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Recent Papers on Algorithmic Trading / High-Frequency Trading

Paper Author(s) Source Date Link
1 Unlocking Profit Potential: Maximizing Returns... Abdul Rahman; arxiv-q-fin.TR 2024-05-23 http://arxiv.org/abs/2405.14262
2 Decision Trees for Intuitive Intraday Trading... Prajwal Naga; Dinesh Balivada; Sharath Chandra... arxiv-q-fin.ST 2024-05-22 http://arxiv.org/abs/2405.13959
3 Can Machine Learning Unlock New Insights Into... G. Ibikunle; B. Moews; K. Rzayev; arxiv-q-fin.CP 2024-05-13 http://arxiv.org/abs/2405.08101
4 Enhancing Renewable Energy Certificate... Qingsu He; Jingsong Wang; Ruijie Shi; Yifan He;... Scientific reports 2024-05-12 https://pubmed.ncbi.nlm.nih.gov/38735996
5 RISK-CONSTRAINED OPTIMAL DYNAMIC TRADING... Ana SOFIA VIOTTI DAKER ARANHA; https://doi.org/10.17771/pucrio.acad.56114
6 Modelling Opaque Bilateral Market Dynamics in... Alicia Vidler; Toby Walsh; arxiv-q-fin.CP 2024-05-05 http://arxiv.org/abs/2405.02849
7 On A Fundamental Statistical Edge... Tommaso Gastaldi; arxiv-q-fin.PM 2024-04-22 http://arxiv.org/abs/2404.14252
8 Advanced Statistical Arbitrage with... Boming Ning; Kiseop Lee; arxiv-q-fin.ST 2024-03-18 http://arxiv.org/abs/2403.12180
9 A Short-term Price Prediction-based Trading... Weijia Fan; Ru Zhang; Hao He; Siyu Hou; Yongbo... PloS one 2024-03-07 https://pubmed.ncbi.nlm.nih.gov/38452052
10 A Multimodal Foundation Agent for Financial... WENTAO ZHANG et. al. arxiv-q-fin.TR 2024-02-28 http://arxiv.org/abs/2402.18485
11 Machine Learning in Financial Markets: A... WILHELMINA AFUA ADDY et. al. International Journal of Science and Research... 2024-02-28 https://doi.org/10.30574/ijsra.2024.11.1.0292
12 A Study on The Dynamic Impact of Carbon... Qinghao Yang; Bingbing Zhang; Zhijun Yan;... Environmental science and pollution research... 2024-02-28 https://pubmed.ncbi.nlm.nih.gov/38418786
13 End-to-End Policy Learning of A Statistical... Fabian Krause; Jan-Peter Calliess; arxiv-q-fin.TR 2024-02-13 http://arxiv.org/abs/2402.08233
14 Applying News and Media Sentiment Analysis for... O. F. Olaiyapo; ArXiv 2024-02-12 https://doi.org/10.26794/2308-944X-2023-11-4-84-94
15 Learning The Market: Sentiment-Based Ensemble... ANDREW YE et. al. arxiv-q-fin.TR 2024-02-02 http://arxiv.org/abs/2402.01441
16 ESG Driven Pairs Algorithm for Sustainable... Eeshaan Dutta; Sarthak Diwan; Siddhartha P.... arxiv-q-fin.TR 2024-01-26 http://arxiv.org/abs/2401.14761
17 Quantum Probability Theoretic Asset Return... Li Lin; SSRN Electronic Journal 2024-01-11 https://doi.org/10.2139/ssrn.4691510
18 Multi-level Deep Q-networks for Bitcoin Trading... Sattarov Otabek; Jaeyoung Choi; Scientific reports 2024-01-08 https://pubmed.ncbi.nlm.nih.gov/38191638
19 Fortify The Investment Performance of Crude Oil... Kun Yang; Zishu Cheng; Mingchen Li; Shouyang... Applied Energy 2024-01-01 https://doi.org/10.1016/j.apenergy.2023.122102
20 Bidirectional Privacy-Preserving Network-... XIN ZHOU et. al. IEEE Transactions on Power Systems 2024-01-01 https://doi.org/10.1109/TPWRS.2023.3263242
21 Intraday Trading Algorithm for Predicting... Vahidin Jeleskovic; Stephen Mackay; arxiv-q-fin.CP 2023-12-31 http://arxiv.org/abs/2401.00603
22 How Do Carbon Emissions Trading Impact The... Wenhao Ma; Xuwen Yan; PloS one 2023-12-27 https://pubmed.ncbi.nlm.nih.gov/38150448
23 Deep Reinforcement Learning for Quantitative... Maochun Xu; Zixun Lan; Zheng Tao; Jiawei Du;... arxiv-q-fin.TR 2023-12-25 http://arxiv.org/abs/2312.15730
24 The Scripless Trading of Share Transfer:... Suratman S; Muhammad Umar Abdul Razak; Wan... Conference on Mathematical and Statistical... 2023-12-19 https://doi.org/10.1117/12.3012268
25 AUQ–ADMM Algorithm-Based Peer-to-Peer Trading... CHUN WEI et. al. IEEE Systems Journal 2023-12-01 https://doi.org/10.1109/JSYST.2023.3290775
26 Empirical Analysis of The Relationship Between... Yukun Song; Yang Liu; Environmental science and pollution research... 2023-12-01 https://pubmed.ncbi.nlm.nih.gov/38038913
27 Gambling, Cryptocurrency, and Financial Trading... Jamie Torrance; Conor Heath; Maira Andrade;... Journal of behavioral addictions 2023-11-27 https://pubmed.ncbi.nlm.nih.gov/38015231
28 FinMem: A Performance-Enhanced LLM Trading... YANGYANG YU et. al. arxiv-q-fin.CP 2023-11-22 http://arxiv.org/abs/2311.13743
29 Predicting Risk/reward Ratio in Financial... Reza Yarbakhsh; Mahdieh Soleymani Baghshah;... arxiv-q-fin.CP 2023-11-15 http://arxiv.org/abs/2311.09148
30 Advancing Algorithmic Trading: A Multi-... Gang Hu; arxiv-q-fin.CP 2023-11-09 http://arxiv.org/abs/2311.05743
31 An Exploration of Sex Trading for Compensation... Lara B Gerassi; Caro Cruys; Nicole Hendry;... Children and youth services review 2023-11-04 https://pubmed.ncbi.nlm.nih.gov/38074081
32 A Framework for Enhancing Stock Investment... Yu Lin; Ben Liu; Entropy (Basel, Switzerland) 2023-10-30 https://pubmed.ncbi.nlm.nih.gov/37998192
33 Optimal Strategies for Round-Trip Pairs Trading... Emily Crawford Das; Jingzhi Tie; Qing Zhang; arxiv-math.OC 2023-10-24 http://arxiv.org/abs/2310.15803
34 Visualizing Profitability: A Heatmap Approach... Min-Yuh Day; Yensen Ni; Chinning Hsu; Paoyu Huang; Heliyon 2023-10-21 https://pubmed.ncbi.nlm.nih.gov/37885713
35 Cryptocurrency Algorithmic Trading with Price... LALIT SHROTRIYA et. al. 2023 First International Conference on Advances... 2023-10-19 https://doi.org/10.1109/ICAEECI58247.2023.10370932
36 A Framework for Empowering Reinforcement... Rasoul Amirzadeh; Dhananjay Thiruvady; Asef... arxiv-cs.AI 2023-10-13 http://arxiv.org/abs/2310.09462
37 Study on Distributed Hydrogen Block Chain... Chongshi Wang; Yuede Hu; Nan Li; Hao Yang; Conference on Computer Science and... 2023-10-11 https://doi.org/10.1117/12.3009450
38 Logic-guided Deep Reinforcement Learning for... ZHIMING LI et. al. arxiv-cs.CE 2023-10-09 http://arxiv.org/abs/2310.05551
39 Market Crowds’ Trading Behaviors, Agreement... LEILEI SHI et. al. arxiv-q-fin.GN 2023-10-08 http://arxiv.org/abs/2310.05322
40 A Reinforcement Learning Algorithm for Trading... Federico Giorgi; S. Herzel; P. Pigato; SSRN Electronic Journal 2023-10-03 https://doi.org/10.2139/ssrn.4363174
41 CAD: Clustering And Deep Reinforcement Learning... Zhengyong Jiang; Jeyan Thiayagalingam;... arxiv-q-fin.PM 2023-10-02 http://arxiv.org/abs/2310.01319
42 NoxTrader: LSTM-Based Stock Return Momentum... Hsiang-Hui Liu; Han-Jay Shu; Wei-Ning Chiu; arxiv-q-fin.PM 2023-10-01 http://arxiv.org/abs/2310.00747
43 Prediction of US 30‐years‐treasury‐bonds... Abdellah El Zaar; Nabil Benaya; Toufik Bakir;... Expert Systems 2023-09-26 https://doi.org/10.1111/exsy.13459
44 Asynchronous Deep Double Dueling Q-learning for... Peer Nagy; Jan-Peter Calliess; Stefan Zohren; Frontiers in artificial intelligence 2023-09-25 https://pubmed.ncbi.nlm.nih.gov/37818429
45 Gray-box Adversarial Attack of Deep... Foozhan Ataiefard; Hadi Hemmati; arxiv-cs.LG 2023-09-25 http://arxiv.org/abs/2309.14615
46 EarnHFT: Efficient Hierarchical Reinforcement... MOLEI QIN et. al. arxiv-q-fin.TR 2023-09-22 http://arxiv.org/abs/2309.12891
47 Stock Market Sentiment Classification and... Jiashu Lou; arxiv-q-fin.CP 2023-09-21 http://arxiv.org/abs/2309.11979
48 Sizing Strategies for Algorithmic Trading in... S. M. Masrur Ahmed; arxiv-q-fin.CP 2023-09-16 http://arxiv.org/abs/2309.09094
49 Six-Segment Strategy for Prosumers’ Financial... P. Mochi; Kartiki Pandya; Ricardo Faia; João... Mathematics 2023-09-15 https://doi.org/10.3390/math11183933
50 Analysis of Frequent Trading Effects of Various... Jiahao Chen; Xiaofei Li; ArXiv 2023-09-14 https://doi.org/10.48550/arXiv.2311.10719
51 Harnessing Deep Q-Learning for Enhanced... Soumyadip Sarkar; ArXiv 2023-09-13 https://doi.org/10.48550/arXiv.2311.10718
52 C++ Design Patterns for Low-latency... Paul Bilokon; Burak Gunduz; arxiv-cs.PF 2023-09-08 http://arxiv.org/abs/2309.04259
53 Extending The Omega Model with Momentum and... Jing-Rung Yu; Chieh-Hui Wei; Chi-Ju Lai; Wen-Yi... PloS one 2023-09-08 https://pubmed.ncbi.nlm.nih.gov/37682858
54 TradingGPT: Multi-Agent System with Layered... Yang Li; Yangyang Yu; Haohang Li; Zhi Chen;... arxiv-q-fin.PM 2023-09-07 http://arxiv.org/abs/2309.03736
55 Algorithmic Trading: Intraday Profitability and... Devi Arumugam; Economic Modelling 2023-09-01 https://doi.org/10.1016/j.econmod.2023.106521
56 Stochastic Optimal Scheduling Strategy of... SIZHE YAN et. al. Renewable Energy 2023-09-01 https://doi.org/10.1016/j.renene.2023.119268
57 The Intraday High-Frequency Trading with... Ayben Koy; A. B. Çolak; Archives of Advanced Engineering Science 2023-08-31 https://doi.org/10.47852/bonviewaaes32021325
58 Signature Trading: A Path-Dependent Extension... Owen Futter; Blanka Horvath; Magnus Wiese; arxiv-q-fin.PM 2023-08-29 http://arxiv.org/abs/2308.15135
59 Assessment of Users’ Adoption Behaviour for... Amar Johri; Mohammad Wasiq; Harpreet Kaur;... Heliyon 2023-08-29 https://pubmed.ncbi.nlm.nih.gov/37809385
60 How Do Carbon Trading Price and Carbon Tax Rate... Xiaoxia Huang; Jang Su Kim; Kwon Ryong Hong;... Journal of environmental management 2023-08-22 https://pubmed.ncbi.nlm.nih.gov/37619387
61 Mastering Stock Markets with Efficient Mixture... Shuo Sun; Xinrun Wang; Wanqi Xue; Xiaoxuan Lou;... kdd 2023-08-04 https://dl.acm.org/doi/abs/10.1145/3580305.3599424
62 VolTS: A Volatility-based Trading System to... Ivan Letteri; arxiv-q-fin.TR 2023-07-25 http://arxiv.org/abs/2307.13422
63 Data Cross-Segmentation for Improved... VIKRAM DUVVUR et. al. arxiv-cs.LG 2023-07-18 http://arxiv.org/abs/2307.09377
64 Real-Time Trading System Based on Selections of... Kosuke Tatsumura; Ryo Hidaka; Jun Nakayama;... IEEE Access 2023-07-12 https://doi.org/10.1109/ACCESS.2023.3326816
65 Pairs-trading System Using Quantum-inspired... Kosuke Tatsumura; Ryo Hidaka; Jun Nakayama;... arxiv-cs.ET 2023-07-12 http://arxiv.org/abs/2307.05923
66 Decentralised Finance and Automated Market... Álvaro Cartea; Fayçal Drissi; Marcello Monga; arxiv-q-fin.TR 2023-07-07 http://arxiv.org/abs/2307.03499
67 Is Carbon Emission Trading A Green Blessing or... Shaopeng Zhang; Huanhui Gan; Environmental science and pollution research... 2023-07-03 https://pubmed.ncbi.nlm.nih.gov/37395878
68 A Novel Recurrent Neural Network Based Online... XINWEI CAO et. al. Expert Syst. Appl. 2023-07-01 https://doi.org/10.1016/j.eswa.2023.120934
69 Optimization of Trading Strategies Using A... Ozgur Salman; Themistoklis Melissourgos;... 2023 IEEE Congress on Evolutionary Computation... 2023-07-01 https://doi.org/10.1109/CEC53210.2023.10254029
70 Bi-Level Carbon Trading Model on Demand Side... ZHICHAO YAN et. al. IEEE Transactions on Smart Grid 2023-07-01 https://doi.org/10.1109/TSG.2022.3229278
71 Shared Trading Strategy of Multiple Microgrids... PENG CHEN et. al. Sustainability 2023-06-29 https://doi.org/10.3390/su151310287
72 Agent Performing Autonomous Stock Trading Under... Yunfei Luo; Zhangqi Duan; arxiv-cs.LG 2023-06-06 http://arxiv.org/abs/2306.03985
73 Cryptosentiment: A Dataset and Baseline for... Loukia Avramelou; Paraskevi Nousi; N. Passalis;... 2023 IEEE International Conference on... 2023-06-04 https://doi.org/10.1109/ICASSPW59220.2023.10193330
74 Trading Strategy Based on Dynamic... MENGYUAN HU et. al. Conference on Machine Learning and Computer... 2023-05-25 https://doi.org/10.1117/12.2675139
75 Social Informedness and Investor Sentiment in... Kwansoo Kim; Sang-Yong Tom Lee; Robert J Kauffman; Electronic markets 2023-05-23 https://pubmed.ncbi.nlm.nih.gov/37252673
76 Intraday Algorithmic Trading Strategies for... Gil Cohen; Review of Quantitative Finance and Accounting 2023-05-19 https://doi.org/10.1007/s11156-023-01139-2
77 Online Hybrid Neural Network for Stock Price... Chengyu Li; Luyi W. Shen; G. Qian; Econometrics 2023-05-18 https://doi.org/10.3390/econometrics11020013
78 Copula-Based Trading of Cointegrated... Masood Tadi; Jiří Witzany; arxiv-q-fin.TR 2023-05-11 http://arxiv.org/abs/2305.06961
79 Sustainable Electric Vehicle Charging Scheme:... A. C. W. Haputhanthirige; C. Liyanage; R. Yapa;... IOP Conference Series: Earth and Environmental... 2023-05-01 https://doi.org/10.1088/1755-1315/1176/1/012024
80 Peer-to-Peer Transactive Energy Trading of A... Yuexian Zou; Yan Xu; X. Feng; H. Nguyen; IEEE Transactions on Smart Grid 2023-05-01 https://doi.org/10.1109/TSG.2022.3223378
81 Optimum Output Long Short-Term Memory Cell for... Adamantios Ntakaris; Moncef Gabbouj; Juho... arxiv-cs.LG 2023-04-17 http://arxiv.org/abs/2304.09840
82 The Roles of Carbon Trading System and... Yue Yu; Yishuang Xu; International journal of environmental research... 2023-04-17 https://pubmed.ncbi.nlm.nih.gov/37107830
83 Do Investors’ Personalities Predict Market... Huan Huu Nguyen; Vu Minh Ngo; Thao Thi Phuong... Heliyon 2023-04-05 https://pubmed.ncbi.nlm.nih.gov/37077682
84 A High-frequency Trading Volume Prediction... Xiaojie Xu; Yun Zhang; Decision Analytics Journal 2023-04-01 https://doi.org/10.1016/j.dajour.2023.100235
85 Research on Day-Ahead Optimal Scheduling... Jiangnan Li; Tian Mao; Guanglei Huang; Wenmeng... Sustainability 2023-04-01 https://doi.org/10.3390/su15076108
86 Research on Stock Trading Prediction Based on... YIKAI SUN et. al. Fifth International Conference on Computer... 2023-03-28 https://doi.org/10.1117/12.2668175
87 A High Performance Bitcoin Trading Strategy... Yunjing Zhang; Jiaxu Sun; Hengbin Liu; Shaoqing... Fifth International Conference on Computer... 2023-03-28 https://doi.org/10.1117/12.2667409
88 The Impact and Profitability of Day Trading... Wan-Hsiu Cheng; Yuhsin Chen; Paoyu Huang;... Heliyon 2023-03-27 https://pubmed.ncbi.nlm.nih.gov/37064456
89 Optimal Operation of A Regional Integrated... Mingguang Zhang; Hongyi Li; Yi Zhu; 2023 5th Asia Energy and Electrical Engineering... 2023-03-23 https://doi.org/10.1109/AEEES56888.2023.10114263
90 An Intelligent System for Trading Signal of... MAN-FAI LEUNG et. al. FinTech 2023-03-16 https://doi.org/10.3390/fintech2010011
91 Stock Portfolio Management By Using Fuzzy... Zheng Hao; Haowei Zhang; Yipu Zhang; Journal of Risk and Financial Management 2023-03-15 https://doi.org/10.3390/jrfm16030201
92 Optimizing Trading Strategies in Quantitative... HENGXI ZHANG et. al. arxiv-q-fin.TR 2023-03-15 http://arxiv.org/abs/2303.11959
93 Improving CNN-base Stock Trading By Considering... KEER YANG et. al. ArXiv 2023-03-11 https://doi.org/10.5121/ijci.2023.120201
94 Algorithm Trading Strategy Based on GARCH and... Z. Wei; Jingyi Cui; International Conference on Green... 2023-03-08 https://doi.org/10.1117/12.2670200
95 Where Will Corporate Capital Flow To?... Yong Qi; Mingsheng Yuan; Tingting Bai; Journal of environmental management 2023-03-08 https://pubmed.ncbi.nlm.nih.gov/36967695
96 Turn-of-the-candle Effect in Bitcoin... Savva Shanaev; Mikhail Vasenin; Roman Stepanov; Heliyon 2023-03-02 https://pubmed.ncbi.nlm.nih.gov/36938429
97 Heterogeneously Informed Trading and The Stock... Liao Xu; Mingqi Xue; Xuan Zhang; Yang Zhao; International review of financial analysis 2023-03-02 https://pubmed.ncbi.nlm.nih.gov/36910026
98 An Algorithmic Trading System Based on A... Alireza Fereydooni; M. Mahootchi; Global Finance Journal 2023-03-01 https://doi.org/10.1016/j.gfj.2023.100825
99 Application of Traditional Machine Learning... Yimeng Wang; Keyue Yan; Artificial Intelligence Evolution 2023-03-01 https://doi.org/10.37256/aie.4120232226
100 Exploring Arbitrage Opportunities Between... Boqiang Lin; Zhizhou Tan; Environmental Impact Assessment Review 2023-03-01 https://doi.org/10.1016/j.eiar.2023.107041
