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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 51–75 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
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