449 search results - page 2 / 90 » Intention-Disguised Algorithmic Trading |
INFOCOM
2010
IEEE
13 years 3 months ago
2010
IEEE
Abstract—When forwarding packets in the Internet, Autonomous Systems (ASes) frequently choose the shortest path in their network to the next-hop AS in the BGP path, a strategy kn...
WECWIS
2003
IEEE
13 years 10 months ago
2003
IEEE
With the growing number of marketplaces and trading partners in the e–commerce environment, software tools designed to act on behalf of human traders are increasingly used to au...
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...
STOC
2006
ACM
14 years 5 months ago
2006
ACM
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
SIGECOM
2004
ACM
13 years 10 months ago
2004
ACM
We introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...