101 Peer-to-Peer Energy Trading, Independence... A. Adewole; M. Shipworth; Xavier Lemaire;... SSRN Electronic Journal 2023-03-01 https://doi.org/10.2139/ssrn.4162557
102 A Privacy-Preserving Blockchain-Based Method to... J. Ping; Zheng Yan; Sijie Chen; IEEE Transactions on Smart Grid 2023-03-01 https://doi.org/10.1109/TSG.2022.3198165
103 Exploring The Advantages of Transformers for... Fazl Barez; Paul Bilokon; Arthur Gervais;... ArXiv 2023-02-20 https://doi.org/10.2139/ssrn.4364833
104 Co-trading Networks for Modeling Dynamic... Yutong Lu; Gesine Reinert; Mihai Cucuringu; arxiv-q-fin.TR 2023-02-18 http://arxiv.org/abs/2302.09382
105 Designing Fairness in Autonomous Peer-to-peer... VARSHA BEHRUNANI et. al. ArXiv 2023-02-09 https://doi.org/10.48550/arXiv.2302.04771
106 Empirical Analysis in Limit Order Book Modeling... Shunya Chomei; arxiv-q-fin.TR 2023-02-03 http://arxiv.org/abs/2302.01668
107 An IPSO-FW-WSVM Method for Stock Trading Signal... Yingjun Chen; Zhigang Zhu; Entropy (Basel, Switzerland) 2023-02-02 https://pubmed.ncbi.nlm.nih.gov/36832646
108 LightTrader: A Standalone High-Frequency... SUNGYEOB YOO et. al. 2023 IEEE International Symposium on High-... 2023-02-01 https://doi.org/10.1109/HPCA56546.2023.10070930
109 Pairs Trading Strategy Optimization Using... Yi-Feng Chen; Wen-Yueh Shih; Hsu-Chao Lai; Hao-... 2023 IEEE International Conference on Big Data... 2023-02-01 https://doi.org/10.1109/BigComp57234.2023.00015
110 The Impact of The Russia-Ukraine War on The... Isaac Appiah‐Otoo; Asian Economics Letters 2023-01-31 https://doi.org/10.46557/001c.53110
111 Optimization Trading Strategy Model for Gold... Hong-Xia Xie; Yan Feng; Xueyong Yu; Yuning Hu; J. Adv. Comput. Intell. Intell. Informatics 2023-01-20 https://doi.org/10.20965/jaciii.2023.p0105
112 Asynchronous Deep Double Duelling Q-Learning... Peer Nagy; Jan-Peter Calliess; Stefan Zohren; arxiv-q-fin.TR 2023-01-20 http://arxiv.org/abs/2301.08688
113 Domain-adapted Learning and Interpretability:... Yuanrong Wang; Yinsen Miao; Alexander CY Wong;... arxiv-q-fin.TR 2023-01-19 http://arxiv.org/abs/2301.08359
114 A Deep Reinforcement Learning-based Bidding... Feiye Zhang; Qingyu Yang; Donghe Li; Frontiers in Energy Research 2023-01-16 https://doi.org/10.3389/fenrg.2022.1017438
115 Enhanced Bollinger Band Stock Quantitative... Keyue Yan; Yimeng Wang; Y. Li; Artificial Intelligence Evolution 2023-01-11 https://doi.org/10.37256/aie.4120231991
116 Empirical Analysis of Automated Stock Trading... Minseok Kong; Jungmin So; Applied Sciences 2023-01-03 https://doi.org/10.3390/app13010633
117 Trading Strategy Validation Using... Ivan Letteri; Giuseppe Della Penna; Giovanni De... International Conference on Finance, Economics,... 2023-01-01 https://doi.org/10.5220/0011715300003494
118 Can Day Trading Really Be Profitable? Evidence... Carlo Zarattini; Andrew R. Aziz; SSRN Electronic Journal 2023-01-01 https://doi.org/10.2139/ssrn.4416622
119 A Three-Stage Multi-Energy Trading Strategy... Jie Yang; Wenya Xu; K. Ma; Conghui Li; IEEE Transactions on Sustainable Energy 2023-01-01 https://doi.org/10.1109/TSTE.2022.3208369
120 Intraday Trading of Cryptocurrencies Using... Gil Cohen; AIMS Mathematics 2023-01-01 https://doi.org/10.3934/math.2023493
121 Stock Market Price Prediction Using Machine... SHARIQ MOHAMMED et. al. 2023 5th International Conference on Smart... 2023-01-01 https://doi.org/10.1109/ICSSIT55814.2023.10061120
122 CBITS: Crypto BERT Incorporated Trading... Gyeongmin Kim; Minsuk Kim; B. Kim; Heu-Jeoung Lim; IEEE Access 2023-01-01 https://doi.org/10.1109/ACCESS.2023.3236032
123 A Mean-VaR Based Deep Reinforcement Learning... Boyi Jin; IEEE Access 2023-01-01 https://doi.org/10.1109/ACCESS.2023.3259108
124 Trade Ease With Machine Learning and AWSSummary... Kamurthi Ravi Teja; Chuan-Ming Liu; IEEE Access 2023-01-01 https://doi.org/10.1109/ACCESS.2023.3257037
125 Does High-frequency Trading Actually Improve... Renata Karkowska; A. Palczewski; Research in International Business and Finance 2023-01-01 https://doi.org/10.1016/j.ribaf.2022.101872
126 Bandits for Algorithmic Trading with... Á. Cartea; Fayçal Drissi; Pierre Osselin; SSRN Electronic Journal 2023-01-01 https://doi.org/10.2139/ssrn.4484004
127 Optimizing Automated Trading Systems with Deep... Minh Tran; Duc Pham-Hi; M. Bui; Algorithms 2023-01-01 https://doi.org/10.3390/a16010023
128 Statistical Predictions of Trading Strategies... Á. CARTEA et. al. SSRN Electronic Journal 2023-01-01 https://doi.org/10.2139/ssrn.4442770
129 Integrating Piecewise Linear Representation and... Yingjun Chen; Zhigang Zhu; IEEE Access 2023-01-01 https://doi.org/10.1109/ACCESS.2023.3244599
130 Learning from DeFi: Would Automated Market... Katya Malinova; A. Park; SSRN Electronic Journal 2023-01-01 https://doi.org/10.2139/ssrn.4531670
131 A Retail Investor in A Cobweb of Social... Tamara Teplova; Aleksandr Tomtosov; Tatiana... PloS one 2022-12-30 https://pubmed.ncbi.nlm.nih.gov/36584054
132 Deep Reinforcement Learning Methods for... Tan Chau; Minh-Tri Nguyen; Duc-Vu Ngo; Anh-Duc... 2022 RIVF International Conference on Computing... 2022-12-20 https://doi.org/10.1109/RIVF55975.2022.10013861
133 Supervised Actor-critic Reinforcement Learning... Qizhou Sun; Yain-Whar Si; Applied Intelligence 2022-12-17 https://doi.org/10.1007/s10489-022-04322-5
134 Financial Abnormal Data Monitoring and Analysis... He Jun’e; 2022 Second International Conference on Advanced … 2022-12-16 https://doi.org/10.1109/ICATIECE56365.2022.10047500
135 A Prediction Model of Stock Market Trading... Jheng-Long Wu; Xian-Rong Tang; Chin-Hsiung Hsu; Soft computing 2022-12-09 https://pubmed.ncbi.nlm.nih.gov/36531755
136 A Novel Deep Reinforcement Learning Based... Jie Zou; Jiashu Lou; Baohua Wang; Sixue Liu; arxiv-q-fin.CP 2022-12-05 http://arxiv.org/abs/2212.02721
137 Low-carbon Economic Optimal Dispatch Strategy... Xinfeng Jiang; Q. Ai; Yun Chen; Jiayu Wang; 2022 IEEE Sustainable Power and Energy... 2022-12-04 https://doi.org/10.1109/iSPEC54162.2022.10033052
138 A Pathway Towards The Development and Evolution... Fang Su; Jiangbo Chang; Xing Zhang; Shah Fahad;... Frontiers in nutrition 2022-12-02 https://pubmed.ncbi.nlm.nih.gov/36532556
139 Judgment Day: Algorithmic Trading Around The... Francis Breedon; Louisa Chen; A. Ranaldo;... SSRN Electronic Journal 2022-12-01 https://doi.org/10.2139/ssrn.4113004
140 From Decision Optimization to Satisficing:... W. Currie; J. Seddon; Ben Van Vliet; Inf. Manag. 2022-12-01 https://doi.org/10.1016/j.im.2022.103721
141 Optimizing Stock Option Forecasting with The... Zheng Cao; Raymond Guo; Wenyu Du; Jiayi Gao;... arxiv-q-fin.CP 2022-11-28 http://arxiv.org/abs/2211.15912
142 Financial Technical Indicator and Algorithmic... Andrea Frattini; Ilaria Bianchini; Alessio... Risks 2022-11-25 https://doi.org/10.3390/risks10120225
143 Designing Efficient Pair-Trading Strategies... Jaydip Sen; arxiv-q-fin.PM 2022-11-13 http://arxiv.org/abs/2211.07080
144 Are Large Traders Harmed By Front-running... Ziyi Xu; Xue Cheng; arxiv-q-fin.TR 2022-11-11 http://arxiv.org/abs/2211.06046
145 Researches Advanced in Financial Trading... Hengyue Zhu; Other Conferences 2022-11-10 https://doi.org/10.1117/12.2641867
146 Algorithmic Trading with Directional... Adesola Adegboye; Michael Kampouridis; F. E. B.... Artificial Intelligence Review 2022-11-07 https://doi.org/10.1007/s10462-022-10307-0
147 Algorithmic Trading and Short-term Forecast for... Dakota Joiner; Amy Vezeau; Albert Wong; Gaétan... 2022 IEEE International Conference on Recent... 2022-11-07 https://doi.org/10.1109/RASSE54974.2022.9989592
148 Visceral Emotions and Bitcoin TradingRelated... Yongkil Ahn; Dongyeon Kim; Finance Research Letters 2022-11-01 https://doi.org/10.1016/j.frl.2022.103458
149 A Pairs Trading Strategy Based on Mixed... Fernando A.B. Sabino da Silva; F. Ziegelmann;... The Quarterly Review of Economics and Finance 2022-11-01 https://doi.org/10.1016/j.qref.2022.10.007
150 Peer-to-Peer Local Energy Trading With Voltage... Md Habib Ullah; Jae-Do Park; IEEE Transactions on Smart Grid 2022-11-01 https://doi.org/10.1109/TSG.2022.3202695
151 The Optimal Blockchain Asset Trading Settlement... Chao Li; Li Wang; Haijun Yang; Decision Support Systems 2022-11-01 https://doi.org/10.1016/j.dss.2022.113909
152 DeepScalper: A Risk-Aware Reinforcement... SHUO SUN et. al. cikm 2022-10-29 https://dl.acm.org/doi/abs/10.1145/3511808.3557283
153 Optimal Action Space Search: An Effective Deep... Zhongjie Duan; Cen Chen; Dawei Cheng; Yuqi... cikm 2022-10-29 https://dl.acm.org/doi/abs/10.1145/3511808.3557412
154 DNN-ForwardTesting: A New Trading Strategy... Ivan Letteri; Giuseppe Della Penna; Giovanni De... arxiv-q-fin.TR 2022-10-20 http://arxiv.org/abs/2210.11532
155 SuperkurtosisSummary Related Papers Related... Stavros Degiannakis; G. Filis; Grigorios... Journal of Money, Credit and Banking 2022-10-18 https://doi.org/10.1111/jmcb.12988
156 Robust Emission Reduction Strategies Under Cap-... Chao Li; Tianyi Guo; Yan Chen; Sustainability 2022-10-18 https://doi.org/10.3390/su142013445
157 Distributed Supervision Model for Enterprise... Jianxiong Zhang; Bing Guo; Xuefeng Ding; Dasha... Sensors (Basel, Switzerland) 2022-10-15 https://pubmed.ncbi.nlm.nih.gov/36298191
158 A Dilemma of Self-interest Vs. Ethical... Jan Hanousek; Hoje Jo; Christos Pantzalis; Jung... Journal of business ethics : JBE 2022-10-14 https://pubmed.ncbi.nlm.nih.gov/36259070
159 Stock Trading Strategy of Reinforcement... Jujie Wang; Feng Jing; Maolin He; Neural Processing Letters 2022-10-12 https://doi.org/10.1007/s11063-022-11019-w
160 Algorithmic Trading Using Continuous Action... Naseh Majidi; Mahdi Shamsi; Farokh Marvasti; arxiv-cs.LG 2022-10-07 http://arxiv.org/abs/2210.03469
161 Fast and Slow Optimal Trading with Exogenous... Rama Cont; Alessandro Micheli; Eyal Neuman; arxiv-q-fin.TR 2022-10-04 http://arxiv.org/abs/2210.01901
162 Deep Reinforcement Learning to Automate... D. Mahayana; Elbert Shan; Muhammad Fadhl’Abbas; 2022 12th International Conference on System... 2022-10-03 https://doi.org/10.1109/ICSET57543.2022.10010940
163 Predicting Price Movement of The BTCUSDT Pair... D. Mahayana; Shafa Amarsya Madyaratri; Muhammad... 2022 12th International Conference on System... 2022-10-03 https://doi.org/10.1109/ICSET57543.2022.10010808
164 The Impact of Bitcoin Halving Day on Stock... Muhammad Harits Zidni Khatib Ramadhani; Journal of International Conference Proceedings 2022-09-29 https://doi.org/10.32535/jicp.v5i3.1800
165 On Robustness of Double Linear Trading with... Chung-Han Hsieh; arxiv-math.OC 2022-09-25 http://arxiv.org/abs/2209.12383
166 Research on The Performance of The Trend... Anran Xie; Yichong Huang; Yian Bian; Shucen... Wireless Communications and Mobile Computing 2022-09-24 https://doi.org/10.1155/2022/5296678
167 Automated Cryptocurrency Trading Bot... Aisha Peng; Sau Loong Ang; C. Lim; Pertanika Journal of Science and Technology 2022-09-21 https://doi.org/10.47836/pjst.30.4.22
168 Cooperative Trading Strategy of Carbon Emitting... YUYAN YANG et. al. Frontiers in Energy Research 2022-09-13 https://doi.org/10.3389/fenrg.2022.977509
169 The Impact of China’s Carbon Emission Trading... Jinqiu Li; Dechun Huang; Xiaoqing Wu; Polish Journal of Environmental Studies 2022-09-12 https://doi.org/10.15244/pjoes/151538
170 Backtesting Trading Strategies with GAN To... Ao Sun; Yuh-Dauh Lyuu; arxiv-cs.CE 2022-09-11 http://arxiv.org/abs/2209.04895
171 Ensemble Investment Strategies Based on... Fang-Tao Li; Zhixing Wang; Pengcheng Zhou; Scientific Programming 2022-09-08 https://doi.org/10.1155/2022/7648810
172 Candlestick Patterns Recognition Using CNN-LSTM... Aditya Ramadhan; Irma Palupi; Bambang Ari Wahyudi; Journal of Computer System and Informatics (JoSYC) 2022-09-03 https://doi.org/10.47065/josyc.v3i4.2133
173 Algorithmic Trading: The Intelligent Trading... R. Dubey; Expert Syst. Appl. 2022-09-01 https://doi.org/10.1016/j.eswa.2022.117279
174 Machines That Make and Keep Promises – Lessons... M. J. Schmidt-Kessen; Helen Eenmaa; Maya Mitre; Comput. Law Secur. Rev. 2022-09-01 https://doi.org/10.1016/j.clsr.2022.105717
175 Characteristics and Forecast of High-frequency... Shigeki Kohda; Kenichi Yoshida; Transactions of the Japanese Society for... 2022-09-01 https://doi.org/10.1527/tjsai.37-5_b-m44
176 A Dynamic Internal Trading Price Strategy for... Van-Hai Bui; A. Hussain; Wencong Su; IEEE Transactions on Smart Grid 2022-09-01 https://doi.org/10.1109/TSG.2022.3168856
177 Algorithmic Trading and Challenges on Retail... SIYUAN YAN et. al. Journal of Economics, Finance and Accounting... 2022-08-30 https://doi.org/10.32996/jefas.2022.4.3.4
178 Linnet: Limit Order Books Within... Xinpeng Hong; Changgang Zheng; S. Zohren; Noa... Proceedings of the SIGCOMM ’22 Poster and Demo... 2022-08-22 https://doi.org/10.1145/3546037.3546057
179 Bitcoin or Gold?Summary Related Papers Related... Dongxue Han; Mingliang He; Longyu Wang; Frontiers in Business, Economics and Management 2022-08-08 https://doi.org/10.54097/fbem.v4i3.1139
180 Nonstationary Continuum-Armed Bandit Strategies... Bingde Liu; John Cartlidge; arxiv-cs.MA 2022-08-04 http://arxiv.org/abs/2208.02901
181 Forecasting Financial Signal for Automated... Mohammad Reza Roostaee; A. A. Abin; Expert Syst. Appl. 2022-08-01 https://doi.org/10.1016/j.eswa.2022.118570
182 A Solution for Bilayer Energy-Trading... Xiaohong Huang; Yong Zhang; Dandan Li; Lu Han; IEEE Internet of Things Journal 2022-08-01 https://doi.org/10.1109/jiot.2022.3142815
183 Improving Stock Trend Prediction Using LSTM... S. Mahfooz; Iftikhar Ali; M. N. Khan; International Journal for Research in Applied... 2022-07-31 https://doi.org/10.22214/ijraset.2022.45961
184 How Covid Mobility Restrictions Modified The... PAOLA DERIU et. al. SSRN Electronic Journal 2022-07-30 https://doi.org/10.2139/ssrn.4176182
185 Modelling Financial Markets During Times of... Boris Andreev; G. Sermpinis; C. Stasinakis; Forecasting 2022-07-19 https://doi.org/10.3390/forecast4030035
186 Trading Strategies Optimization By Genetic... Ozgur Salman; Michael Kampouridis; D. Jarchi; 2022 IEEE Congress on Evolutionary Computation... 2022-07-18 https://doi.org/10.1109/CEC55065.2022.9870270
187 An Efficient Isomorphic CNN-based Prediction... ZHONGMING LIU et. al. Intell. Data Anal. 2022-07-11 https://doi.org/10.3233/ida-216142
188 The Impact of Algorithmic Trading on Market... Aurélie Courdent; D. McClelland; Investment Analysts Journal 2022-07-03 https://doi.org/10.1080/10293523.2022.2090056
189 A Multi-agent Deep Reinforcement Learning... Ali Shavandi; Majid Khedmati; Expert Syst. Appl. 2022-07-01 https://doi.org/10.1016/j.eswa.2022.118124
190 A Smart Trader for Portfolio Management Based... Mengyuan Yang; Xiaolin Zheng; Qianqiao Liang;... ijcai 2022-07-01 https://www.ijcai.org/proceedings/2022/557
191 A Data Science Pipeline for Algorithmic... Luyao Zhang; Tianyu Wu; Saad Lahrichi; Carlos-... arxiv-cs.HC 2022-06-29 http://arxiv.org/abs/2206.14932
192 Energy Trading Strategy for Heat and... Cheng Zhou; Chang Bao Zheng; Applied Sciences 2022-06-29 https://doi.org/10.3390/app12136568
193 Research on Gold and Bitcoin Trading Strategy... Hao Lin; Yifu He; Mengjie Shi; Other Conferences 2022-06-27 https://doi.org/10.1117/12.2639549
194 Deep Reinforcement Learning Trading Strategy... Nan Zhang; Jingyuan Wang; M. Xiao; Other Conferences 2022-06-15 https://doi.org/10.1117/12.2637178
195 The Complexity of Cryptocurrencies Algorithmic... Gil Cohen; Mahmoud Qadan; Mathematics 2022-06-12 https://doi.org/10.3390/math10122037
