Works matching DE "ALGORITHMIC trading (Securities)"

Results: 119

PROCESSUS D’AUTOMATISATION DES MARCHÉS FINANCIERS.

Published in:

Marché et Organisations, 2024, n. 49, p. 39, doi. 10.3917/maorg.pr1.0005

By:

THOUILLEZ, Thomas

Publication type:

Article

Interactive computations: toward risk management in interactive intelligent systems.

Published in:

Natural Computing, 2016, v. 15, n. 3, p. 465, doi. 10.1007/s11047-015-9486-5

By:

Skowron, Andrzej;
Jankowski, Andrzej

Publication type:

Article

Applications of combined financial strategies based on universal adaptive forecasting.

Published in:

Automation & Remote Control, 2016, v. 77, n. 8, p. 1428, doi. 10.1134/S0005117916080099

By:

V'yugin, V.;
Trunov, V.

Publication type:

Article

Algorithmic Trading and Post-Earnings-Announcement Drift: A Cross-Country Study.

Published in:

International Journal of Accounting (World Scientific), 2023, v. 58, n. 1, p. 1, doi. 10.1142/S1094406023500038

By:

Tao Chen

Publication type:

Article

Role of Algorithmic and Co-Location Trading on the Speed of Information Adjustments: Evidence from India.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 9, p. 2021, doi. 10.1080/1540496X.2017.1342243

By:

Jawed, Mohammad Shameem;
Chakrabarti, Prasenjit

Publication type:

Article

GOOGLE TRENDS AS PREDICTOR OF GRAIN PRICES.

Published in:

Economics of Agriculture / Ekonomika Poljoprivrede, 2021, v. 68, n. 1, p. 203, doi. 10.5937/ekoPolj2101203G

By:

Gómez Martínez, Raúl;
Orden-Cruz, Carmen;
Prado Román, Camilo

Publication type:

Article

The impact of algorithmic trading on market quality: Evidence from the Johannesburg Stock Exchange.

Published in:

Investment Analysts Journal, 2022, v. 51, n. 3, p. 157, doi. 10.1080/10293523.2022.2090056

By:

Courdent, Aurélie;
McClelland, David

Publication type:

Article

The Effect of Algorithmic Trading on Management Guidance.

Published in:

Accounting Review, 2024, v. 99, n. 6, p. 421, doi. 10.2308/TAR-2022-0080

By:

Stephan, Andrew

Publication type:

Article

Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery?

Published in:

Accounting Review, 2021, v. 96, n. 3, p. 373, doi. 10.2308/TAR-2018-0689

By:

Lee, Charles M. C.;
Watts, Edward M.

Publication type:

Article

Regulating Automated Trading in Derivatives: An Overview of the CFTC's Proposed Regulation AT.

Published in:

Journal of Taxation & Regulation of Financial Institutions, 2016, v. 29, n. 5, p. 31

By:

MATHEWS, NIKIFOROS;
ROBISON, JONAS

Publication type:

Article

Machine learning and social theory: Collective machine behaviour in algorithmic trading.

Published in:

European Journal of Social Theory, 2022, v. 25, n. 4, p. 503, doi. 10.1177/13684310211056010

By:

Borch, Christian

Publication type:

Article

Into the Breech: The Increasing Gap between Algorithmic Trading and Securities Regulation.

Published in:

Journal of Financial Services Research, 2015, v. 47, n. 1, p. 135, doi. 10.1007/s10693-013-0184-0

By:

Kunz, Karen;
Martin, Jena

Publication type:

Article

HIGH-FREQUENCY TRADING: SHOULD REGULATORS DO MORE?

Published in:

Michigan Telecommunications & Technology Law Review, 2012, v. 19, n. 1, p. 131

By:

Prewitt, Matt

Publication type:

Article

Untitled.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 4, p. 1

By:

Fabozzi, Francesco A.

Publication type:

Article

Demand Estimation Using Managerial Responses to Automated Price Recommendations.

Published in:

Management Science, 2022, v. 68, n. 11, p. 7918, doi. 10.1287/mnsc.2021.4261

By:

Garcia, Daniel;
Tolvanen, Juha;
Wagner, Alexander K.

Publication type:

Article

Assessing Algorithmic Fairness with Unobserved Protected Class Using Data Combination.

Published in:

Management Science, 2022, v. 68, n. 3, p. 1959, doi. 10.1287/mnsc.2020.3850

By:

Kallus, Nathan;
Mao, Xiaojie;
Zhou, Angela

Publication type:

Article

Intraday algorithmic trading strategies for cryptocurrencies.

Published in:

Review of Quantitative Finance & Accounting, 2023, v. 61, n. 1, p. 395, doi. 10.1007/s11156-023-01139-2

By:

Cohen, Gil

Publication type:

Article

Model Talk: Calculative Cultures in Quantitative Finance.

Published in:

Science, Technology & Human Values, 2021, v. 46, n. 3, p. 600, doi. 10.1177/0162243920944225

By:

Hansen, Kristian Bondo

Publication type:

Article

Speed traps: algorithmic trader performance under alternative market balances and structures.

