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Algorithmic Trading

An algorithmic trading system is a software that is used for trading in the stock market.

Papers

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Showing 1–50 of 95 papers

TitleStatusHype
FinGPT: Open-Source Financial Large Language ModelsCode6
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading StrategiesCode2
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency TradingCode2
Multi-Graph Tensor NetworksCode1
Taking Over the Stock Market: Adversarial Perturbations Against Algorithmic TradersCode1
Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest OverfittingCode1
Using Reinforcement Learning in the Algorithmic Trading ProblemCode1
A Modular Framework for Reinforcement Learning Optimal ExecutionCode1
Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning ApproachCode1
ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order BooksCode1
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural NetworksCode1
An Application of Deep Reinforcement Learning to Algorithmic TradingCode1
Reinforcement Learning Pair Trading: A Dynamic Scaling approachCode1
Stock Trading Volume Prediction with Dual-Process Meta-LearningCode1
Rise of the Machines? Intraday High-Frequency Trading Patterns of CryptocurrenciesCode1
LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRUCode1
Exploration of Algorithmic Trading Strategies for the Bitcoin MarketCode1
Model-based gym environments for limit order book tradingCode1
EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency TradingCode1
Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading—0
A Stochastic LQR Model for Child Order Placement in Algorithmic Trading—0
INTAGS: Interactive Agent-Guided Simulation—0
Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data—0
Blockchain Metrics and Indicators in Cryptocurrency Trading—0
Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide—0
Classification-based Financial Markets Prediction using Deep Neural Networks—0
Commodities Trading through Deep Policy Gradient Methods—0
Composing Ensembles of Instrument-Model Pairs for Optimizing Profitability in Algorithmic Trading—0
Constraint-Based Inference of Heuristics for Foreign Exchange Trade Model Optimization—0
Data Cross-Segmentation for Improved Generalization in Reinforcement Learning Based Algorithmic Trading—0
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components—0
Deep Learning Models Meet Financial Data Modalities—0
DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities—0
Detecting and Triaging Spoofing using Temporal Convolutional Networks—0
Dynamic Mode Decomposition for Financial Trading Strategies—0
Dynamics of Order Positions and Related Queues in a Limit Order Book—0
Empirical Analysis of Indirect Internal Conversions in Cryptocurrency Exchanges—0
Enhancing literature review with LLM and NLP methods. Algorithmic trading case—0
Entropy-Assisted Quality Pattern Identification in Finance—0
ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market—0
Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks—0
FinBloom: Knowledge Grounding Large Language Model with Real-time Financial Data—0
FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications—0
Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies—0
HAELT: A Hybrid Attentive Ensemble Learning Transformer Framework for High-Frequency Stock Price Forecasting—0
Heavy-Tailed Features and Empirical Analysis of the Limit Order Book Volume Profiles in Futures Markets—0
Hidformer: Transformer-Style Neural Network in Stock Price Forecasting—0
Inference of Binary Regime Models with Jump Discontinuities—0
Large language models in finance : what is financial sentiment?—0
Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution—0
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