196 Quantitative Trading Through Random... T. Zhu; Wei Zhu; Stats 2022-06-10 https://doi.org/10.3390/stats5020033
197 A Theory of Very Short-time Price Change:... G. Virgilio; Financial Innovation 2022-06-09 https://doi.org/10.1186/s40854-022-00371-4
198 High-Frequency Direction Forecasting of The... Shangkun Deng; Yingke Zhu; Xiaoru Huang;... Future Internet 2022-06-09 https://doi.org/10.3390/fi14060180
199 A Novel Optimal Profit Resilient Filter Pairs... YOU LIANG et. al. 2022 IEEE 46th Annual Computers, Software, and... 2022-06-01 https://doi.org/10.1109/COMPSAC54236.2022.00201
200 Remanufacturing Strategy Choice of A Closed-... Yan Zhou; Xin-Tong Lin; Zhi-Ping Fan; Kar-Hung... International journal of environmental research... 2022-06-01 https://pubmed.ncbi.nlm.nih.gov/35682364
201 What (If Anything) Is Wrong with High-Frequency... Carl David Mildenberger; Journal of business ethics : JBE 2022-05-26 https://pubmed.ncbi.nlm.nih.gov/37533566
202 The Countercyclical Long-term Operating... Alberto Sandoval; Javier Márquez; Ignacio Cervera; PloS one 2022-05-26 https://pubmed.ncbi.nlm.nih.gov/35617164
203 Split Feature Space Ensemble Method Using Deep... Marcell Németh; G. Szücs; Proceedings of the 2022 8th International... 2022-05-12 https://doi.org/10.1145/3543712.3543722
204 DDPG Based on Multi-scale Strokes for Financial... Jun Chen; Cong Chen; L. Duan; Zhiqiang Cai; Proceedings of the 2022 8th International... 2022-05-12 https://doi.org/10.1145/3543712.3543716
205 Double Auction Mechanisms for Peer-to-peer... Sweta Malik; S. Thakur; Maeve Duffy; J. Breslin; 2022 IEEE 7th International Energy Conference... 2022-05-09 https://doi.org/10.1109/energycon53164.2022.9830460
206 Pairs Trading Under Delayed... Tingjin Yan; Mei Choi Chiu; H. Y. Wong; Quantitative Finance 2022-05-05 https://doi.org/10.1080/14697688.2022.2064760
207 Machine Learning and Social Action in Markets:... C. Borch; Bo Hee Min; Economy and Society 2022-05-04 https://doi.org/10.1080/03085147.2022.2050088
208 A New Moving Average Approach to Predict The... Üzeyir Aycel; Yunus Santur; Journal of New Results in Science 2022-04-30 https://doi.org/10.54187/jnrs.979836
209 Multi-type Data Fusion Framework Based on Deep... Peipei Liu; Yunfeng Zhang; Fangxun Bao;... Appl. Intell. 2022-04-30 https://doi.org/10.1007/s10489-022-03321-w
210 The Upper Bound of Cumulative Return of A... Can Yang; Junjie Zhai; Helong Li; PloS one 2022-04-28 https://pubmed.ncbi.nlm.nih.gov/35482739
211 Research on Investment Strategies of Stock... Pengcheng Zhou; Jing Tang; Yizhuo Li; Other Conferences 2022-04-22 https://doi.org/10.1117/12.2627792
212 The Profitability of Technical Analysis During... Camillo Lento; N. Gradojevic; Journal of Risk and Financial Management 2022-04-20 https://doi.org/10.3390/jrfm15050192
213 An FPGA-Based High-Frequency Trading System for... Yi-Chieh Kao; Hung-An Chen; Hsi-Pin Ma; 2022 International Symposium on VLSI Design,... 2022-04-18 https://doi.org/10.1109/vlsi-dat54769.2022.9768065
214 Do Economic Crises Cause Trading in... Jinsha Zhao; Review of Behavioral Finance 2022-04-05 https://doi.org/10.1108/rbf-02-2022-0048
215 Outperforming Algorithmic Trading Reinforcement... L. FELIZARDO et. al. Expert Syst. Appl. 2022-04-01 https://doi.org/10.1016/j.eswa.2022.117259
216 Regulation of Algorithmic Trading: Frameworks... Joseph Lee; Lukas Schu; European Business Law Review 2022-04-01 https://doi.org/10.54648/eulr2022006
217 The Profitability of Bollinger Bands Trading... Min-Yuh Day; Yirung Cheng; Paoyu Huang; Yensen Ni; Applied Economics Letters 2022-03-31 https://doi.org/10.1080/13504851.2022.2060494
218 How Online Discussion Board Activity Affects... André Betzer; Jan Philipp Harries; Financial markets and portfolio management 2022-03-30 https://pubmed.ncbi.nlm.nih.gov/35371372
219 An Ensembling Architecture Incorporating... LEONARD KIN YUNG LOH et. al. FinTech 2022-03-27 https://doi.org/10.3390/fintech1020008
220 Intelligent Systematic Investment Agent: An... Prasang Gupta; Shaz Hoda; Anand Rao; arxiv-cs.AI 2022-03-24 http://arxiv.org/abs/2203.13125
221 RETRACTED ARTICLE: Parameter Estimation Method... Wanli He; Ming Guan; Annals of Operations Research 2022-03-22 https://doi.org/10.1007/s10479-022-04582-x
222 Multi-Time Scale Trading Simulation of Source... XUN DOU et. al. Sensors (Basel, Switzerland) 2022-03-18 https://pubmed.ncbi.nlm.nih.gov/35336533
223 Carbon Emission Trading and Equity Markets in... Junchao Zhang; Wei Han; Economic Research-Ekonomska Istraživanja 2022-03-18 https://doi.org/10.1080/1331677X.2022.2049010
224 Multi-Objective Reward Generalization:... Federico Cornalba; Constantin Disselkamp;... arxiv-cs.LG 2022-03-09 http://arxiv.org/abs/2203.04579
225 Detecting Data-driven Robust Statistical... Ariel Neufeld; Julian Sester; Daiying Yin; arxiv-q-fin.CP 2022-03-07 http://arxiv.org/abs/2203.03179
226 Gambling and Online Trading: Emerging Risks of... A Oksanen; E Mantere; I Vuorinen; I Savolainen; Public health 2022-03-02 https://pubmed.ncbi.nlm.nih.gov/35247862
227 Development of A Stock Trading System Based on... Jangmin Oh; PeerJ. Computer science 2022-03-02 https://pubmed.ncbi.nlm.nih.gov/35494871
228 Energy Trading Strategy for Storage-based... Tamas Miseta; A. Fodor; Ágnes Vathy-Fogarassy; Energy 2022-03-01 https://doi.org/10.1016/j.energy.2022.123788
229 Stock Trading Strategies Based on Deep... Ya-wei Li; Peipei Liu; Ze Wang; Scientific Programming 2022-03-01 https://doi.org/10.1155/2022/4698656
230 Gauging The Effect of Investor Overconfidence... Jiayu Huang; Y. Wang; Y. Fan; Hexuan Li; International Finance 2022-03-01 https://doi.org/10.1111/infi.12405
231 Single Stock Trading with Deep Reinforcement... Jun Ge; Yuanqi Qin; Yaling Li; yanjia Huang;... 2022 14th International Conference on Machine... 2022-02-18 https://doi.org/10.1145/3529836.3529857
232 Solvability of Differential Riccati Equations... Fayçal Drissi; arxiv-q-fin.TR 2022-02-15 http://arxiv.org/abs/2202.07478
233 Research on Emission Reduction Strategies of... Qingzhen Yao; L. Shao; Frontiers in Environmental Science 2022-02-14 https://doi.org/10.3389/fenvs.2022.848260
234 Intelligent Optimization Based Multi-Factor... Jujie Wang; Zhenzhen Zhuang; Liu Feng; Mathematics 2022-02-12 https://doi.org/10.3390/math10040566
235 Financial Vision Based Reinforcement Learning... Yun-Cheng Tsai; Fu-Min Szu; Jun-Hao Chen;... ArXiv 2022-02-03 https://doi.org/10.3390/analytics1010004
236 Applying Attention-based BiLSTM and Technical... MING-CHE LEE et. al. Neural computing & applications 2022-01-28 https://pubmed.ncbi.nlm.nih.gov/35106029
237 Performance Analysis of Bollinger Bands and... VARUN SESHU et. al. 2022 12th International Conference on Cloud... 2022-01-27 https://doi.org/10.1109/confluence52989.2022.9734127
238 A Blockchain-Based Distributed Computational... Tonghe Wang; Songpu Ai; Junwei Cao; arxiv-cs.DC 2022-01-24 http://arxiv.org/abs/2201.09539
239 An Advanced Optimization Approach for Long-... Chun-Hao Chen; Wei-Hsun Lai; S. Hung; T. Hong; Applied Sciences 2022-01-20 https://doi.org/10.3390/app12031052
240 Research on The Feasibility of Applying GRU and... M. Lee; Applied Sciences 2022-01-19 https://doi.org/10.3390/app12031007
241 Crypto Asset-Trade Resilience During The... Vicko Taniady; Salsabiila Puteri Permatasari;... Jurnal Jurisprudence 2022-01-14 https://doi.org/10.23917/jurisprudence.v11i1.13340
242 Effect of Cryptocurrency Trading and Monetary... S. K. Fakunmoju; O. Banmore; A. Gbadamosi;... Binus Business Review 2022-01-07 https://doi.org/10.21512/bbr.v13i1.7305
243 Convolutional Neural Network for Stock Trading... S. Chandar; Automated Software Engineering 2022-01-03 https://doi.org/10.1007/s10515-021-00303-z
244 Ethical Use of Algorithms in Times of... Yaara Welcman; SSRN Electronic Journal 2022-01-01 https://doi.org/10.2139/ssrn.4179166
245 Bi-level Frequency Regulation Resource Trading... Liya Ma; Nian Liu; Haonan Sun; Chenxi Li;... International Journal of Electrical Power &... 2022-01-01 https://doi.org/10.1016/j.ijepes.2021.107543
246 Adversarial TradingSummary Related Papers... Alexandre Miot; ArXiv 2022-01-01 https://doi.org/10.2139/ssrn.4029832
247 New Trading Strategy in Investment: A Study of... Zhihui Lv; Tsun Se Cheong; D. Chui; W. Wong; SSRN Electronic Journal 2022-01-01 https://doi.org/10.2139/ssrn.4168405
248 Deep Reinforcement Learning for Automated Stock... Eeshaan Asodekar; Arpan Nookala; Sayali Ayre;... International Syposium on Methodologies for... 2022-01-01 https://doi.org/10.1007/978-3-031-16564-1_18
249 Transmission Loss-Aware Peer-to-Peer Energy... Hailing Zhu; K. Ouahada; A. Abu-Mahfouz; IEEE Access 2022-01-01 https://doi.org/10.1109/ACCESS.2022.3226625
250 A Deep Reinforcement Learning-Based Decision... YASMEEN ANSARI et. al. IEEE Access 2022-01-01 https://doi.org/10.1109/ACCESS.2022.3226629
251 Flexible Decision Support System for... C. Tudor; Robert Sova; IEEE Access 2022-01-01 https://doi.org/10.1109/ACCESS.2022.3143767
252 Prediction on The Value Trends of Bitcoin and... Ronghuan Li; Weijie Chen; Wenhao Xu; Chen Li; Academic Journal of Computing & Information... 2022-01-01 https://doi.org/10.25236/ajcis.2022.050713
253 Graph-based Stock Correlation and Prediction... TAO YIN et. al. Pattern Recognition 2022-01-01 https://doi.org/10.1016/J.PATCOG.2021.108209
254 Peer-to-Peer Energy Trading in Smart Energy... Hailing Zhu; K. Ouahada; A. Abu-Mahfouz; IEEE Access 2022-01-01 https://doi.org/10.1109/ACCESS.2022.3167828
255 Optimal Liquidation Problem in Illiquid... Amirhossein Sadoghi; Jan Vecer; Eur. J. Oper. Res. 2022-01-01 https://doi.org/10.1016/J.EJOR.2021.05.020
256 Network Analysis on Bitcoin Arbitrage... Rasa Bruzgė; Alfreda Šapkauskienė; The North American Journal of Economics and... 2022-01-01 https://doi.org/10.1016/j.najef.2021.101562
257 Co-evolutionary Dynamics in A Simulation of... Proceedings of the European Modeling &... 2022-01-01 https://doi.org/10.46354/i3m.2022.emss.037
258 Blockchain-Based Fully Peer-to-Peer Energy... Tarek AlSkaif; Jose L. Crespo-Vazquez; Milos... IEEE Transactions on Industrial Informatics 2022-01-01 https://doi.org/10.1109/TII.2021.3077008
259 Auto Uning of Price Prediction Models for High-... Weipeng Zhang; Ning Zhang; Junchi Yan; Guofu... Pattern Recognit. 2022-01-01 https://doi.org/10.1016/j.patcog.2022.108543
260 V2GNet: Robust Blockchain-Based Energy Trading... Yuxiao Liang; Zhishang Wang; Abderazek Ben... IEEE Access 2022-01-01 https://doi.org/10.1109/ACCESS.2022.3229432
261 Risk And Return Model of Digital Cryptocurrency... Rico Nur Ilham; Isfenti Sadalia; Nisrul... Al Qalam: Jurnal Ilmiah Keagamaan dan... 2022-01-01 https://doi.org/10.35931/aq.v16i1.854
262 Study of Machine Learning Algorithms for... Aakash Agarwal; International Journal of Financial, Accounting,... 2021-12-25 https://doi.org/10.35912/ijfam.v3i3.604
263 Stationarity Analysis of The Stock Market Data... Kazuki Kanehira; Norikazu Todoroki; arxiv-q-fin.ST 2021-12-23 http://arxiv.org/abs/2112.12459
264 Algorithmic Trading and The Limits of... C. Gerner-Beuerle; Digital Finance in Europe: Law, Regulation, and... 2021-12-20 https://doi.org/10.1515/9783110749472-005
265 Trading Agent for The Indian Stock Market... M. Vishal; Yatin Satija; B. Babu; 2021 IEEE International Conference on... 2021-12-16 https://doi.org/10.1109/CSITSS54238.2021.9683467
266 Deep Learning Models for Predicting Monthly... Duy-An Ha; Chia-Hung Liao; Kai Tan; S. Yuan; Mathematics 2021-12-16 https://doi.org/10.3390/math9243268
267 Do Candlestick Patterns Work in Cryptocurrency... Kin-Hon Ho; Tse-Tin Chan; Haoyuan Pan; Chin Li; 2021 IEEE International Conference on Big Data... 2021-12-15 https://doi.org/10.1109/BigData52589.2021.9671826
268 Peer-to-Peer Energy Trading in A Micro-grid... Mirza Jabbar Aziz Baig; M. Iqbal; M. Jamil;... Electronics ETF 2021-12-15 https://doi.org/10.53314/els2125039b
269 SPA Bot: Smart Price-Action Trading Bot for... H. Jazayeriy; Mohammad Daryani; 2021 12th International Conference on... 2021-12-14 https://doi.org/10.1109/IKT54664.2021.9685662
270 Do Emotions Benefit Investment Decisions?... Neal S Hinvest; Muhamed Alsharman; Margot... Frontiers in psychology 2021-12-09 https://pubmed.ncbi.nlm.nih.gov/34955944
271 Is It Possible to Earn Abnormal Return in An... Bui Thanh Khoa; Tran Trong Huynh; Computational intelligence and neuroscience 2021-12-08 https://pubmed.ncbi.nlm.nih.gov/34963777
272 QuantNet: Transferring Learning Across Trading... A. Koshiyama; Stefano B. Blumberg; Nikan B.... Quantitative Finance 2021-12-03 https://doi.org/10.1080/14697688.2021.1999487
273 Stock Trading System Based on Machine Learning... Lili Chen; Lingyun Sun; Chien‐Ming Chen; Mu-En... Wireless Communications and Mobile Computing 2021-12-03 https://doi.org/10.1155/2021/7632052
274 High-frequency Trading and Market Quality: The... Cumhur Ekinci; Oguz Ersan; International Review of Financial Analysis 2021-12-01 https://doi.org/10.1016/j.irfa.2021.102004
275 TradeBot: Bandit Learning for Hyper-parameters... Weipeng Zhang; Lu Wang; Liang Xie; Ke Feng;... Pattern Recognit. 2021-12-01 https://doi.org/10.1016/j.patcog.2021.108490
276 The Commodity Futures’ Historical Basis in... Y. Pu; Baochen Yang; Energy Economics 2021-12-01 https://doi.org/10.1016/j.eneco.2021.105780
277 Economic Uncertainty and National Bitcoin... J. Wüstenfeld; Teo Geldner; The North American Journal of Economics and... 2021-12-01 https://doi.org/10.1016/j.najef.2021.101625
278 A Novel Trading Strategy Framework Based on... Li-Chen Cheng; Yu-Hsiang Huang; Ming-Hua Hsieh;... Mathematics 2021-11-30 https://doi.org/10.3390/math9233094
279 Evolutionary Deep Reinforcement Learning... Badr Hirchoua; Imadeddine Mountasser; B. Ouhbi;... The 23rd International Conference on Information … 2021-11-29 https://doi.org/10.1145/3487664.3487698
280 A Reinforcement Learning Approach for The... Malte Lehna; Björn Hoppmann; René Heinrich;... arxiv-cs.LG 2021-11-26 http://arxiv.org/abs/2111.13609
281 Reinforcement Learning for Options... Wen Wen; Yuyu Yuan; Jincui Yang; Applied Sciences 2021-11-25 https://doi.org/10.3390/app112311208
282 ANALISIS LIKUIDITAS SAHAM PADA PERUSAHAAN YANG... Abdul Hafiz Tanjung; Sihabudin Ali; Jurnal Ilmu Manajemen dan Akuntansi Terapan... 2021-11-23 https://doi.org/10.36694/jimat.v12i3.329
283 COVID-19 and Market Structure DynamicsSummary... Justin Cox; Donovan Woods; Journal of banking & finance 2021-11-19 https://pubmed.ncbi.nlm.nih.gov/34815617
284 The Effects of Cryptocurrency Trading Websites... D. Sakas; N. Giannakopoulos; Dimitrios P.... J. Theor. Appl. Electron. Commer. Res. 2021-11-12 https://doi.org/10.3390/jtaer16070169
285 Decentralized P2P Electricity Trading Model for... Anchisa Pinyo; Athikom Bangviwat; Christoph... Sensors (Basel, Switzerland) 2021-11-08 https://pubmed.ncbi.nlm.nih.gov/34770719
286 Optimal Pairs Trading with Time-Varying... T. N. Li; A. Tourin; arxiv-math.OC 2021-11-04 http://arxiv.org/abs/2111.02834
287 Learning FX Trading Strategies with FQI and... ANTONIO RIVA et. al. Proceedings of the Second ACM International... 2021-11-03 https://doi.org/10.1145/3490354.3494403
288 Exploration of Algorithmic Trading Strategies... Nathan Crone; Eoin Brophy; Tomas Ward; arxiv-cs.LG 2021-10-28 http://arxiv.org/abs/2110.14936
289 Trading Via Selective ClassificationRelated... Nestoras Chalkidis; Rahul Savani; arxiv-q-fin.TR 2021-10-28 http://arxiv.org/abs/2110.14914
290 Trading Strategy on Market Stock By Analyzing... Ni Putu Winda Ardiyanti; Irma Palupi; Indwiarti... JURNAL MEDIA INFORMATIKA BUDIDARMA 2021-10-26 https://doi.org/10.30865/mib.v5i4.3266