Published in:

Experimental Economics, 2024, v. 27, n. 2, p. 325, doi. 10.1007/s10683-023-09816-8

By:

Peng, Yan;
Shachat, Jason;
Wei, Lijia;
Zhang, S. Sarah

Publication type:

Article

Coalition Feature Interpretation and Attribution in Algorithmic Trading Models.

Published in:

Computational Economics, 2021, v. 58, n. 3, p. 849, doi. 10.1007/s10614-020-10053-x

By:

Hansen, James V.

Publication type:

Article

Applying Independent Component Analysis and Predictive Systems for Algorithmic Trading.

Published in:

Computational Economics, 2019, v. 54, n. 1, p. 281, doi. 10.1007/s10614-017-9719-z

By:

Ceffer, Attila;
Levendovszky, Janos;
Fogarasi, Norbert

Publication type:

Article

Intraday Anomalies and Market Efficiency: A Trading Robot Analysis.

Published in:

Computational Economics, 2016, v. 47, n. 2, p. 275, doi. 10.1007/s10614-015-9484-9

By:

Caporale, Guglielmo;
Gil-Alana, Luis;
Plastun, Alex;
Makarenko, Inna

Publication type:

Article

APPLICATION OF ENSEMBLE GRADIENT BOOSTING DECISION TREES TO FORECAST STOCK PRICE ON WSE.

Published in:

Zeszyty Studenckie Wydzialu Ekonomicznego Uniwersytetu Gdanskiego "Nasze Studia", 2019, n. 9, p. 265

By:

Dadej, Mateusz

Publication type:

Article

A New Algorithmic Trading Approach Based on Ensemble Learning and Candlestick Pattern Recognition in Financial Assets.

Published in:

Turkish Journal of Science & Technology, 2022, v. 17, n. 2, p. 167, doi. 10.55525/tjst.1124256

By:

AYCEL, Üzeyir;
SANTUR, Yunus

Publication type:

Article

Sequential Bidding for Merging in Algorithmic Traffic.

Published in:

Manufacturing & Service Operations Management (M&SOM), 2023, v. 25, n. 1, p. 168, doi. 10.1287/msom.2022.1144

By:

Markakis, Mihalis G.;
Talluri, Kalyan;
Tikhonenko, Dmitrii

Publication type:

Article

MiFID II: regulating high frequency trading, other forms of algorithmic trading and direct electronic market access.

Published in:

Law & Financial Markets Review, 2016, v. 10, n. 2, p. 72, doi. 10.1080/17521440.2016.1200333

By:

Busch, Danny

Publication type:

Article

The active construction of passive investors: roboadvisors and algorithmic 'low-finance'.

Published in:

Socio-Economic Review, 2021, v. 19, n. 1, p. 83, doi. 10.1093/ser/mwz046

By:

Hayes, Adam S

Publication type:

Article

Algorithmic Trading Efficiency and its Impact on Market-Quality.

Published in:

Asia-Pacific Financial Markets, 2022, v. 29, n. 3, p. 381, doi. 10.1007/s10690-021-09353-5

By:

Dubey, Ritesh Kumar;
Babu, A. Sarath;
Jha, Rajneesh Ranjan;
Varma, Urvashi

Publication type:

Article

Time, trading and algorithms in financial sector security.

Published in:

New Political Economy, 2017, v. 22, n. 1, p. 1, doi. 10.1080/13563467.2016.1183116

By:

Thompson, Grahame F.

Publication type:

Article

EVALUATION OF STOCK PRICE PREDICTION BASED ON THE SUPPORT VECTOR.

Published in:

Applied Computer Science (1895-3735), 2023, v. 19, n. 3, p. 64, doi. 10.35784/acs-2023-25

By:

IZSÁK, Tilla;
MARÁK, László;
ORMOS, Mihály

Publication type:

Article

THE POTENTIAL FOR REAL-TIME TESTING OF HIGH-FREQUENCY TRADING STRATEGIES THROUGH A DEVELOPED TOOL DURING VOLATILE MARKET CONDITIONS.

Published in:

Applied Computer Science (1895-3735), 2023, v. 19, n. 2, p. 63, doi. 10.35784/acs-2023-15

By:

VAITONIS, Mantas;
KOROVKINAS, Konstantinas

Publication type:

Article

HFT'S POTENTIAL OF INVESTMENT COMPANIES.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2015, n. 381, p. 376, doi. 10.15611/pn.2015.381.28

By:

Staszkiewicz, Piotr;
Staszkiewicz, Lucia

Publication type:

Article

Optimal trading of algorithmic orders in a liquidity fragmented market place.

Published in:

Annals of Operations Research, 2015, v. 229, n. 1, p. 521, doi. 10.1007/s10479-015-1815-7

By:

Kumaresan, Miles;
Krejić, Nataša

Publication type:

Article

Integrating Advanced Order Placements in the Design of an Algorithmic Trading System: A Pilot Study Testing Limit Orders, Trailing Stops, and Volume Slicing.

