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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 51–95 of 95 papers

TitleStatusHype
Sizing Strategies for Algorithmic Trading in Volatile Markets: A Study of Backtesting and Risk Mitigation Analysis—0
INTAGS: Interactive Agent-Guided Simulation—0
Commodities Trading through Deep Policy Gradient Methods—0
FinGPT: Democratizing Internet-scale Data for Financial Large Language ModelsCode0
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
Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization—0
Algorithmic Trading Using Continuous Action Space Deep Reinforcement Learning—0
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm—0
Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution—0
An Intrinsic Entropy Model for Exchange-Traded Securities—0
Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals—0
DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities—0
Periodicity in Cryptocurrency Volatility and Liquidity—0
A Wavelet Method for Panel Models with Jump Discontinuities in the ParametersCode0
The Adaptive Multi-Factor Model and the Financial Market—0
Deep Reinforcement Learning in Quantitative Algorithmic Trading: A ReviewCode0
Constraint-Based Inference of Heuristics for Foreign Exchange Trade Model Optimization—0
Order flow and price formation—0
Machine Learning-Driven Virtual Bidding with Electricity Market Efficiency Analysis—0
Universal Trading for Order Execution with Oracle Policy Distillation—0
Nine Challenges in Modern Algorithmic Trading and Controls—0
Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data—0
Adversarial Attacks on Deep Algorithmic Trading Policies—0
A bounded operator approach to technical indicators without lag—0
An overall view of key problems in algorithmic trading and recent progress—0
A Stochastic LQR Model for Child Order Placement in Algorithmic Trading—0
Empirical Analysis of Indirect Internal Conversions in Cryptocurrency Exchanges—0
Adversarial Attacks on Machine Learning Systems for High-Frequency Trading—0
Sentiment and Knowledge Based Algorithmic Trading with Deep Reinforcement Learning—0
Inference of Binary Regime Models with Jump Discontinuities—0
Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning—0
Random walk model from the point of view of algorithmic trading—0
An instantaneous market volatility estimation—0
Mean Field Games with Partial Information for Algorithmic Trading—0
Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks—0
A new approach to learning in Dynamic Bayesian Networks (DBNs)—0
Order-book modelling and market making strategies—0
Algorithmic Trading with Fitted Q Iteration and Heston Model—0
Algorithmic trading in a microstructural limit order book model—0
Classification-based Financial Markets Prediction using Deep Neural Networks—0
Dynamics of Order Positions and Related Queues in a Limit Order Book—0
Dynamic Mode Decomposition for Financial Trading Strategies—0
Heavy-Tailed Features and Empirical Analysis of the Limit Order Book Volume Profiles in Futures Markets—0
Le trading algorithmique—0
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