291 The Foreign Investors’ Behaviours During The... H. Nguyen; V. M. Ngo; Uyen Dinh Hoang Nguyen; Applied Economics Letters 2021-10-26 https://doi.org/10.1080/13504851.2021.1988887
292 Trading Strategy in A Local Energy Market, A... Olamide Jogunola; Yakubu Tsado; B. Adebisi; R.... 2021 IEEE Electrical Power and Energy... 2021-10-22 https://doi.org/10.1109/EPEC52095.2021.9621459
293 Optimal Trading: A Model Predictive Control... Simon Clinet; Jean-François Perreton; Serge... arxiv-math.ST 2021-10-21 http://arxiv.org/abs/2110.11008
294 An Automated Portfolio Trading System with... Lin Li; arxiv-q-fin.TR 2021-10-11 http://arxiv.org/abs/2110.05299
295 Systemic Failures and Organizational Risk... Bo Hee Min; Christian Borch; Social studies of science 2021-10-06 https://pubmed.ncbi.nlm.nih.gov/34612758
296 Blockchain-based Carbon Trading Mechanism to... Alia Al Sadawi; M. Ndiaye; Proceedings of the 14th International... 2021-10-06 https://doi.org/10.1145/3494193.3494198
297 The Stock Market As A Casino: Associations... Moritz Mosenhauer; Philip W S Newall; Lukasz... Journal of behavioral addictions 2021-09-28 https://pubmed.ncbi.nlm.nih.gov/34587115
298 Towards Private On-Chain Algorithmic... Ceren Kocaoğullar; Arthur Gervais; Benjamin... arxiv-cs.CR 2021-09-23 http://arxiv.org/abs/2109.11270
299 A Simple Reinforcement Learning Algorithm for... P. Fiorini; Pierce-Gabriel Fiorini; 2021 11th IEEE International Conference on... 2021-09-22 https://doi.org/10.1109/IDAACS53288.2021.9660900
300 Exploring Coevolutionary Dynamics of... Nik Alexandrov; Dave Cliff; Charlie Figuero; arxiv-cs.CE 2021-09-21 http://arxiv.org/abs/2109.10429
301 Financial Trading with Feature Preprocessing... Lin Li; arxiv-q-fin.TR 2021-09-11 http://arxiv.org/abs/2109.05283
302 Big Data Analysis with Momentum Strategy on... Xiangyu Gao; Meikang Qiu; Zhen He; 2021 IEEE Intl Conf on Parallel & Distributed... 2021-09-01 https://doi.org/10.1109/ISPA-BDCloud-SocialCom-SustainCom52081.2021.00182
303 INVESTORS’ LEGAL PROTECTION AGAINST INSIDER... Dewi Asttuty Mochtar; Dewi Rahayu; Journal of Southwest Jiaotong University 2021-08-30 https://doi.org/10.35741/issn.0258-2724.56.4.30
304 Structural Break-aware Pairs Trading Strategy... JING-YOU LU et. al. The Journal of supercomputing 2021-08-17 https://pubmed.ncbi.nlm.nih.gov/34421218
305 Multi-Agent Reinforcement Learning for... Dawei Qiu; Jianhong Wang; Junkai Wang; Goran... ijcai 2021-08-13 https://www.ijcai.org/proceedings/2021/401
306 Τ-Access Policy: Attribute-based Encryption... Shamsher Ullah; Lan Zhang; Muhammad Wasif... China Communications 2021-08-01 https://doi.org/10.23919/JCC.2021.08.013
307 How Can Carbon Trading Price Distortion Be... Liangpeng Wu; Environmental science and pollution research... 2021-07-31 https://pubmed.ncbi.nlm.nih.gov/34331643
308 Gambling-Like Day Trading During The COVID-19... Anders Håkansson; Fernando Fernández-Aranda;... Frontiers in psychiatry 2021-07-26 https://pubmed.ncbi.nlm.nih.gov/34381392
309 Gambling-Like Day Trading During The COVID-19... A. Håkansson; F. Fernández-Aranda; S. Jiménez-... Frontiers in Psychiatry 2021-07-26 https://doi.org/10.3389/fpsyt.2021.715946
310 Pengaruh Frekuensi Perdagangan, Volume... Kristina Maysie; Jurnal Manajemen Sains dan Organisasi 2021-07-14 https://doi.org/10.52300/jmso.v2i1.3055
311 Impact of The Implementation of Carbon Emission... Meijuan Liu; Chang Zhou; Feifei Lu; Xiaohan Hu; PloS one 2021-07-01 https://pubmed.ncbi.nlm.nih.gov/34197480
312 High‐frequency Trading: Definition,... Khairul Zharif Zaharudin; M. Young; Wei‐Huei Hsu; Journal of Economic Surveys 2021-06-21 https://doi.org/10.1111/joes.12434
313 Cryptocurrency Trading, Gambling and Problem... Paul Delfabbro; Daniel King; Jennifer Williams;... Addictive behaviors 2021-06-16 https://pubmed.ncbi.nlm.nih.gov/34171583
314 Deep Reinforcement Learning on A Multi-asset... Ali Hirsa; Joerg Osterrieder; Branka Hadji-... arxiv-q-fin.TR 2021-06-15 http://arxiv.org/abs/2106.08437
315 RCURRENCY: Live Digital Asset Trading Using A... Yapeng Jasper Hu; Ralph van Gurp; Ashay Somai;... arxiv-cs.AI 2021-06-13 http://arxiv.org/abs/2106.06972
316 Factors Affecting China’s Carbon Trading... Yuwei Du; Songsheng Chen; 2021-06-03 https://doi.org/10.21203/rs.3.rs-521711/v1
317 Deep Reinforcement Learning in Quantitative... Tidor-Vlad Pricope; arxiv-cs.LG 2021-05-31 http://arxiv.org/abs/2106.00123
318 Learning About Latent Dynamic Trading... Xiao Chen; Jin Hyuk Choi; Kasper Larsen; Duane... arxiv-q-fin.TR 2021-05-27 http://arxiv.org/abs/2105.13401
319 The Impact of Margin Trading on Stock... Chuanyang Gong; The International Journal of Business and... 2021-05-27 https://doi.org/10.5539/IJBM.V16N7P32
320 Quantitative Day Trading from Natural Language... Ramit Sawhney; Arnav Wadhwa; Shivam Agarwal;... naacl 2021-05-23 https://www.aclweb.org/anthology/2021.naacl-main.316
321 A Parallel-network Continuous Quantitative... Zhishun Wang; Wei Lu; Kaixin Zhang; Tianhao Li;... arxiv-q-fin.TR 2021-05-08 http://arxiv.org/abs/2105.03625
322 High‐Frequency Trading and Financial... Kang Gao; Wayne Luk; Stephen Weston; Wilmott 2021-05-01 https://doi.org/10.1002/WILM.10927
323 Deep Reinforcement Trading with Predictable... Alessio Brini; Daniele Tantari; arxiv-q-fin.PM 2021-04-29 http://arxiv.org/abs/2104.14683
324 Quantum Quantitative Trading: High-Frequency... Xi-Ning Zhuang; Zhao-Yun Chen; Yu-Chun Wu; Guo-... arxiv-quant-ph 2021-04-29 http://arxiv.org/abs/2104.14214
325 Quantum Computational Quantitative Trading:... Xi-Ning Zhuang; Zhao-Yun Chen; Yuchun Wu; G. Guo; New Journal of Physics 2021-04-29 https://doi.org/10.1088/1367-2630/ac7f26
326 Information Transmission Between China’s IH and... T. Wen; Ping Li; Yunbi An; Emerging Markets Finance and Trade 2021-04-28 https://doi.org/10.1080/1540496X.2021.1917360
327 High-frequency Trading – Regulatory and... T. Myklebust; 2021-04-02 https://doi.org/10.4324/9780429325670-21
328 A Distributed Integrated Energy Trading... Jingya Dong; Chunhe Song; Zeyu Zheng; Tao Zhang; 2021 International Conference on Computer,... 2021-04-01 https://doi.org/10.1109/CBFD52659.2021.00092
329 A Comparative Evaluation of Predominant Deep... Haohan Zhang; arxiv-q-fin.TR 2021-03-28 http://arxiv.org/abs/2103.15304
330 Intraday Trading Strategy Based on Time Series... Q. Wang; Y. Zhou; J. Shen; arxiv-q-fin.TR 2021-03-24 http://arxiv.org/abs/2103.13507
331 The Impact of Securities Margin Trading on The... Li-ru Bai; Yiming Li; Proceedings of the 6th International Conference... 2021-03-22 https://doi.org/10.2991/AEBMR.K.210319.117
332 Diversity-driven Knowledge Distillation for... Avraam Tsantekidis; Nikolaos Passalis;... Neural networks : the official journal of the... 2021-03-17 https://pubmed.ncbi.nlm.nih.gov/33774425
333 Trading Signals In VIX FuturesRelated Papers... M. Avellaneda; T. N. Li; A. Papanicolaou; G. Wang; arxiv-q-fin.CP 2021-03-02 http://arxiv.org/abs/2103.02016
334 Do Put Warrants Unwind Short‐sale Restrictions?... Yi‐Wei Chuang; Wei‐Che Tsai; P. Weng; Chi Yin; Journal of Futures Markets 2021-03-01 https://doi.org/10.1002/fut.22169
335 Time Matters: Exploring The Effects of Urgency... Henry Hanifan; Ben Watson; John Cartlidge; Dave... arxiv-cs.MA 2021-02-28 http://arxiv.org/abs/2103.00600
336 Two Robust Long Short-term Memory Frameworks... Dušan Fister; Matjaž Perc; Timotej Jagrič; Applied intelligence (Dordrecht, Netherlands) 2021-02-27 https://pubmed.ncbi.nlm.nih.gov/34764588
337 Enhancing Efficacy of Water Quality Trading... Linnea Saby; J. Goodall; L. Band; Benjamin D.... JAWRA Journal of the American Water Resources... 2021-02-10 https://doi.org/10.1111/1752-1688.12903
338 Commission Fee Is Not Enough: A Hierarchical... Rundong Wang; Hongxin Wei; Bo An; Zhouyan Feng;... aaai 2021-02-09 https://ojs.aaai.org/index.php/AAAI/article/view/16142
339 Universal Trading for Order Execution with... YUCHEN FANG et. al. aaai 2021-02-09 https://ojs.aaai.org/index.php/AAAI/article/view/16083
340 Bertram’s Pairs Trading Strategy with Bounded... Vladim’ir Hol’y; M. Černý; Central European Journal of Operations Research 2021-02-08 https://doi.org/10.1007/s10100-021-00763-4
341 Bertram’s Pairs Trading Strategy with Bounded... Vladimír Holý; Michal Černý; arxiv-q-fin.MF 2021-02-08 http://arxiv.org/abs/2102.04160
342 Using Algorithmic Trading to Analyze Short Term... Iftikhar Ahmad; Muhammad Ovais Ahmad; Mohammed... PeerJ. Computer science 2021-02-03 https://pubmed.ncbi.nlm.nih.gov/33816988
343 Nine Challenges in Modern Algorithmic Trading... Jackie Shen; arxiv-q-fin.TR 2021-01-21 http://arxiv.org/abs/2101.08813
344 Does Trading Activity of China’s A-Share... H. Deng; Journal of Service Science and Management 2021-01-21 https://doi.org/10.4236/JSSM.2021.141003
345 Deep Reinforcement Learning for Active High... Antonio Briola; Jeremy Turiel; Riccardo... arxiv-cs.LG 2021-01-18 http://arxiv.org/abs/2101.07107
346 Is It A Great Autonomous FX Trading Strategy or... Murilo Sibrao Bernardini; Paulo Andre Lima de... arxiv-cs.SE 2021-01-15 http://arxiv.org/abs/2101.07217
347 Optimal Statistical Arbitrage Trading of... An-Sing Chen; Che-Ming Yang; PloS one 2021-01-15 https://pubmed.ncbi.nlm.nih.gov/33449927
348 Herding and Feedback Trading in Cryptocurrency... Timothy King; Dimitrios Koutmos; Annals of operations research 2021-01-13 https://pubmed.ncbi.nlm.nih.gov/33462519
349 MODEL PENERAPAN APLIKASI “VIRTUAL TRADING”... A. Makkulau; Rusdiaman Rauf; 2021-01-09 https://doi.org/10.37531/SEJAMAN.V3I3.764
350 Forecasting and Trading Cryptocurrencies with... Helder Sebastião; Pedro Godinho; Financial innovation 2021-01-06 https://pubmed.ncbi.nlm.nih.gov/35024269
351 I Feel The Need for Speed: Exploiting Latest... Mark Klaisoongnoen; Nick Brown; Oliver Brown; Proceedings of the 11th International Symposium... 2021-01-01 https://doi.org/10.1145/3468044.3468059
352 Practical Algorithmic Trading Using State... Deog-Yeong Park; Ki-Hoon Lee; IEEE Access 2021-01-01 https://doi.org/10.1109/access.2021.3127209
353 Strategic Trading with Information Acquisition... Jinhui Han; Guiyuan Ma; Adrian Kennedy; Journal of Economic Dynamics & Control 2021-01-01 https://doi.org/10.2139/ssrn.3901705
354 How Effective Is China’s Cryptocurrency Trading... Conghui Chen; Lanlan Liu; Finance Research Letters 2021-01-01 https://doi.org/10.1016/j.frl.2021.102429
355 High Frequency Trading and Stock Index Returns:... Aydin A. Cecen; Pawan Jain; Linlan Xiao; ERN: Other Econometric Modeling: International... 2021-01-01 https://doi.org/10.1016/j.cnsns.2021.105710
356 What Happened to The Rest? A Principled... Petter N. Kolm; Nicholas Westray; Capital Markets: Asset Pricing & Valuation... 2021-01-01 https://doi.org/10.2139/ssrn.3797211
357 A Markov-Switching VSTOXX Trading Algorithm for... Oscar V. De la Torre-Torres; Evaristo Galeana-... 2021-01-01 https://doi.org/10.3390/MATH9091030
358 Insider Trading and The Algorithmic Trading... Millicent Chang; John Gould; Yuyun Huang;... International Review of Finance 2021-01-01 https://doi.org/10.1111/irfi.12367
359 Intelligent Algorithmic Trading Strategy Using... Monira Essa Aloud; Nora Alkhamees; IEEE Access 2021-01-01 https://doi.org/10.1109/ACCESS.2021.3105259
360 The Profitability of Trading Strategies Based... Parichat SinlapatesParichat; Surachai Chancharat; International Journal of Monetary Economics and... 2021-01-01 https://doi.org/10.1504/ijmef.2021.10039226
361 Algorithmic Trading Using Machine Learning and... Devansh Agarwal; Richa Sheth; Narendra Shekokar; Computer Networks, Big Data and IoT 2021-01-01 https://doi.org/10.1007/978-981-16-0965-7_33
362 A Novel Hybrid Method for Direction Forecasting... Shangkun Deng; Xiaoru Huang; Zhaohui Qin; Zhe... Appl. Soft Comput. 2021-01-01 https://doi.org/10.1016/j.asoc.2021.107734
363 Trading Cryptocurrencies As A Pandemic Pastime:... Cristian A. Pinto-Gutierrez; PSN: Exchange Rates & Currency (International)... 2021-01-01 https://doi.org/10.2139/ssrn.3770383
364 COOPERATIVE GAME THEORY BASED PEER TO PEER... Sweta Malik; Maeve Duffy; Subhasis Thakur;... 2021-01-01 https://doi.org/10.1049/icp.2021.1241
365 Uncovering Retail Trading in BitcoinSummary... Anantha Divakaruni; Peter Zimmerman; Working paper (Federal Reserve Bank of Cleveland) 2021-01-01 https://doi.org/10.26509/FRBC-WP-202113
366 Algorithmic Trading, High-frequency Trading:... RABEEA SADAF et. al. SSRN Electronic Journal 2021-01-01 https://doi.org/10.2139/ssrn.3846814
367 Risk Capital Allocation Under Market Liquidity... Mazin A. M. Al Janabi; Social Science Research Network 2021-01-01 https://doi.org/10.2139/SSRN.3847073
368 Market Risk Prediction Under Illiquid Market... Mazin A. M. Al Janabi; Risk Management & Analysis in Financial... 2021-01-01 https://doi.org/10.2139/ssrn.3847066
369 Learning Sentiment-Aware Trading Strategies for... Nikolaos Passalis; S. Seficha; Avraam... 2021-01-01 https://doi.org/10.1007/978-3-030-79150-6_59
370 EFFECT OF MACROECONOMIC FACTORS ON TRADING... Gabriel Chege; Stanley Kirika; International Journal of Finance and Accounting 2021-01-01 https://doi.org/10.47604/ijfa.1337
371 Research on Trading Strategy of Regulation... Chunfeng Mu; Shuangquan Liu; Qinggui Chen;... 2021 China International Conference on... 2021-01-01 https://doi.org/10.1109/CICED50259.2021.9556825
372 A Multi-Strategic Approach to Automated... Pranit Mahajan; Yagnesh Salian; Vinayak Jadhav;... 2021 International Conference on Communication... 2021-01-01 https://doi.org/10.1109/ICCICT50803.2021.9510079
373 Using Eurodollar Pack Spreads to Trade Treasury... Hugo De Vere; ERN: Monetary Policy Objectives; Policy... 2021-01-01 https://doi.org/10.2139/ssrn.3873621
374 Quantifying The High-Frequency Trading Arms... Matteo Aquilina; Eric B. Budish; Peter O’Neill; SSRN Electronic Journal 2021-01-01 https://doi.org/10.2139/ssrn.3884705
375 The Features of Building A Portfolio of Trading... Oleksandr Terentiev; Tetyana Prosiankina-... Comput. 2021-01-01 https://doi.org/10.3390/computation9070077
376 Intelligent Portfolio Theory and Application in... Heping Pan; Manxiao Long; Procedia Computer Science 2021-01-01 https://doi.org/10.1016/J.PROCS.2021.04.116
377 Generating and Optimizing Human-Readable... Bin Teng; Yufeng Shi; Xin Wang; Yunchuan Sun; Procedia Computer Science 2021-01-01 https://doi.org/10.1016/J.PROCS.2021.04.112
378 Pengaruh Volume Perdagangan Saham, Frekuensi... Siska Dwiyanti Wahyudin; Handri Handri;... 2021-01-01 https://doi.org/10.29313/.V0I0.29299
379 TradeZilla Using Algorithmic TradingSummary... Dheeraj Othalasseril; Sana Shaikh; 2021 IEEE India Council International... 2021-01-01 https://doi.org/10.1109/INDISCON53343.2021.9582206
380 Bitcoin Trading in Australia: Sneaking in Under... Jackie Johnson; Social Science Research Network 2021-01-01 https://doi.org/10.2139/SSRN.3777662
381 The Joint Impact of Fragmentation Into The Dark... Michael Aitken; Drew Harris; Frederick Harris; The Journal of Investing 2021-01-01 https://doi.org/10.3905/joi.2021.1.211
382 A Stock Index Prediction Method and Trading... Shaozhen Chen; Hui Zhu; Wenxuan Liang; Liang... 2021-01-01 https://doi.org/10.1007/978-981-16-1160-5_34
383 Developing A Simulated Microcosm of A... James Keen; SSRN Electronic Journal 2021-01-01 https://doi.org/10.2139/ssrn.3879677
384 Stock Trading Rule Discovery with Double Deep... Yong Shi; Wei Li; Luyao Zhu; Kun Guo; Erik... Appl. Soft Comput. 2021-01-01 https://doi.org/10.1016/J.ASOC.2021.107320
385 An Intelligent Trading Mechanism Based on The... Chun-Hao Chen; Yu-Hsuan Chen; Vicente Garcia... Electronic Commerce Research 2021-01-01 https://doi.org/10.1007/S10660-021-09467-Y