Published in:

Academy of Business Journal, 2021, p. 53

By:

Gold, Steven

Publication type:

Article

Stock Market Algorithmic Trading: A Test of Bollinger Bands Incorporating the Squeeze Effect and MACD Conditions.

Published in:

Journal of Applied Financial Research, 2018, v. 1, p. 13

By:

Gold, Steven

Publication type:

Article

Market Fairness: The Poor Country Cousin of Market Efficiency.

Published in:

Journal of Business Ethics, 2018, v. 147, n. 1, p. 5, doi. 10.1007/s10551-015-2964-y

By:

Aitken, Michael J.;
Aspris, Angelo;
Foley, Sean;
de B. Harris, Frederick H.

Publication type:

Article

Modeling the Barriers of Algorithmic Trading in India Using ISM and MICMAC Analysis.

Published in:

IUP Journal of Applied Economics, 2021, v. 20, n. 1, p. 7

By:

Hota, Jyotiranjan;
Das, Chandrabhanu;
Jena, Manoj Kumar

Publication type:

Article

Towards high-capacity fibre-optic communications at the speed of light in vacuum.

Published in:

Nature Photonics, 2013, v. 7, n. 4, p. 279, doi. 10.1038/nphoton.2013.45

By:

Poletti, F.;
Wheeler, N. V.;
Petrovich, M. N.;
Baddela, N.;
Numkam Fokoua, E.;
Hayes, J. R.;
Gray, D. R.;
Li, Z.;
Slavík, R.;
Richardson, D. J.

Publication type:

Article

CORPORATIONS AND THE 99%: TEAM PRODUCTION REVISITED.

Published in:

Fordham Journal of Corporate & Financial Law, 2016, v. 21, n. 1, p. 163

By:

Azgad-Tromer, Shlomit

Publication type:

Article

Can we invest on the basis of equity risk premia and risk factors from multi-factor models?

Published in:

Economics & Business Review, 2016, v. 2, n. 3, p. 78, doi. 10.18559/ebr.2016.3.6

By:

Sakowski, Paweł;
Ślepaczuk, Robert;
Wywiał, Mateusz

Publication type:

Article

The role of algorithmic management as a support for management control systems in the sharing economy: a study about the drivers' perceptions of Brazilian ridesharing companies.

Published in:

Revista de Contabilidade e Organizações, 2022, v. 16, p. 1, doi. 10.11606/issn.1982-6486.rco.2022.182036

By:

Alex Avelar, Ewerton;
Dias Jordão, Ricardo Vinícius;
Couto Ferreira, Gabriela Maria;
Ekaterina Ribeiro da Silva, Beatriz Najela

Publication type:

Article

Optimal Decisions in a Time Priority Queue.

Published in:

Applied Mathematical Finance, 2018, v. 25, n. 2, p. 107, doi. 10.1080/1350486X.2018.1506257

By:

Donnelly, Ryan;
Gan, Luhui

Publication type:

Article

Optimal accelerated share repurchases.

Published in:

Applied Mathematical Finance, 2017, v. 24, n. 3, p. 216, doi. 10.1080/1350486X.2017.1374870

By:

Jaimungal, S.;
Kinzebulatov, D.;
Rubisov, D. H.

Publication type:

Article

Modelling Asset Prices for Algorithmic and High-Frequency Trading.

Published in:

Applied Mathematical Finance, 2013, v. 20, n. 6, p. 512, doi. 10.1080/1350486X.2013.771515

By:

Cartea, Álvaro;
Jaimungal, Sebastian

Publication type:

Article

Optimal Control of Heteroscedastic Macroeconomic Models.

Published in:

Journal of Applied Econometrics, 2016, v. 31, n. 7, p. 1430, doi. 10.1002/jae.2488

By:

Polito, Vito;
Spencer, Peter

Publication type:

Article

Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents.

Published in:

Journal of Economic Perspectives, 2013, v. 27, n. 2, p. 51, doi. 10.1257/jep.27.2.51

By:

Kirilenko, Andrei A;
Lo, Andrew W

Publication type:

Article

Algorithm-Based Low-Frequency Trading Using a Stochastic Oscillator and William%R: A Case Study on the U.S. and Korean Indices.

Published in:

Journal of Risk & Financial Management, 2024, v. 17, n. 3, p. 92, doi. 10.3390/jrfm17030092

By:

Paik, Chan Kyu;
Choi, Jinhee;
Vaquero, Ivan Ureta

Publication type:

Article

Surviving Black Swans III: Timing US Sector Funds.

Published in:

Journal of Risk & Financial Management, 2023, v. 16, n. 5, p. 275, doi. 10.3390/jrfm16050275

By:

Topiwala, Pankaj

Publication type:

Article

Surviving Black Swans II: Timing the 2020–2022 Roller Coaster.

Published in:

Journal of Risk & Financial Management, 2023, v. 16, n. 2, p. 106, doi. 10.3390/jrfm16020106

By:

Topiwala, Pankaj

Publication type:

Article

Surviving Black Swans: The Challenge of Market Timing Systems.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 7, p. 280, doi. 10.3390/jrfm15070280

By:

Topiwala, Pankaj;
Dai, Wei

Publication type:

Article