222 search results - page 1 / 45 » Computational Models of Algorithmic Trading in Financial Mar... |
ACMICEC
2007
ACM
13 years 9 months ago
2007
ACM
This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
This paper presents two evolutionary algorithms, ECGA and BOA, applied to constructing stock market trading expertise, which is built on the basis of a set of specific trading ru...
CATS
2007
13 years 6 months ago
2007
Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial mark...
GECCO
2005
Springer
13 years 10 months ago
2005
Springer
Building upon the interactive inversion method introduced by Ashburn and Bonabeau (2004), we show how to dramatically improve the results by exploiting modularity and by letting t...
KES
2007
Springer
13 years 11 months ago
2007
Springer
In this paper we propose a financial trading system whose strategy is developed by means of an artificial neural network approach based on a recurrent reinforcement learning algo...