386 Machine Learning and Speed in High-Frequency... Jasmina Arifovic; Xuezhong He; Lijian Wei; Journal of Economic Dynamics & Control 2021-01-01 https://doi.org/10.2139/ssrn.3866371
387 Stock-Trading Simulations As A Resource for... Jason R. Pierce; Management Teaching Review 2021-01-01 https://doi.org/10.1177/23792981211027263
388 Dynamic Portfolio Choice and Information... Xingjiang Chen; Xinfeng Ruan; Wenjun Zhang; Economic Modelling 2021-01-01 https://doi.org/10.1016/J.ECONMOD.2021.02.020
389 Adversarial Attacks Against Reinforcement... Yu-Ying Chen; Chiao-Ting Chen; Chuan-Yun Sang;... IEEE Access 2021-01-01 https://doi.org/10.1109/ACCESS.2021.3068768
390 Analysis of The Performance of Volatility-based... Raquel López; Carlos Esparcia; International Review of Economics & Finance 2021-01-01 https://doi.org/10.1016/j.iref.2020.08.019
391 A Multi-layer and Multi-ensemble Stock Trader... Salvatore Carta; Andrea Corriga; Anselmo... Applied Intelligence 2021-01-01 https://doi.org/10.1007/s10489-020-01839-5
392 How Much Do The Central Bank Announcements... Janusz Brzeszczynski; Jerzy Gajdka; Tomasz... Expert Syst. Appl. 2021-01-01 https://doi.org/10.1016/J.ESWA.2021.115201
393 Uncovering Retail Trading in Bitcoin: The... Anantha Divakaruni; Peter Zimmerman; 2021-01-01 https://doi.org/10.31235/osf.io%2Fkhw8a
394 The Effect Of Stock Price, Share Return, Share... Heny Sidanti; Annisa Istikhomah; International Journal of Science, Technology &... 2021-01-01 https://doi.org/10.46729/ijstm.v2i4.269
395 Discontinued Positive Feedback Trading and The... Itzhak Ben-David; Jiacui Li; Andrea Rossi; Yang... S&P Global Market Intelligence Research Paper... 2021-01-01 https://doi.org/10.2139/ssrn.3808853
396 Trading Time Seasonality in Commodity Futures:... Christian-Oliver Ewald; Erik Haugom; Gudbrand... OPER: Single Decision Maker (Topic) 2021-01-01 https://doi.org/10.2139/ssrn.3792028
397 A New Strategy for Short-Term Stock Investment... Tai Vo-Van; Ha Che-Ngoc; Nghiep Le-Dai; Thao... Computational Economics 2021-01-01 https://doi.org/10.1007/S10614-021-10115-8
398 The Determinants of Positive Feedback Trading... Jying-Nan Wang; Yen-Hsien Lee; Hung-Chun Liu;... Finance Research Letters 2021-01-01 https://doi.org/10.1016/J.FRL.2021.102120
399 Machine Learning Predictions of Credit and... Arben Kita; Econometric Modeling: Capital Markets – Risk... 2021-01-01 https://doi.org/10.2139/ssrn.3800205
400 Algorithms Put to Test: Control of Algorithms... Patrick Raschner; Social Science Research Network 2021-01-01 https://doi.org/10.2139/SSRN.3807935
401 Overview of The Software Complex for High-... Igor Gasanov; Anton Ereshko; 2021 14th International Conference Management of … 2021-01-01 https://doi.org/10.1109/mlsd52249.2021.9600105
402 US Cross-Listing and Domestic High-Frequency... Olga Dodd; Bart Frijns; Ivan Indriawan; Roberto... Capital Markets: Market Microstructure eJournal 2021-01-01 https://doi.org/10.2139/ssrn.3825499
403 Impact of Real-World Market Conditions on... Mirko Corletto; Matthias Kissel; Klaus Diepold; 2021 International Conference on Electrical,... 2021-01-01 https://doi.org/10.1109/ICECCME52200.2021.9590955
404 Ensemble Classifier for Stock Trading... Chukiat Worasucheep; Applied Artificial Intelligence 2021-01-01 https://doi.org/10.1080/08839514.2021.2001178
405 A New Hybrid VMD-ICSS-BiGRU Approach for Gold... Yuze Li; Shouyang Wang; Yunjie Wei; Qing Zhu; IEEE Transactions on Computational Social Systems 2021-01-01 https://doi.org/10.1109/TCSS.2021.3084847
406 The Impact of Algorithmic Trading on Liquidity... Alex Frino; Dionigi Gerace; Masud Behnia; Journal of Futures Markets 2021-01-01 https://doi.org/10.1002/FUT.22224
407 The Profitability of Trading Strategies from... Hesham I. Almujamed; Journal of Investment Compliance 2021-01-01 https://doi.org/10.1108/JOIC-11-2020-0046
408 Peer Review #2 of Using Algorithmic Trading to... 2021-01-01 https://doi.org/10.7287/peerj-cs.337v0.2%2Freviews%2F2
409 Algorithmic Trading MethodsRelated Papers... 2021-01-01 https://doi.org/10.1016/c2017-0-03456-0
410 Crash-based Quantitative Trading Strategies:... Yan Fang; Jie Yuan; J. Jimmy Yang; Shangjun Ying; Finance Research Letters 2021-01-01 https://doi.org/10.1016/J.FRL.2021.102185
411 Peer Review #1 of Using Algorithmic Trading to... 2021-01-01 https://doi.org/10.7287/peerj-cs.337v0.2%2Freviews%2F1
412 Multi-asset Scenario Building for Trend-... Andreas Thomann; Ann. Oper. Res. 2021-01-01 https://doi.org/10.1007/s10479-020-03547-2
413 A Parallel Multi-module Deep Reinforcement... Cong Ma; Jiangshe Zhang; Junmin Liu; Lizhen Ji;... Neurocomputing 2021-01-01 https://doi.org/10.1016/J.NEUCOM.2021.04.005
414 Uang Virtual (Cryptocurrency) Sebagai Sarana... Dewanti Arya Maha Rani; I Nyoman Gede... 2021-01-01 https://doi.org/10.22225/JKH.2.1.2961.19-23
415 Concept for Automated Energy Trading in MV and... Perica Ilak; Lin Herenčić; Helena Benković;... IEEE EUROCON 2021 – 19th International... 2021-01-01 https://doi.org/10.1109/EUROCON52738.2021.9535567
416 Ensembling and Dynamic Asset Selection for... Salvatore M. Carta; Sergio Consoli; Alessandro... IEEE Access 2021-01-01 https://doi.org/10.1109/ACCESS.2021.3059187
417 An Intelligent Quantitative Trading System... Yuan Wang; Chao Luo; Appl. Soft Comput. 2021-01-01 https://doi.org/10.1016/j.asoc.2021.107471
418 Two Shades of Opacity: Hidden Orders and Dark... Hans Degryse; Nikolaos Karagiannis; Geoffrey... Journal of Financial Intermediation 2021-01-01 https://doi.org/10.1016/J.JFI.2021.100919
419 A Cooperative Dynamic Approach to Pairs... J. P. Ramos-Requena; M. N. López-García; M. A.... Complexity 2021-01-01 https://doi.org/10.1155/2021%2F7152846
420 Efek Pemilu Presiden Terhadap Volume... Citra Puspa Permata; Muhammad Abdul Ghoni; Disclosure: Journal of Accounting and Finance 2021-01-01 https://doi.org/10.29240/disclosure.v1i1.2938
421 Price-Bands: A Technical Tool for Stock... Jinwook Lee; Joonhee Lee; András Prékopa; 2021-01-01 https://doi.org/10.1007/978-981-33-6137-9_10
422 Rational Quantitative Trading in Efficient... Stefano Rossi; Katrin Tinn; J. Econ. Theory 2021-01-01 https://doi.org/10.1016/j.jet.2020.105127
423 DERIVATIVE MARKETS-USING OPTIONS TRADING... Davaadalai Darkhabaatar; 2021-01-01 https://doi.org/10.36713/EPRA6544
424 IS BITCOIN IMMUNE TO THE COVID-19... S. Thomas Kim; Svetlana Orlova; Applied Finance Letters 2021-01-01 https://doi.org/10.24135/afl.v10i.396
425 A Study on High-frequency Trading, Technology... Rajan Lakshmi; Vedala Naga Sailaja; International Journal of Financial Services... 2021-01-01 https://doi.org/10.1504/ijfsm.2021.115738
426 Does High-Frequency Trading Impede Order... Kun Li; Procedia Computer Science 2021-01-01 https://doi.org/10.1016/J.PROCS.2021.04.090
427 High Frequency and Dynamic Pairs Trading with... José Cerda; Nicolás Rojas-Morales; Marcel C.... Computational Economics 2021-01-01 https://doi.org/10.1007/S10614-021-10129-2
428 Principles of MultitradingSummary Related... Феликс Освальдович Каспаринский; Russian Digital Libraries Journal 2021-01-01 https://doi.org/10.26907/1562-5419-2021-24-5-808-869
429 Does Gender and Family Income Impact Stock... Nisha Prakash; Subburaj Alagarsamy; Vision: The Journal of Business Perspective 2021-01-01 https://doi.org/10.1177/0972262921992591
430 Designing Strategies for Autonomous Stock... Monira Aloud; 2021-01-01 https://doi.org/10.14569/ijacsa.2021.0120788
431 Research on Stock Market Analysis Based on Deep... Allam Maalla; Chong Yao Zhuang; Qin Hui Feng;... 2021 IEEE 4th Advanced Information Management, … 2021-01-01 https://doi.org/10.1109/IMCEC51613.2021.9482065
432 Pair Trading with Machine Learning Strategy in... Lizi Zhang; 2021 2nd International Conference on Artificial … 2021-01-01 https://doi.org/10.1145/3469213.3471353
433 Optimal Bitcoin Trading with Inverse... Jun Deng; Huifeng Pan; Shuyu Zhang; Bin Zou; Ann. Oper. Res. 2021-01-01 https://doi.org/10.1007/S10479-021-04125-W
434 Dark Pool Trading and Information... Jonathan Brogaard; Jing Pan; The Review of Financial Studies 2021-01-01 https://doi.org/10.1093/rfs%2Fhhab098
435 Oil Price Volatility Forecasts: What Do... Stavros Degiannakis; George Filis; Journal of International Money and Finance 2021-01-01 https://doi.org/10.1016/j.jimonfin.2021.102594
436 Applying Technical Trading Rules to Beat Long-... Thomas S. Coe; Kittipong Laosethakul; Asia-pacific Financial Markets 2021-01-01 https://doi.org/10.1007/S10690-021-09337-5
437 Implied Volatility Forecast and Option Trading... Dehong Liu; Yucong Liang; Lili Zhang; Peter... International Review of Economics & Finance 2021-01-01 https://doi.org/10.1016/j.iref.2020.10.023
438 Modifying ORB Trading Strategies Using Particle... Jia-Hao Syu; Mu-En Wu; Journal of Ambient Intelligence and Humanized... 2021-01-01 https://doi.org/10.1007/S12652-020-02825-Y
439 Policy Gradient Learners in Trading... Alexander Fleiss; Vishal Dhileepan; Rohan... Social Science Research Network 2021-01-01 https://doi.org/10.2139/SSRN.3801689
440 Predict High-frequency Trading Marker Via... HENRY HAN et. al. Knowl. Based Syst. 2021-01-01 https://doi.org/10.1016/j.knosys.2020.106662
441 LASSO-based High-frequency Return Predictors... Weige Huang; Xiang Gao; Applied Economics Letters 2021-01-01 https://doi.org/10.1080/13504851.2021.1908512
442 Spot Trading Strategy Considering Multiple... Guang Zhou; Yulong Jin; Kang Chen; ZhiCheng Zhou; IOP Conference Series: Earth and Environmental... 2021-01-01 https://doi.org/10.1088/1755-1315%2F692%2F2%2F022114
443 AN ALGORITHMIC TRADING APPLICATION IN CRYPTO... Ayser AYDIN; JOURNAL OF ACADEMIC SOCIAL RESOURCES 2021-01-01 https://doi.org/10.31569/asrjournal.306
444 Trading Decision Making Based on Hybrid Neural... Wu Haotian; 2021 6th International Conference on... 2021-01-01 https://doi.org/10.1109/ICSP51882.2021.9408683
445 Design of Simulated Stock Forecasting Trading... Mingchen Zhang; 2021 IEEE 4th International Conference on... 2021-01-01 https://doi.org/10.1109/ICISCAE52414.2021.9590649
446 Pairs Trading: Is It Applicable to Exchange-... Ekin Tokat; Ahmet Cevdet Hayrullahoğlu; Borsa Istanbul Review 2021-01-01 https://doi.org/10.1016/j.bir.2021.08.001
447 Algorithmic Trading and Firm ValueSummary... Brian C. Hatch; Shane A. Johnson; Qin Emma... Journal of Banking and Finance 2021-01-01 https://doi.org/10.1016/J.JBANKFIN.2021.106090
448 Stock Trading Via Feedback Control... B. Ross Barmish; James A. Primbs; Encyclopedia of Systems and Control 2021-01-01 https://doi.org/10.1007/978-3-030-44184-5_131
449 Automated Stock Trading System Using Deep... Roberto Fray da Silva; 2021-01-01 https://doi.org/10.11606/T.3.2021.TDE-10082021-160557
450 A SPEA-Based Group Trading Strategy Portfolio... Chun-Hao Chen; Chong-You Ye; Yeong-Chyi Lee;... 2021-01-01 https://doi.org/10.1007/978-3-030-73280-6_46
451 Algorithmic Finance: Algorithmic Trading Across... Thomas Skou Grindsted; Annals of the American Association of Geographers 2021-01-01 https://doi.org/10.1080/24694452.2021.1963658
452 THE EFFECT OF CAPITAL GAIN AND DIVISION OF... Anggi Aladini; Nafisah Nurulrahmatia; 2021-01-01 https://doi.org/10.26618/JEB.V17I1.5468
453 Algorithmic Trading Regulation: The Frameworks... Joseph Lee; Lukas Schu; Legal Perspectives in Information Systems eJournal 2021-01-01 https://doi.org/10.2139/SSRN.3765882
454 Optimal VWAP Strategies Under Regime... Moustapha Pemy; 2021 55th Annual Conference on Information... 2021-01-01 https://doi.org/10.1109/CISS50987.2021.9400284
455 Novel Deep Reinforcement Algorithm With... Szu-Hao Huang; Yu-Hsiang Miao; Yi-Ting Hsiao; IEEE Access 2021-01-01 https://doi.org/10.1109/ACCESS.2021.3082186
456 Transferring Trading Strategy Knowledge to Deep... Avraam Tsantekidis; Anastasios Tefas; Knowledge and Information Systems 2021-01-01 https://doi.org/10.1007/S10115-020-01510-Y
457 Stock Trading Indices: A Mechanism for... ANNA SLOBODIANYK et. al. XIV International Scientific Conference... 2021-01-01 https://doi.org/10.1007/978-3-030-81619-3_100
458 Design of Optimized Trading Strategies with Web... Shubham R Rahate; International Journal for Research in Applied... 2021-01-01 https://doi.org/10.22214/ijraset.2021.36049
459 Research on Financial Data Analysis Based on... Allam Maalla; ChongYao Zhuang; QinHui Feng; 2021 IEEE 4th Advanced Information Management, … 2021-01-01 https://doi.org/10.1109/IMCEC51613.2021.9482224
460 Dynamic Time Warping: S&P 500 Sector ETF... Alexander Fleiss; Che Liu; Gihyen Eom; Serena... 2021-01-01 https://doi.org/10.3905/jfds.2021.1.055
461 Sustainable Development of The Business Debt... Hong Nhung Do; Thi Dieu Huong Tran; 2021-01-01 https://doi.org/10.31276/VJST.63%281%29.01-05
462 Breaking VIX at Open: Evidence of Uncertainty... Jingjing Chen; George J. Jiang; Chaowen Yuan;... ERN: Other Econometric Modeling: Derivatives... 2021-01-01 https://doi.org/10.1016/J.JBANKFIN.2021.106060
463 Who Profits From Trading Options?Summary... Jianfeng Hu; Antonia Kirilova; Seongkyu Park;... SSRN Electronic Journal 2021-01-01 https://doi.org/10.2139/ssrn.3867129
464 Machine Learning, Market Manipulation and... Alessio Azzutti; Wolf-Georg Ringe; H. Siegfried... CompSciRN: Other Machine Learning (Topic) 2021-01-01 https://doi.org/10.2139/ssrn.3788872
465 DAMPAK CURRENT RATIO DAN RETURN ON EQUITY... Elly Susanti; 2021-01-01 https://doi.org/10.30997/JAKD.V6I2.3563
466 High-frequency Electricity Trading: Empirics,... Marcel Kremer; 2021-01-01 https://doi.org/10.17185/DUEPUBLICO%2F74512
467 Building Intelligent Moving Average-Based Stock... Shu-Yu Kuo; Yao-Hsin Chou; IEEE Access 2021-01-01 https://doi.org/10.1109/access.2021.3119041
468 The Relation Between Trading Volume... Chen-Chang Lo; Yaling Lin; Jiann-Lin Kuo; Yi... International Journal of Economics and... 2021-01-01 https://doi.org/10.32861/IJEFR.73.82.89
469 Digitalization of Data Analysis Tools As The... Andrii Roskladka; Roman BAIEV; Access Journal – Access to Science, Business,... 2021-01-01 https://doi.org/10.46656/access.2021.2.3%282%29
470 A Q-learning Agent for Automated Trading in... Jagdish Chakole; Mugdha S. Kolhe; Grishma D.... Expert Syst. Appl. 2021-01-01 https://doi.org/10.1016/j.eswa.2020.113761
471 Online Financial Trading Among Young Adults:... Saeed Pahlevan Sharif; Navaz Naghavi; International Journal of Human–Computer... 2021-01-01 https://doi.org/10.1080/10447318.2020.1861761
472 Bargaining Strategies in Bilateral Electricity... Zuo Yi; Zhao Xin-gang; Zhang Yu-zhuo; International Journal of Electrical Power &... 2021-01-01 https://doi.org/10.1016/J.IJEPES.2021.106856
473 Uncovering Retail Trading in Bitcoin: The... Peter Zimmerman; Anantha Divakaruni; Law & Economics eJournal 2021-01-01 https://doi.org/10.2139/ssrn.3888393
474 THE IMPACT OF INDONESIAN PRESIDENTIAL ELECTION... Ahmad Amrulah Arif; Sudjono Sudjono; 2021-01-01 https://doi.org/10.31933/DIJEMSS.V2I6.972
475 FinRL-Podracer: High Performance and Scalable... ZECHU LI et. al. ArXiv 2021-01-01 https://doi.org/10.1145/3490354.3494413
476 Customizable and Committee Data Mining... Hui-Chih Hung; Yu-Jen Chuang; Muh-Cherng Wu; Appl. Soft Comput. 2021-01-01 https://doi.org/10.1016/J.ASOC.2021.107277
477 A ML-Based Stock Trading Model for Profit... Jimmy Ming-Tai Wu; Lingyun Sun; Gautam... 2021-01-01 https://doi.org/10.1007/978-3-030-79463-7_47
478 A Brief Review of Responsible AI and Socially... A. K. M. AMANAT ULLAH et. al. 2021-01-01 https://doi.org/10.36227/techrxiv.15093762
