of Applied Econometrics, 2016, v. 31, n. 7, p. 1430, doi. 10.1002/jae.2488
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Interactive computations: toward risk management in interactive intelligent systems.
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- Natural Computing, 2016, v. 15, n. 3, p. 465, doi. 10.1007/s11047-015-9486-5
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Time, trading and algorithms in financial sector security.
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- New Political Economy, 2017, v. 22, n. 1, p. 1, doi. 10.1080/13563467.2016.1183116
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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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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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- Article
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 algorithmic trading strategies for cryptocurrencies.
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- Review of Quantitative Finance & Accounting, 2023, v. 61, n. 1, p. 395, doi. 10.1007/s11156-023-01139-2
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- Article
THE POTENTIAL FOR REAL-TIME TESTING OF HIGH-FREQUENCY TRADING STRATEGIES THROUGH A DEVELOPED TOOL DURING VOLATILE MARKET CONDITIONS.
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- Applied Computer Science (1895-3735), 2023, v. 19, n. 2, p. 63, doi. 10.35784/acs-2023-15
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EVALUATION OF STOCK PRICE PREDICTION BASED ON THE SUPPORT VECTOR.
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- Applied Computer Science (1895-3735), 2023, v. 19, n. 3, p. 64, doi. 10.35784/acs-2023-25
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Taming impulsive high-frequency data using optimal sampling periods.
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- Annals of Operations Research, 2024, v. 333, n. 1, p. 393, doi. 10.1007/s10479-023-05701-y
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Dynamic limit order placement activities and their effects on stock market quality.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 155, doi. 10.1007/s10479-021-04282-y
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Optimal trading of algorithmic orders in a liquidity fragmented market place.
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- Annals of Operations Research, 2015, v. 229, n. 1, p. 521, doi. 10.1007/s10479-015-1815-7
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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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- Article
A New Algorithmic Trading Approach Based on Ensemble Learning and Candlestick Pattern Recognition in Financial Assets.
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- Turkish Journal of Science & Technology, 2022, v. 17, n. 2, p. 167, doi. 10.55525/tjst.1124256
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- Article
Towards high-capacity fibre-optic communications at the speed of light in vacuum.
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- Nature Photonics, 2013, v. 7, n. 4, p. 279, doi. 10.1038/nphoton.2013.45
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- Article
Can we invest on the basis of equity risk premia and risk factors from multi-factor models?
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- Economics & Business Review, 2016, v. 2, n. 3, p. 78, doi. 10.18559/ebr.2016.3.6
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Information Asymmetry, Trade Size, and the Dynamic Volume-Return Relation: Evidence from the Australian Securities Exchange.
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- Financial Review, 2014, v. 49, n. 3, p. 539, doi. 10.1111/fire.12048
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Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures.
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- Financial Review, 2014, v. 49, n. 2, p. 245, doi. 10.1111/fire.12034
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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
GOOGLE TRENDS AS PREDICTOR OF GRAIN PRICES.
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- Economics of Agriculture / Ekonomika Poljoprivrede, 2021, v. 68, n. 1, p. 203, doi. 10.5937/ekoPolj2101203G
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- Article
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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- Article
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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- Article
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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- Article
Coping with European regulatory requirements for automated trading: Best practices and new requirements resulting from regulation.
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- Journal of Securities Operations & Custody, 2015, v. 7, n. 4, p. 337, doi. 10.69554/tffk6686
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- Article
Explainable artificial intelligence: A global fast approach.
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- Journal of Risk Management in Financial Institutions, 2021, v. 14, n. 3, p. 287, doi. 10.69554/xizs1793
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THE FAILURE OF LIABILITY IN MODERN MARKETS.
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- Virginia Law Review, 2016, v. 102, n. 4, p. 1031
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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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Speed traps: algorithmic trader performance under alternative market balances and structures.
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- Experimental Economics (Springer Nature), 2024, v. 27, n. 2, p. 325, doi. 10.1007/s10683-023-09816-8
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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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- Article
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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- Article