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Algorithmic Trading

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

Papers

Showing 5175 of 95 papers

TitleStatusHype
A Modular Framework for Reinforcement Learning Optimal ExecutionCode1
Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution0
An Intrinsic Entropy Model for Exchange-Traded Securities0
Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals0
DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities0
Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning ApproachCode1
Exploration of Algorithmic Trading Strategies for the Bitcoin MarketCode1
Periodicity in Cryptocurrency Volatility and Liquidity0
A Wavelet Method for Panel Models with Jump Discontinuities in the ParametersCode0
The Adaptive Multi-Factor Model and the Financial Market0
Deep Reinforcement Learning in Quantitative Algorithmic Trading: A ReviewCode0
Constraint-Based Inference of Heuristics for Foreign Exchange Trade Model Optimization0
Order flow and price formation0
Machine Learning-Driven Virtual Bidding with Electricity Market Efficiency Analysis0
Universal Trading for Order Execution with Oracle Policy Distillation0
Nine Challenges in Modern Algorithmic Trading and Controls0
Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data0
Multi-Graph Tensor NetworksCode1
Adversarial Attacks on Deep Algorithmic Trading Policies0
Taking Over the Stock Market: Adversarial Perturbations Against Algorithmic TradersCode1
A bounded operator approach to technical indicators without lag0
Rise of the Machines? Intraday High-Frequency Trading Patterns of CryptocurrenciesCode1
An overall view of key problems in algorithmic trading and recent progress0
A Stochastic LQR Model for Child Order Placement in Algorithmic Trading0
An Application of Deep Reinforcement Learning to Algorithmic TradingCode1
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