479 Pairs Trading Via Unsupervised LearningSummary... Chulwoo Han; Zhaodong He; Alenson Jun Wei Toh; DecisionSciRN: Investment Decision-Making (Topic) 2021-01-01 https://doi.org/10.2139/ssrn.3835692
480 Market Impact Decay and CapacitySummary Related... Hector Chan; PSN: Other International Political Economy:... 2021-01-01 https://doi.org/10.2139/ssrn.3911635
481 Flocking-based Decentralised Double Auction for... Kosala Yapa Bandara; Subhasis Thakur; John... International Journal of Electrical Power &... 2021-01-01 https://doi.org/10.1016/J.IJEPES.2021.106766
482 A Study on High Frequency Trading: Technology... Vedala Naga Sailaja; Rajan Lakshmi Amirapu; International Journal of Financial Services... 2021-01-01 https://doi.org/10.1504/IJFSM.2021.10035473
483 Trading Cryptocurrencies As A Pandemic Pastime:... Alexander Guzmán; Christian Pinto-Gutiérrez;... Mathematics 2021-01-01 https://doi.org/10.3390/MATH9151771
484 FinRL: Deep Reinforcement Learning Framework to... Xiao-Yang Liu; Hongyang Yang; Jiechao Gao;... ArXiv 2021-01-01 https://doi.org/10.2139/ssrn.3955949
485 News and Intraday Retail Investor Order Flow in... Filia Kaourma; Andreas Milidonis; George... FEN: Behavioral Finance (Topic) 2021-01-01 https://doi.org/10.2139/ssrn.3796753
486 Transactions of The National Pension Service of... Meong Ae Kim; Mincheol Woo; Journal of Derivatives and Quantitative... 2021-01-01 https://doi.org/10.1108/JDQS-11-2020-0030
487 Active Trading in ETFs: The Role of High-... Archana Jain; Chinmay Jain; Christine X. Jiang; Financial Analysts Journal 2021-01-01 https://doi.org/10.1080/0015198X.2020.1865694
488 Performance Evaluation of High Frequency... Woosik Lee; Journal of Next-generation Convergence... 2021-01-01 https://doi.org/10.29056/jncist.2021.10.05
489 Optimal Trading Strategies for Multi-Energy... Qiong Wu; Zhun Xie; Hongbo Ren; Qifen Li;... ERN: Energy (Topic) 2021-01-01 https://doi.org/10.2139/ssrn.3892173
490 Trading Signatures: Investor Trade Allocation... Kęstutis Baltakys; Juho Kanniainen; Jari... ERN EM Feeds 2021-01-01 https://doi.org/10.2139/ssrn.3943579
491 Ultra-short-term Trading System Using A Neural... Theodoros Zafeiriou; Dimitris Kalles; Neural Computing and Applications 2021-01-01 https://doi.org/10.1007/S00521-021-05945-4
492 Trading Frictions and The Post-Earnings-... Josef Fink; Stefan Palan; Erik Theissen; Behavioral & Experimental Accounting eJournal 2021-01-01 https://doi.org/10.2139/ssrn.3788093
493 Genetic Algorithms and Applications for Stock... Vivek Kapoor; Shubhamoy Dey; Advances in Computational Intelligence and... 2021-01-01 https://doi.org/10.4018/978-1-7998-4105-0
494 The Relationships Between Abnormal Return,... G EnricoFernandaSaputra; Nur Aisyah Febrianti... Journal of Asian Finance, Economics and Business 2021-01-01 https://doi.org/10.13106/JAFEB.2021.VOL8.NO2.0737
495 Algorithmic Trading for A Buy-sell Platform:... Aishwarya Sakhare; Nihar Mhaskar; Vicky Mishra;... ITM Web of Conferences 2021-01-01 https://doi.org/10.1051/itmconf%2F20214003020
496 Algorithmic Trading BotSummary Related Papers... Medha Mathur; Satyam Mhadalekar; Sahil Mhatre;... ITM Web of Conferences 2021-01-01 https://doi.org/10.1051/itmconf%2F20214003041
497 Stochastic Optimization of Trading Strategies... Emil Kraft; Marianna Russo; Dogan Keles;... Research Papers in Economics 2021-01-01 https://doi.org/10.5445/IR%2F1000134346
498 A Synchronous Deep Reinforcement Learning Model... Rasha AbdelKawy; Walid M. Abdelmoez; Amin Shoukry; Progress in Artificial Intelligence 2021-01-01 https://doi.org/10.1007/s13748-020-00225-z
499 Parallelizing High-Frequency Trading Using... Aditya Anil; Ashwin Sudha Arun; Lalitha... National Academy Science Letters 2021-01-01 https://doi.org/10.1007/S40009-021-01064-9
500 Applying Deep Reinforcement Learning in... Hieu Trung Nguyen; Ngoc Hoang Luong; 2021-01-01 https://doi.org/10.1007/978-3-030-76620-7_25
501 Time Weighted Price ContributionSummary Related... Hossein Jahanshahloo; Laima Spokeviciute; Finance Research Letters 2021-01-01 https://doi.org/10.1016/J.FRL.2021.101947
502 When and How Are Rule 10b5-1 Plans Used for... Eliezer M. Fich; Robert Parrino; Anh L. Tran; Corporate Governance & Finance eJournal 2021-01-01 https://doi.org/10.2139/ssrn.2579047
503 The Analysis of Some Trading Strategy on The... EUROPEAN RESEARCH STUDIES JOURNAL 2021-01-01 https://doi.org/10.35808/ersj%2F2577
504 Introduction to Financial Markets and... Tshepo Chris Nokeri; 2021-01-01 https://doi.org/10.1007/978-1-4842-7110-0_1
505 Common Dynamic Factors for Cryptocurrencies and... Gianna Figá-Talamanca; Sergio Focardi; Marco... Decisions in Economics and Finance 2021-01-01 https://doi.org/10.1007/s10203-021-00318-x
506 Quants, Strategic Speculation, and Financial... George Malikov; Paolo Pasquariello; Capital Markets: Asset Pricing & Valuation... 2021-01-01 https://doi.org/10.2139/ssrn.3890275
507 Robust Energy Trading for Interconnected... Hengdu Hu; Bing Wang; Shiqin Yang; 2021 40th Chinese Control Conference (CCC) 2021-01-01 https://doi.org/10.23919/CCC52363.2021.9550272
508 Intraday Volatility Smile: Effects of... Stephanie Ligot; Roland Gillet; Iryna Veryzhenko; Journal of International Financial Markets,... 2021-01-01 https://doi.org/10.1016/j.intfin.2021.101437
509 Peer-to-peer Trading Optimizations on Net-zero... Jia Liu; Hongxing Yang; Yuekuan Zhou; Applied Energy 2021-01-01 https://doi.org/10.1016/J.APENERGY.2021.117578
510 An Intelligent Hybrid System for Forecasting... D. K. Bebarta; T. K. Das; Chiranji Lal... Int. J. Comput. Intell. Syst. 2021-01-01 https://doi.org/10.2991/IJCIS.D.210601.001
511 The Profitability of Pair Trading Strategy in... GholamReza Keshavarz Haddad; Hassan Talebi; International Journal of Finance & Economics 2021-01-01 https://doi.org/10.1002/ijfe.2415
512 Volatility Timing, Sentiment, and The Short-... Wenjie Ding; Khelifa Mazouz; Qingwei Wang; Journal of Empirical Finance 2021-01-01 https://doi.org/10.1016/J.JEMPFIN.2021.05.003
513 A Comparative Study of Deep Learning Techniques... ARGYRIOS P. KETSETSIS et. al. 2021-01-01 https://doi.org/10.1007/978-3-030-79150-6_24
514 Blockchain-Enhanced Fair and Efficient Energy... JIANWEN HU et. al. Mobile Information Systems 2021-01-01 https://doi.org/10.1155/2021%2F7397926
515 Trading on Online Social Mood: A Machine... Chengying He; Mason Lin; Ning Wang; International Journal of Financial Engineering 2021-01-01 https://doi.org/10.1142/S2424786321410115
516 Pairs Trading with General State Space... Guang Zhang; Quantitative Finance 2021-01-01 https://doi.org/10.1080/14697688.2021.1890806
517 Some Results of Stock Trading Strategy Based on... Shiyan Xu; Open Journal of Applied Sciences 2021-01-01 https://doi.org/10.4236/ojapps.2021.1110082
518 Predictive Ability of Similarity-based Futures... Mi-Hsiu Chiang; Hsin-Yu Chiu; Wei-Yu Kuo; Pacific-basin Finance Journal 2021-01-01 https://doi.org/10.1016/J.PACFIN.2021.101616
519 Intraday Interactions Between High-frequency... Imen Ben Ammar; Slaheddine Hellara; Finance Research Letters 2021-01-01 https://doi.org/10.1016/j.frl.2020.101862
520 Trading Strategy of Structured Mutual Fund... Jiao Chen; Changqing Luo; Lurun Pan; Yun Jia; Expert Syst. Appl. 2021-01-01 https://doi.org/10.1016/J.ESWA.2021.115390
521 A Fuzzimetric Predictive Analytics Model to... Issam Kouatli; Mahmoud Arayssi; Intelligent and Fuzzy Techniques for Emerging... 2021-01-01 https://doi.org/10.1007/978-3-030-85577-2_57
522 Diverse Distributed Renewable Energy Trading... M. A. C. L. Gunarathna; R. J. Yang; A. Song; Journal of Environmental Planning and Management 2021-01-01 https://doi.org/10.1080/09640568.2021.1877640
523 Algo-Trading Using Statistical Learning and... Penumatcha Bharath Varma; Dr. Jaypal Medida;... International Journal of Recent Technology and... 2021-01-01 https://doi.org/10.35940/ijrte.d6585.1110421
524 When Machines Trade on Corporate Disclosures:... Hans Christian Schmitz; Bernhard Lutz; Dominik... Accounting Technology & Information Systems... 2021-01-01 https://doi.org/10.2139/ssrn.3910451
525 Global Market InefficienciesSummary Related... Söhnke M. Bartram; Mark Grinblatt; Journal of Financial Economics 2021-01-01 https://doi.org/10.1016/j.jfineco.2020.07.011
526 Bitcoin Transaction Strategy Construction Based... Fengrui Liu; Yang Li; Baitong Li; Jiaxin Li;... Applied Soft Computing 2021-01-01 https://doi.org/10.1016/j.asoc.2021.107952
527 Algorithmic Trading Using Trend Following... Molla Ramizur Rahman; Data Science and Data Analytics 2021-01-01 https://doi.org/10.1201/9781003111290-18-22
528 Does Air Pollution Influence Investor Trading... Mengmeng Guo; Mengxin Wei; Lin Huang; Emerging Markets Review 2021-01-01 https://doi.org/10.1016/J.EMEMAR.2021.100822
529 An Iterative Uniform-price Auction Mechanism... Shuang Xu; Yong Zhao; Yuanzheng Li; Yue Zhou; Applied Energy 2021-01-01 https://doi.org/10.1016/J.APENERGY.2021.117088
530 How to Use Exotic Assets for Trading Strategy... Dominik Cisár; SSRN Electronic Journal 2021-01-01 https://doi.org/10.2139/ssrn.3916918
531 Optimal Portfolio Execution with A Markov Chain... Jingnan Chen; Liming Feng; Jiming Peng; Yu Zhang; IMA Journal of Management Mathematics 2021-01-01 https://doi.org/10.1093/imaman%2Fdpab025
532 European Financial Institution Physical... Piotr Staszkiewicz; Ewa Łosiewicz-... The Digitalization of Financial Markets 2021-01-01 https://doi.org/10.4324/9781003095354-2
533 Quantifying The High-Frequency Trading Arms... Matteo Aquilina; Eric Budish; Peter O’Neill; Research Papers in Economics 2021-01-01 https://doi.org/10.3386/W29011
534 Last Hour Momentum in The Chinese Stock... Lu Yang; China Finance Review International 2021-01-01 https://doi.org/10.1108/cfri-06-2021-0106
535 Attention: How High-frequency Trading Improves... Bidisha Chakrabarty; Pamela C. Moulton; Xu Wang; Journal of Financial Markets 2021-01-01 https://doi.org/10.1016/j.finmar.2021.100690
536 Trader Positions in VIX FuturesSummary Related... Yu-Lun Chen; J. Jimmy Yang; Journal of Empirical Finance 2021-01-01 https://doi.org/10.1016/j.jempfin.2020.12.003
537 An Effective Correlation-Based Pair Trading... Chun-Hao Chen; Wei-Hsun Lai; Tzung-Pei Hong; 2021-01-01 https://doi.org/10.1007/978-3-030-88081-1_19
538 Neural Networks in Financial TradingIF:3... Georgios Sermpinis; Andreas Karathanasopoulos;... Annals of Operations Research 2021-01-01 https://doi.org/10.1007/S10479-019-03144-Y
539 Customer Adaptive Automated Trading System with... Harsh Agarwal; Aditi Kandoi; Bhavya Ahir;... 2021 3rd International Conference on Signal... 2021-01-01 https://doi.org/10.1109/ICSPC51351.2021.9451776
540 On The Intraday Return Curves of Bitcoin:... Elie Bouri; Chi Keung Marco Lau; Tareq Saeed;... International Review of Financial Analysis 2021-01-01 https://doi.org/10.1016/J.IRFA.2021.101784
541 Optimal Pairs Trading Strategy Under Geometric... Dong Hoon Shin; International journal for innovation education... 2021-01-01 https://doi.org/10.31686/IJIER.VOL9.ISS5.3125
542 Acceptability of Mobile Stock Trading... Lee-Lee Chong; Hway-Boon Ong; Siow-Hooi Tan; Technology in Society 2021-01-01 https://doi.org/10.1016/J.TECHSOC.2020.101497
543 Portfolio Diversification Benefits of... Muhammad Owais Qarni; Saiqb Gulzar; Financial Innovation 2021-01-01 https://doi.org/10.1186/S40854-021-00233-5
544 Global Algorithmic Capital Markets: High... Robert Zupko; The Social Science Journal 2021-01-01 https://doi.org/10.1080/03623319.2021.2015910
545 Lockdown and Retail Trading in The Equity... Mardy Chiah; Jason Tian; Angel Zhong; Journal of Behavioral and Experimental Finance 2021-01-01 https://doi.org/10.1016/j.jbef.2021.100598
546 A Novel Synergetic LSTM-GA Stock Trading... Jimmy Ming-Tai Wu; Lingyun Sun; Gautam... Mob. Inf. Syst. 2021-01-01 https://doi.org/10.1155/2021%2F6706345
547 Pairs Trading Strategy for A and H Shares Based... Ming Zang; Proceedings of Business and Economic Studies 2021-01-01 https://doi.org/10.26689/pbes.v4i5.2606
548 Using Genetic Algorithms to Develop Investment... Advances in Computational Intelligence and... 2021-01-01 https://doi.org/10.4018/978-1-7998-4105-0.ch011
549 Peer Review #2 of Using Algorithmic Trading to... 2021-01-01 https://doi.org/10.7287/peerj-cs.337v0.1%2Freviews%2F2
550 Implementation of Fibonacci Retracements and... Lusindah Lusindah; Erman Sumirat; European Journal of Business and Management... 2021-01-01 https://doi.org/10.24018/ejbmr.2021.6.4.1033
551 Low-Latency Hardware Accelerator for Improved... Shuang Liang; Siyuan Lu; Jun Lin; Zhongfeng Wang; IEEE Transactions on Circuits and Systems I:... 2021-01-01 https://doi.org/10.1109/TCSI.2021.3073492
552 Peer Review #1 of Using Algorithmic Trading to... 2021-01-01 https://doi.org/10.7287/peerj-cs.337v0.1%2Freviews%2F1
553 Insider Trading Regulation and Shorting... Robert Merl; Thomas Stockl; Stefan Palan; SSRN Electronic Journal 2021-01-01 https://doi.org/10.2139/ssrn.3890173
554 Entropy Trading Strategies Reveal... Levan Efremidze; Darrol J. Stanley; Clemens... International Review of Economics & Finance 2021-01-01 https://doi.org/10.1016/J.IREF.2021.04.021
555 A Finite Difference Scheme for Pairs Trading... Zequn Li; Agnès Tourin; Computational Economics 2021-01-01 https://doi.org/10.1007/s10614-021-10159-w
556 The Effects of Information Content of Cash Flow... Dwi Luvira Oktavianingsih; Otniel Safkaur;... 2021-01-01 https://doi.org/10.21580/JIAFR.2021.3.1.7715
557 Decision Making Process of Stock Trading... Monirul Islam Pavel; Dewan Ahmed Muhtasim; Omar... 2021 IEEE Madras Section Conference (MASCON) 2021-01-01 https://doi.org/10.1109/MASCON51689.2021.9563476
558 Characteristics of High-Frequency Trading and... Shigeki Kohda; Kenichi Yoshida; 2021 IEEE 45th Annual Computers, Software, and... 2021-01-01 https://doi.org/10.1109/COMPSAC51774.2021.00222
559 The Determinants of Online Stock Investment in... Tan Yong-Da; Melissa Teoh Teng-Tenk; Lee Teck-... South Asian Journal of Social Studies and... 2021-01-01 https://doi.org/10.9734/sajsse%2F2021%2Fv12i430318
560 Survey on The Application of Deep Learning in... Yongfeng Wang; Guofeng Yan; Data Science in Finance and Economics 2021-01-01 https://doi.org/10.3934/dsfe.2021019
561 Algorithmic Trading and Efficiency of The Stock... Rafał Jóźwicki; Paweł Trippner; Karolina Kłos; 2021-01-01 https://doi.org/10.18778/2391-6478.2.30.05
562 Perlindungan Hukum Pemegang Saham Minoritas... Elza Syarief; Junaidi Junaidi; Journal of law and policy 2021-01-01 https://doi.org/10.37253/JLPT.V6I1.4875
563 Application of Bi-Directional Grid Constrained... Aldo Taranto; Shahjahan Khan; Journal of Mathematics and Statistics 2021-01-01 https://doi.org/10.3844/JMSSP.2021.22.29
564 Algorithmic Trading Using Technical... Tanishq Salkar; Aditya Shinde; Neelaya... 2021 International Conference on Communication... 2021-01-01 https://doi.org/10.1109/ICCICT50803.2021.9510135
565 Quantified Investment Strategies and Excess... Zihe Tang; Yanqi Cheng; Ziyao Wang; 2021-01-01 https://doi.org/10.25236/AJCIS.2021.040603
566 An Algorithmic Multiple Trading Strategy Using... Md. Erfanul Hoque; A. Thavaneswaran; Alex... 2021 IEEE 45th Annual Computers, Software, and... 2021-01-01 https://doi.org/10.1109/COMPSAC51774.2021.00263
567 A Novel Algorithmic Trading Strategy Using... Ethan Johnson-Skinner; You Liang; Na Yu; Alin... 2021 IEEE 45th Annual Computers, Software, and... 2021-01-01 https://doi.org/10.1109/COMPSAC51774.2021.00264
568 Improving Pairs Trading Strategies Via... Cheng Wang; Patrik Sandås; Peter Beling; 2021 International Conference on Applied... 2021-01-01 https://doi.org/10.1109/ICAPAI49758.2021.9462067
