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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 76–95 of 95 papers

TitleStatusHype
Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models—0
Algorithmic Aspects of Strategic Trading—0
Algorithmic trading in a microstructural limit order book model—0
Algorithmic Trading Using Continuous Action Space Deep Reinforcement Learning—0
Algorithmic Trading with Fitted Q Iteration and Heston Model—0
A Modern Paradigm for Algorithmic Trading—0
An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model—0
A new approach to learning in Dynamic Bayesian Networks (DBNs)—0
An instantaneous market volatility estimation—0
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm—0
An Intrinsic Entropy Model for Exchange-Traded Securities—0
An overall view of key problems in algorithmic trading and recent progress—0
Turnover of investment portfolio via covariance matrix of returns—0
Universal Trading for Order Execution with Oracle Policy Distillation—0
Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning—0
The Adaptive Multi-Factor Model and the Financial Market—0
Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning—0
FinGPT: Democratizing Internet-scale Data for Financial Large Language ModelsCode0
Deep Reinforcement Learning in Quantitative Algorithmic Trading: A ReviewCode0
A Wavelet Method for Panel Models with Jump Discontinuities in the ParametersCode0
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