569 Algorithmic Trading Efficiency and Its Impact... Ritesh Kumar Dubey; A. Sarath Babu; Rajneesh... Asia-Pacific Financial Markets 2021-01-01 https://doi.org/10.1007/s10690-021-09353-5
570 Tipping in KoreaSummary Related Papers Related... William J. Bazley; Emily Kim; Felix Meschke;... Accounting 2021-01-01 https://doi.org/10.2139/ssrn.3907182
571 Decentralized Finance: Regulating... Kristin N. Johnson; Social Science Research Network 2021-01-01 https://doi.org/10.2139/SSRN.3831439
572 A Derivative-free Optimization Approach for The... Alberto De Santis; Umberto Dellepiane; Stefano... Optimization Letters 2021-01-01 https://doi.org/10.1007/s11590-020-01546-7
573 A Decision Support System for Trading in Apple... SHANGKUN DENG et. al. IEEE Access 2021-01-01 https://doi.org/10.1109/ACCESS.2020.3047138
574 Intraday Time-series Momentum and Investor... Olena Onishchenko; Jing Zhao; Duminda... Journal of Behavioral and Experimental Finance 2021-01-01 https://doi.org/10.1016/J.JBEF.2021.100557
575 Study on Indian Stock Market Performance Based... Deepika N.; Nirupama Bhat Mundukur; Victer Paul; 2021-01-01 https://doi.org/10.4018/978-1-7998-5077-9.ch020
576 Attention Constraint, Public Information, and... Hao Jiang; Yong Ma; Tianyang Wang; 2021-01-01 https://doi.org/10.2139/ssrn.3919402
577 Learning Representation of Stock Traders and... Wen-Jie Xie; Mu-Yao Li; Wei-Xing Zhou; Emerging Markets Review 2021-01-01 https://doi.org/10.1016/J.EMEMAR.2020.100791
578 Learning to Trade in Financial Time Series... Jimin Lee; Hayeong Koh; Hi Jun Choe; Appl. Intell. 2021-01-01 https://doi.org/10.1007/S10489-021-02218-4
579 Pairs Trading in Cryptocurrency Market: A Long-... Saji Thazhungal Govindan Nair; Investment Management and Financial Innovations 2021-01-01 https://doi.org/10.21511/imfi.18%283%29.2021.12
580 Retail Trading and Stock Volatility: The Case... Cooper Jones; 2021-01-01 https://doi.org/10.26076/EC55-BADA
581 The Effect of Company Size, Company Growth,... Charles Ayu Kartika Kinata; Journal of Economics, Finance And Management... 2021-01-01 https://doi.org/10.47191/jefms%2Fv4-i11-29
582 The Profitability of Volatility Trading on... Aparna Bhat; Global Business Review 2021-01-01 https://doi.org/10.1177/09721509211046169
583 Video Face Recognition of Virtual Currency... Jun Wei; IEEE Access 2021-01-01 https://doi.org/10.1109/ACCESS.2021.3060458
584 Stock Markets and Female Participation in The... Menachem (Meni) Abudy; Yevgeny Mugerman; Zvi... Journal of International Financial Markets,... 2021-01-01 https://doi.org/10.1016/J.INTFIN.2021.101297
585 THE EFFECT OF LIQUIDITY, COMPANY SIZE, AND... Sri Laksmi Pardanawati; 2021-01-01 https://doi.org/10.29040/IJEBAR.V5I2.2487
586 The Impacts of Futures Introduction on Spot... Chuanhai Zhang; Huan Ma; GIDEON BRUCE ARKORFUL;... ERN: Futures (Topic) 2021-01-01 https://doi.org/10.2139/ssrn.3903735
587 Trading Volume Activity Memediasi Hubungan... Ni Nyoman Sri Wardani; I Ketut Budiartha; E-Jurnal Akuntansi 2021-01-01 https://doi.org/10.24843/eja.2021.v31.i08.p02
588 Greed and Individual Trading Behavior in... Karlijn Hoyer; Stefan Zeisberger; Seger M.... 2021-01-01 https://doi.org/10.1037/DEC0000149
589 How Do Carbon Trading Platform Participation... Xiaole Wan; Qianqian Li; Lulian Qiu; Yuanwei Du; Marine Policy 2021-01-01 https://doi.org/10.1016/J.MARPOL.2021.104567
590 THE INFLUENCE OF INFORMATION ON TRADING... Ronaldo Susanto; Mariana Ing Malelak; International Journal of Financial and... 2021-01-01 https://doi.org/10.9744/ijfis.2.1.34-41
591 Do Retail Traders Destabilize Financial... Ahmed S. Baig; Benjamin M. Blau; Hassan A.... International Finance eJournal 2021-01-01 https://doi.org/10.2139/ssrn.3782159
592 Energy Sharing Platform Based on Call Auction... Lingling Sun; Jing Qiu; Xiao Han; Zhao Yang Dong; Energy 2021-01-01 https://doi.org/10.1016/J.ENERGY.2021.120237
593 The Impact of Margin Trading on Stock... Chuanyang Gong; International Journal of Business and Management 2021-01-01 https://doi.org/10.5539/ijbm.v16n7p78
594 The Impact of Margin and Short Selling on Stock... Chengzhu Sun; E3S Web of Conferences 2021-01-01 https://doi.org/10.1051/e3sconf/202129202051
595 High-frequency Volatility Modeling: A Markov-... Yifan Li; Ingmar Nolte; Sandra Nolte; Journal of Economic Dynamics and Control 2021-01-01 https://doi.org/10.1016/J.JEDC.2021.104077
596 Aggregate Congressional Trading and Stock... Serkan Karadas; Minh Tam Tammy Schlosky; Joshua... Journal of Financial Economic Policy 2021-01-01 https://doi.org/10.1108/JFEP-02-2021-0035
597 Important Trading Point Prediction Using A... Xinpeng Yu; Dagang Li; Applied Sciences 2021-01-01 https://doi.org/10.3390/APP11093984
598 Half-day Trading and SpilloversIF:3 Summary... Yifan Chen; Limin Yu; Jianhua Gang; Frontiers of Business Research in China 2021-01-01 https://doi.org/10.1186/s11782-021-00097-7
599 How Effective Are Stock Market Reforms in... Sumon Kumar Bhaumik; Manisha Chakrabarty; Ali... Journal of Quantitative Economics 2021-01-01 https://doi.org/10.1007/s40953-021-00253-z
600 A Novel Communication Efficient Peer-to-peer... Khalid Umer; Qi Huang; Mohsen Khorasany;... Applied Energy 2021-01-01 https://doi.org/10.1016/J.APENERGY.2021.117075
601 FAKTOR-FAKTOR YANG MEMPENGARUHI IHSG PADA... Mondra Neldi; Nurul Syahira; Elfiswandi... 2021-01-01 https://doi.org/10.38035/JMPIS.V2I1.544
602 Margin Trading and Stock Idiosyncratic... Pingshu Gui; Yifeng Zhu; International Review of Economics & Finance 2021-01-01 https://doi.org/10.1016/J.IREF.2020.08.021
603 Multiple Strategies for Trading Short-term... Hsien-Ming Chou; Chihli Hung; Multimedia Tools and Applications 2021-01-01 https://doi.org/10.1007/S11042-020-10496-2
604 Unfairly Defiled: A Long Term Perspective on... Jeffrey Ludwig; Journal of Investment and Management 2021-01-01 https://doi.org/10.11648/J.JIM.20211002.12
605 PRODUCT STRATEGY OF TRADING COMPANYSummary... I. A. Tolmacheva; 2021-01-01 https://doi.org/10.38161/2618-9526-2021-1-028-031
606 Insider Trading in Brazil’s Stock MarketSummary... Thiago Marzagão; 2021-01-01 https://doi.org/10.31219/osf.io%2Ffu9mg
607 Price Discovery in The Cryptocurrency Market:... Bao Doan; Huy Pham; Binh Nguyen Thanh; Journal of Industrial and Business Economics 2021-01-01 https://doi.org/10.1007/s40812-021-00202-0
608 Trading Activity and Price Discovery in Bitcoin... Jui-Cheng Hung; Hung-Chun Liu; J. Jimmy Yang; Journal of Empirical Finance 2021-01-01 https://doi.org/10.1016/J.JEMPFIN.2021.03.001
609 Decentralized Local Energy Trading in... Amrit Paudel; Mohsen Khorasany; Hoay Beng Gooi; IEEE Transactions on Industrial Informatics 2021-01-01 https://doi.org/10.1109/TII.2020.2980160
610 Commonality and Contrarian Trading Among... Devika Arumugam; P. Krishna Prasanna; Journal of Behavioral and Experimental Finance 2021-01-01 https://doi.org/10.1016/J.JBEF.2021.100495
611 Culture and The Regulation of Insider Trading... Brandon N. Cline; Claudia R. Williamson;... Journal of Corporate Finance 2021-01-01 https://doi.org/10.1016/J.JCORPFIN.2021.101917
612 The Connectedness Between COVID-19 and Trading... Guntpishcha Gongkhonkwa; Journal of Asian Finance, Economics and Business 2021-01-01 https://doi.org/10.13106/jafeb.2021.vol8.no7.0383
613 PENGARUH ABNORMAL RETURN Dan TRADING VOLUME... Cindy Ananda; 2021-01-01 https://doi.org/10.31000/COMPETITIVE.V5I1.5063
614 Analisis Perbandingan Harga Saham Dan Trading... Rengganis Riva Sakinah; Azib Asroi; 2021-01-01 https://doi.org/10.29313/.V7I1.27022
615 Forecasting Trading Volume in Local Housing... Changro Lee; Keith Key-Ho Park; Engineering, Construction and Architectural... 2021-01-01 https://doi.org/10.1108/ECAM-10-2020-0850
616 Learning from Trading Activity in Laboratory... Radhika Lunawat; Journal of Socio-economics 2021-01-01 https://doi.org/10.1016/J.SOCEC.2020.101611
617 Trading Cryptocurrencies Using Second Order... Gil Cohen; Mathematics 2021-01-01 https://doi.org/10.3390/math9222861
618 Gambling and Online Trading Emerging Risks of... Atte Oksanen; Eerik Mantere; Ilkka Vuorinen;... SSRN Electronic Journal 2021-01-01 https://doi.org/10.2139/ssrn.3909774
619 An Indicator for Month-trading of StocksSummary... Y. B. Koh; Yew Seong Ng; Ah Hin Pooi; ITM Web of Conferences 2021-01-01 https://doi.org/10.1051/ITMCONF%2F20213602001
620 Leverage and Information: Are Short Sellers and... Zhuo Chen; Pengfei Li; Zhengwei Wang; Bohui Zhang; Emerging Markets: Finance eJournal 2021-01-01 https://doi.org/10.2139/ssrn.3776995
621 Multi-level Trading Community Formation and... Li Ma; Lingfeng Wang; Zhaoxi Liu; Applied Energy 2021-01-01 https://doi.org/10.1016/J.APENERGY.2020.116399
622 THE EXISTENCE OF CRIMINAL SANCTION IN INSIDER... Wahyu Nur Fatimah; 2021-01-01 https://doi.org/10.18860/J.V12I1.12254
623 The Interplay Between Investor Activity on... Peng Xie; Information Systems Frontiers 2021-01-01 https://doi.org/10.1007/S10796-021-10130-Y
624 Portfolio Optimization in Both Long and Short... Yao-Hsin Chou; Yu-Chi Jiang; Shu-Yu Kuo; IEEE Access 2021-01-01 https://doi.org/10.1109/access.2021.3126652
625 A Multivariate Load Trading Optimization Method... Mingming Pan; Shiming Tian; Jindou Yuan;... Energies 2021-01-01 https://doi.org/10.3390/en14175246
626 Do Electronic Markets Improve Execution If You... John J. Shim; Yenan Wang; Capital Markets: Market Microstructure eJournal 2021-01-01 https://doi.org/10.2139/ssrn.3805830
627 Impact of Corporate Insider on Insider Trading:... Bismah Rao; Business And Management Studies: An... 2021-01-01 https://doi.org/10.15295/BMIJ.V9I1.1789
628 Liquidity, Informed Trading, and A Market... Rong Chen; Heng (Griffin) Geng; Hai Lin; Phuong... Pacific-basin Finance Journal 2021-01-01 https://doi.org/10.1016/J.PACFIN.2021.101567
629 FUTURES TRADING, SPOT PRICE VOLATILITY AND... Sanjeeta Shirodkar; Guntur Anjana Raju; International Journal of Energy Economics and... 2021-01-01 https://doi.org/10.32479/IJEEP.11086
630 Bayesian Analysis of Time-varying Interactions... Boubekeur Baba; Güven Sevil; Financial Innovation 2021-01-01 https://doi.org/10.1186/s40854-021-00267-9
631 Using A Genetic Algorithm to Build A Volume... Seung Hwan Jeong; Hee Soo Lee; Hyun Nam; Kyong... Sustainability 2021-01-01 https://doi.org/10.3390/SU13031011
632 The Benefits of Access: Evidence from Private... Marco Becht; Julian R. Franks; Hannes F. Wagner; Corporate Governance & Finance eJournal 2021-01-01 https://doi.org/10.2139/ssrn.3813948
633 Risk Trading in Energy CommunitiesIF:3 Summary... Niklas Vespermann; Thomas Hamacher; Jalal... IEEE Transactions on Smart Grid 2021-01-01 https://doi.org/10.1109/TSG.2020.3030319
634 Integration of Prosumer Peer-to-peer Trading... ALEJANDRO PENA-BELLO et. al. Nature Energy 2021-01-01 https://doi.org/10.1038/s41560-021-00950-2
635 Novel Energy Trading System Based on Deep-... SEONGWOO LEE et. al. Energies 2021-01-01 https://doi.org/10.3390/en14175515
636 Market Manipulation Rules and IPO... Huu Nhan Duong; Abhinav Goyal; Vasileios... Journal of Corporate Finance 2021-01-01 https://doi.org/10.1016/j.jcorpfin.2020.101846
637 Option Trading Volume By Moneyness, Firm... Yi Zhou; Journal of Financial Markets 2021-01-01 https://doi.org/10.1016/J.FINMAR.2021.100648
638 Fundamental Volatility and Informative Trading... Dan Luo; Yipeng Mao; Economic Modelling 2021-01-01 https://doi.org/10.1016/j.econmod.2021.105663
639 Kairos: A Remunerative Framework for Minimum... Jimil Shah; Manan Doshi; Anant V. Nimkar; 2021 International Conference on Communication... 2021-01-01 https://doi.org/10.1109/ICCICT50803.2021.9510081
640 Energy Trading Among Electric Vehicles Based on... Muhammad Adil; M. A. Parvez Mahmud; Abbas Z.... Sustainable Cities and Society 2021-01-01 https://doi.org/10.1016/J.SCS.2021.103199
641 Peer-to-peer Energy Trading of Net-zero Energy... Jia Liu; Hongxing Yang; Yuekuan Zhou; Applied Energy 2021-01-01 https://doi.org/10.1016/J.APENERGY.2021.117206
642 Robust Pricing Under Strategic TradingSummary... Aibo Gong; Shaowei Ke; Yawen Qiu; Rui Shen; Journal of Economic Theory 2021-01-01 https://doi.org/10.1016/J.JET.2021.105201
643 Exploration of Quant Trading Talents’ Training... Jiaxuan Chen; Journal of Physics: Conference Series 2021-01-01 https://doi.org/10.1088/1742-6596/1881/2/022057
644 Voting and Trading in SymbiosisSummary Related... Hervé Crès; Mich Tvede; Democracy, the Market, and the Firm 2021-01-01 https://doi.org/10.1093/oso%2F9780192894731.003.0004
645 Distributed Transaction Cooperative Game... XIAODAN ZHUANG et. al. 2021 4th International Conference on Energy,... 2021-01-01 https://doi.org/10.1109/CEEPE51765.2021.9475782
646 Option Trading, Managerial Risk-taking, and... Po-Hsuan Hsu; Fengfei Li; Yoshio Nozawa; Managerial Marketing eJournal 2021-01-01 https://doi.org/10.2139/ssrn.3101881
647 Memory and TradingSummary Related Papers... Constantin Charles; Decision-Making in Economics eJournal 2021-01-01 https://doi.org/10.2139/ssrn.3759444
648 Deep Reinforcement Learning for Portfolio... Gang Huang; Xiaohua Zhou; Qingyang Song; arxiv-q-fin.CP 2020-12-26 http://arxiv.org/abs/2012.13773
649 Deep Stock Trading: A Hierarchical... Rundong Wang; Hongxin Wei; Bo An; Zhouyan Feng;... arxiv-cs.AI 2020-12-23 http://arxiv.org/abs/2012.12620
650 Optimization of Backtesting Techniques in... D. Vezeris; C. Schinas; Themistoklis Kyrgos; V.... Computational Economics 2020-12-01 https://doi.org/10.1007/s10614-019-09956-1
651 Development of Futures Program Trading Strategy... Guo-ping Li; 2020-11-30 https://doi.org/10.2991/aebmr.k.201128.066
652 Investors’ Sentiment and Stock Trading in The... B. Njogo; Jaiyeoba Oladele; O. Mabinuori; 2020-11-30 https://doi.org/10.26772/cijds-2020-03-02-014
653 Methods Matter: A Trading Agent With No... Dave Cliff; Michael Rollins; arxiv-cs.CE 2020-11-29 http://arxiv.org/abs/2011.14346
654 Predict Stock Market’s Fluctuating Behaviour :... U. Gurav; Kotrappa S; international journal of engineering trends and... 2020-11-25 https://doi.org/10.14445/22315381/IJETT-V68I11P209
655 Socio-Economic, Trading Sophistication and... H. Kawshala; P. Anuradha; Social Science Research Network 2020-11-19 https://doi.org/10.2139/SSRN.3844195
656 On Simultaneous Long-Short Stock Trading... Atul Deshpande; John A Gubner; B. Ross Barmish; arxiv-q-fin.ST 2020-11-18 http://arxiv.org/abs/2011.09109
657 FinRL: A Deep Reinforcement Learning Library... XIAO-YANG LIU et. al. arxiv-q-fin.TR 2020-11-18 http://arxiv.org/abs/2011.09607
658 Model-free Analysis of Dynamic Trading... Anna Ananova; Rama Cont; Renyuan Xu; arxiv-q-fin.MF 2020-11-05 http://arxiv.org/abs/2011.02870
659 Collective Dynamics Of Dark Web... ABEER ELBAHRAWY et. al. Scientific reports 2020-11-02 https://pubmed.ncbi.nlm.nih.gov/33139743
660 Learning Financial Asset-Specific Trading Rules... Mehran Taghian; Ahmad Asadi; Reza Safabakhsh; arxiv-cs.AI 2020-10-27 http://arxiv.org/abs/2010.14194
661 Trading Strategies Of A Leveraged ETF In A... Isao Yagi; Shunya Maruyama; Takanobu Mizuta; arxiv-q-fin.TR 2020-10-25 http://arxiv.org/abs/2010.13036
662 Adversarial Attacks On Deep Algorithmic Trading... Yaser Faghan; Nancirose Piazza; Vahid Behzadan;... arxiv-cs.LG 2020-10-21 http://arxiv.org/abs/2010.11388
663 Taking Over The Stock Market: Adversarial... Elior Nehemya; Yael Mathov; Asaf Shabtai; Yuval... arxiv-q-fin.TR 2020-10-19 http://arxiv.org/abs/2010.09246
664 Tail-risk Protection: Machine Learning Meets... Bruno Spilak; Wolfgang Karl Härdle; arxiv-q-fin.RM 2020-10-07 http://arxiv.org/abs/2010.03315
665 High-frequency Trading – A New Challenge for... Renata Karkowska; J. Karasiński; 2020-10-06 https://doi.org/10.4324/9781003051664-16
666 On Detecting Spoofing Strategies in High-... Xuan Tao; A. Day; Lan Ling; Samuel Drapeau; Quantitative Finance 2020-09-30 https://doi.org/10.1080/14697688.2022.2059390
667 Foreign Investors’ Abnormal Trading Behavior in... A. Khanthavit; Journal of Asian Finance, Economics and Business 2020-09-30 https://doi.org/10.13106/jafeb.2020.vol7.no9.063
668 High-Frequency Trading On Decentralized On-... Liyi Zhou; Kaihua Qin; Christof Ferreira... arxiv-cs.CR 2020-09-29 http://arxiv.org/abs/2009.14021
669 Role of Financial and Non-Financial Information... Muhammad Naveed; M. Sindhu; Shoaib Ali; 2020-09-25 https://doi.org/10.25115/eea.v38i3.3637
670 Solving The Optimal Trading Trajectory Problem... Kyle Steinhauer; Takahisa Fukadai; Sho Yoshida; arxiv-q-fin.CP 2020-09-17 http://arxiv.org/abs/2009.08412
671 Which Trading Agent Is Best? Using A Threaded... Michael Rollins; Dave Cliff; arxiv-q-fin.TR 2020-09-15 http://arxiv.org/abs/2009.06905
672 Rise Of The Machines? Intraday High-Frequency... Alla A. Petukhina; Raphael C. G. Reule;... arxiv-q-fin.TR 2020-09-09 http://arxiv.org/abs/2009.04200
673 Retail Investors’ Trading and Stock Market... M. Abudy; FinPlanRN: Client Psychology (Topic) 2020-09-09 https://doi.org/10.2139/ssrn.3698911
674 Aggregate Insider Trading and Future Market... Dennis D. Malliouris; Alphons Vermorken;... International Journal of Finance & Economics 2020-08-26 https://doi.org/10.1002/ijfe.2178
675 TradAO: A Visual Analytics System For Trading... KA WING TSANG et. al. arxiv-cs.HC 2020-08-25 http://arxiv.org/abs/2008.11319
676 Energy Trading in Local Electricity Market With... U. Amin; Md. Jahangir Hossain; W. Tushar; K.... IEEE Transactions on Industrial Informatics 2020-08-24 https://doi.org/10.1109/TII.2020.3018123
677 Adaptive Trading Strategies Across Liquidity... Bastien Baldacci; Iuliia Manziuk; arxiv-q-fin.TR 2020-08-18 http://arxiv.org/abs/2008.07807
678 A Free Boundary Problem Arising From A Multi-... Chonghu Guan; Jing Peng; Zuo Quan Xu; arxiv-math.AP 2020-08-17 http://arxiv.org/abs/2008.07082
679 Trading Imbalance In Chinese Stock Market-A... Shan Lu; Jichang Zhao; Huiwen Wang; Entropy (Basel, Switzerland) 2020-08-15 https://pubmed.ncbi.nlm.nih.gov/33286666
680 Gambler’s Ruin Problem and Bi-directional Grid... A. Taranto; Shahjahan Khan; Investment Management and Financial Innovations 2020-08-14 https://doi.org/10.21511/imfi.17(3).2020.05
681 Investment Sizing With Deep Learning Prediction... Trent Spears; Stefan Zohren; Stephen Roberts; arxiv-q-fin.ST 2020-07-31 http://arxiv.org/abs/2007.15982
682 High‐frequency Trading Order Cancellations and... Viktor Manahov; International Journal of Finance & Economics 2020-07-26 https://doi.org/10.1002/ijfe.2071
683 Investors’ Trading Behaviour and Stock Market... G. Caporale; M. Karanasos; S. Yfanti; Aris... International Journal of Finance & Economics 2020-07-23 https://doi.org/10.1002/IJFE.2024
684 Quantifying The High-Frequency Trading Arms... M. Aquilina; Eric Budish; Peter O’Neill; Becker Friedman Institute for Economics Working... 2020-06-25 https://doi.org/10.2139/ssrn.3636323
685 The Importance Of Low Latency To Order Book... David Byrd; Sruthi Palaparthi; Maria Hybinette;... arxiv-q-fin.TR 2020-06-15 http://arxiv.org/abs/2006.08682
686 An Overall View Of Key Problems In Algorithmic... Michaël Karpe; arxiv-q-fin.TR 2020-06-09 http://arxiv.org/abs/2006.05515
687 Algorithmic Trading in Turbulent... Hao Zhou; P. Kalev; A. Frino; Pacific-Basin Finance Journal 2020-06-07 https://doi.org/10.1016/j.pacfin.2020.101358
688 How Does Informed Trader Trade The “reverse... Jing Guo; Jie Xiao; Z. Ni; Journal of Physics: Conference Series 2020-06-01 https://doi.org/10.1088/1742-6596/1549/4/042013
689 Pairs Trading With Nonlinear And Non-Gaussian... Guang Zhang; arxiv-q-fin.PM 2020-05-19 http://arxiv.org/abs/2005.09794
690 How Complexity And Uncertainty Grew With... Martin Hilbert; David Darmon; Entropy (Basel, Switzerland) 2020-04-26 https://pubmed.ncbi.nlm.nih.gov/33286272
691 Trading Foreign Exchange TripletsRelated Papers... Álvaro Cartea; Sebastian Jaimungal; Tianyi Jia; arxiv-q-fin.TR 2020-04-24 http://arxiv.org/abs/2004.12011
692 A Trend-following Trading Indicator On... Haotian Weng; Artem Lenskiy; arxiv-cs.CR 2020-04-24 http://arxiv.org/abs/2004.11527
693 Investors’ Attention and Its Effect on Saudi... Hesah Hesah Aljarbou; INTERNATIONAL JOURNAL OF MANAGEMENT &... 2020-04-10 https://doi.org/10.24297/ijmit.v15i.8684
694 QuantNet: Transferring Learning Across... Adriano Koshiyama; Sebastian Flennerhag;... arxiv-cs.LG 2020-04-07 http://arxiv.org/abs/2004.03445
695 An Application Of Deep Reinforcement Learning... Thibaut Théate; Damien Ernst; arxiv-q-fin.TR 2020-04-07 http://arxiv.org/abs/2004.06627
696 China’s Carbon Pricing Based on Heterogeneous... XIANZI YANG et. al. Sustainability 2020-04-01 https://doi.org/10.3390/su12072754
697 Cryptocurrency Trading: A Comprehensive... FAN FANG et. al. arxiv-q-fin.TR 2020-03-25 http://arxiv.org/abs/2003.11352
698 Evolutionary Disruption Of S&P 500 Trading... S Gowri Shankar; James M Miller; P V Sundar... PloS one 2020-03-24 https://pubmed.ncbi.nlm.nih.gov/32208426
699 Deep Deterministic Portfolio OptimizationIF:3... Ayman Chaouki; Stephen Hardiman; Christian... arxiv-q-fin.MF 2020-03-13 http://arxiv.org/abs/2003.06497
700 Equations And Shape Of The Optimal Band... Joachim de Lataillade; Ayman Chaouki; arxiv-q-fin.MF 2020-03-10 http://arxiv.org/abs/2003.04646
701 Analysing The Effect of Trading Characteristics... S. Fathi; S. Jalali; A. Ajam; Omid Mirmohammad... Afro-Asian J. of Finance and Accounting 2020-03-10 https://doi.org/10.1504/aajfa.2020.10027523
702 Option Trading and The Cross‐listed Stock... Xingguo Luo; Xiaoli Yu; Shihua Qin; Qi Xu; Journal of Futures Markets 2020-03-03 https://doi.org/10.1002/fut.22108
703 Empirical Analysis Of Indirect Internal... Paz Grimberg; Tobias Lauinger; Damon McCoy; arxiv-q-fin.TR 2020-02-27 http://arxiv.org/abs/2002.12274
704 Using Reinforcement Learning In The Algorithmic... Evgeny Ponomarev; Ivan Oseledets; Andrzej... arxiv-q-fin.TR 2020-02-26 http://arxiv.org/abs/2002.11523
705 The Threshold Effect of Leveraged Trading on... Zhen Peng; Changsheng Hu; Entropy (Basel, Switzerland) 2020-02-26 https://pubmed.ncbi.nlm.nih.gov/33286042
706 Short Term Trading Model for Asian Equity Index... Ashwin Dudia; Vivek Kumar; Ritabrata... Econometric Modeling: Capital Markets – Asset... 2020-02-23 https://doi.org/10.2139/ssrn.3543079
707 Adversarial Attacks on Machine Learning Systems... Micah Goldblum; Avi Schwarzschild; Ankit B.... arxiv-cs.LG 2020-02-21 http://arxiv.org/abs/2002.09565
708 The Impact of Margin-Trading and Short-Selling... Jun Chen; Huimin Li; Dazhi Zheng; The Chinese Economy 2020-02-20 https://doi.org/10.1080/10971475.2020.1721017
709 Short Term Trading Models – Mean Reversion... M. Babayev; Folakemi Lotun; Goodwill Tatenda... Mutual Funds 2020-02-15 https://doi.org/10.2139/ssrn.3538891
710 Adaptive Quantitative Trading: An Imitative... Yang Liu; Qi Liu; Hongke Zhao; Zhen Pan;... aaai 2020-02-07 https://aaai.org/ojs/index.php/AAAI/article/view/5587
711 Fairness and Integrity in High-Frequency... T. Myklebust; European Business Law Review 2020-02-01 https://doi.org/10.54648/eulr2020003
712 Flow Toxicity of High‐frequency Trading and Its... Jangkoo Kang; K. Kwon; W. Kim; Journal of Futures Markets 2020-02-01 https://doi.org/10.1002/FUT.22062
713 Sentiment And Knowledge Based Algorithmic... Abhishek Nan; Anandh Perumal; Osmar R. Zaiane; arxiv-cs.AI 2020-01-26 http://arxiv.org/abs/2001.09403
714 PASSIVE BALANCING THROUGH INTRADAY TRADING:... C. Koch; Philipp Maskos; International Journal of Energy Economics and... 2020-01-23 https://doi.org/10.32479/ijeep.8750
715 High‐Frequency Trading and Market... Markus Baldauf; Joshua Mollner; Journal of Finance 2020-01-14 https://doi.org/10.1111/JOFI.12882
716 A Closing Call’s Impact on Market Quality:... Eda Orhun; Pacific Accounting Review 2020-01-02 https://doi.org/10.1108/par-08-2019-0107
717 Stock Price Trend Forecasting Using Long Short... Mahdi Ismael Omar; Mujeeb Rahaman; 2020-01-01 https://doi.org/10.32628/cseit206474
718 A Trading Framework Based on Fuzzy Moore... Iván Calvo; Mercedes G. Merayo; Manuel Núñez; 2020-01-01 https://doi.org/10.1007/978-3-030-41964-6_11
719 Embedded Draw-down Constraint Using Ensemble... Mu-En Wu; Sheng-Hao Lin; Jia-Ching Wang; J. Intell. Fuzzy Syst. 2020-01-01 https://doi.org/10.3233/jifs-179654
720 Energy Trading in Microgrids for Synergies... DAFENG ZHU et. al. ArXiv 2020-01-01 https://doi.org/10.1016/J.APENERGY.2020.115225
721 Design of Pipeline Framework for Pair Trading... Nilesh D. Navghare; Hrushikesh P. Kulkarni;... 2020 Second International Conference on... 2020-01-01 https://doi.org/10.1109/ICIRCA48905.2020.9183107
722 Stock Market Prediction on High Frequency Data... Zineb Lanbouri; Saaid Achchab; 2020-01-01 https://doi.org/10.1016/j.procs.2020.07.087
723 Approaching Stock Market Trading with Echo... Dev Patel; Krish Patel; Charles Dela Cuesta; Journal of Student Research 2020-01-01 https://doi.org/10.47611/jsrhs.v9i2.1211
724 A Multicriteria Trading System Based on... Michel Carlo Rodrigues Leles; Leonardo Amaral... IEEE Systems Journal 2020-01-01 https://doi.org/10.1109/JSYST.2019.2924390
725 Regulation Spillovers Across Cryptocurrency... Nicola Borri; Kirill Shakhnov; Finance Research Letters 2020-01-01 https://doi.org/10.1016/J.FRL.2019.101333
726 Convert Index Trading to Option Strategies Via... Jimmy Ming-Tai Wu; Mu-En Wu; Pang-Jen Hung;... Neural Computing and Applications 2020-01-01 https://doi.org/10.1007/S00521-020-05377-6
727 LSTM-Based Quantitative Trading Using Dynamic... Binjing Li; Keli Xie; Siyuan Lu; Jun Lin;... 2020 International Joint Conference on Neural... 2020-01-01 https://doi.org/10.1109/IJCNN48605.2020.9207264
728 European Insider Trading Theory Revisited: The... Ana Taleska; European Company and Financial Law Review 2020-01-01 https://doi.org/10.1515/ecfr-2020-0024
729 Trading on Earthquakes: Algorithmic... Thomas Grindsted; Capital Markets: Market Microstructure eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3510505
730 A Bird’s Eye View of The World’s Fastest... Debopam Bhattacherjee; Waqar Aqeel; Gregory... Proceedings of the ACM Internet Measurement... 2020-01-01 https://doi.org/10.1145/3419394.3423620
731 A New Trading Algorithm with Financial... Guillermo Peña; 2020-01-01 https://doi.org/10.3934/qfe.2020027
732 The Role of Attribute Selection in Deep ANNs... Monira Aloud; Intell. Syst. Account. Finance Manag. 2020-01-01 https://doi.org/10.1002/isaf.1466
733 Striving to Make Better Decision Quicker in... Arodh Lal Karn; Niranjan Sapkota; Rakshha... Int. J. Serv. Technol. Manag. 2020-01-01 https://doi.org/10.1504/ijstm.2020.106684
734 The Impact of High-Frequency Trading on... Panha Heng; Scott J. Niblock; Jennifer L.... 2020-01-01 https://doi.org/10.3905/jod.2020.1.097
735 Do Reference Prices Impact How Investors... Brad Cannon; Hannes Mohrschladt; Microeconomics: General Equilibrium &... 2020-01-01 https://doi.org/10.2139/ssrn.3712902
736 Predictive Trading Strategy for Physical... Claudio Monteiro; L. Alfredo Fernandez-Jimenez;... Energies 2020-01-01 https://doi.org/10.3390/en13143555
737 Portfolio Management Based on Deep... Yu-Hsiang Miao; Yi-Ting Hsiao; Szu-Hao Huang; 2020 International Conference on Pervasive... 2020-01-01 https://doi.org/10.1109/ICPAI51961.2020.00031
738 Improving Pair Trading Performances with... Hao-Han Chang; Tian-Shyr Dai; Kuan-Lun Wang;... 2020 International Conference on Pervasive... 2020-01-01 https://doi.org/10.1109/ICPAI51961.2020.00027
739 Meta-Learning of Evolutionary Strategy for... ERIK SORENSEN et. al. 2020-01-01 https://doi.org/10.4236/jdaip.2020.82005
740 Informed Trading in Hybrid Bond MarketsSummary... Siri Valseth; Global Finance Journal 2020-01-01 https://doi.org/10.1016/j.gfj.2018.07.003
741 Volume Ratio Prediction Model During Price... Jianwu Lin; Yishen Xu; Dayu Qin; 2020 IEEE 18th International Conference on... 2020-01-01 https://doi.org/10.1109/INDIN45582.2020.9442116
742 Trading Volume, Information Releases, and The... Thaddeus Neururer; George Papadakis; Social Science Research Network 2020-01-01 https://doi.org/10.2139/SSRN.3736127
743 A Dynamic Stock Trading System Using GQTS And... Yi-Hsiang Chen; Chih-Hsiang Chang; Shu-Yu Kuo;... 2020 IEEE International Conference on Systems,... 2020-01-01 https://doi.org/10.1109/SMC42975.2020.9283390
744 Understanding Impact of Twitter Feed on Bitcoin... Ashrit Deebadi; 2020-01-01 https://doi.org/10.31979/ETD.PF5A-8RJ3
745 Using Markov-switching Models with Markov Chain... Oscar V. De la Torre-Torres; Dora Aguilasocho-... Soft Comput. 2020-01-01 https://doi.org/10.1007/s00500-019-04629-5
746 Pengaruh Internet Financial Reporting Dan... Sri Fitri Wahyuni; Radiman Radiman; Yogi Pranata; 2020-01-01 https://doi.org/10.30601/HUMANIORA.V4I1.520
747 DAMPAK STOCK SPLIT TERHADAP HARGA SAHAM DAN... Ni Kadek Wiwik Yuniartini; Ida Bagus Panji Sedana; 2020-01-01 https://doi.org/10.24843/ejmunud.2020.v09.i04.p12
748 The More Illiquid, The More Expensive: A... Jaewon Choi; Jungsuk Han; Sean Seunghun Shin;... Microeconomics: Search; Learning; Information... 2020-01-01 https://doi.org/10.2139/ssrn.3516568
749 Intraday Volume-Return Nexus in Cryptocurrency... Larisa Yarovaya; Damian Zięba; ERN: Asset Pricing Models (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3711667
750 Automatic P2P Energy Trading Model Based on... Jin-Gyeom Kim; Bowon Lee; Energies 2020-01-01 https://doi.org/10.3390/en13205359
751 Impact of High Frequency Trading on Equity... A. Kotishwar; Indian Journal of Finance 2020-01-01 https://doi.org/10.17010/ijf%2F2020%2Fv14i1%2F149858
752 The Only Sure Alpha: Tax-Motivated Trading and... Hillel Nadler; 2020-01-01 https://doi.org/10.2139/ssrn.3672831
753 Impact Analysis of Financial Regulation on... Masanori Hirano; Kiyoshi Izumi; Takashi... 2020-01-01 https://doi.org/10.3390/jrfm13040075
754 Price Discovery for OptionsSummary Related... Semyon Malamud; Michael Tseng; Yuan Zhang; Swiss Finance Institute Research Paper Series 2020-01-01 https://doi.org/10.2139/ssrn.3571382
755 Emotional Trading in The Cryptocurrency... Yongkil Ahn; Dongyeon Kim; Finance Research Letters 2020-01-01 https://doi.org/10.1016/j.frl.2020.101912
756 Crash-sensitive Kelly Strategy Built on A... J-C Gerlach; Jerome L Kreuser; Didier Sornette; AARN: State Economies & Economic Change (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3708035
757 A Two-Regime Markov-Switching GARCH Active... Oscar V. De la Torre-Torres; Dora Aguilasocho-... Mathematics 2020-01-01 https://doi.org/10.3390/math8061001
758 Stock Selection Heuristics for Performing... Alexander Loginov; Malcolm I. Heywood; Garnett... Genetic Programming and Evolvable Machines 2020-01-01 https://doi.org/10.1007/s10710-020-09390-5
759 Analisis Reaksi Investor Sebagai Dampak... Crescentiano Agung Wicaksono; Rahandhika Ivan... 2020-01-01 https://doi.org/10.34204/jiafe.v6i2.2227
760 Forecasting Taiwan Capitalization Weighted... Chia-Hung Liao; Te-Lun Kao; Shyan-Ming Yuan; 2020 IEEE Eurasia Conference on IOT,... 2020-01-01 https://doi.org/10.1109/ECICE50847.2020.9301956
761 Digital Technologies As Means of Increasing The... Sergii Illiashenko; Yuliia Shypulina; Yuliia... 2020-01-01 https://doi.org/10.15276/mdt.4.3.2020.3
762 High Frequency Trading A Boon and BaneSummary... Robin Garewal; CompSciRN: Other High Performance Computing... 2020-01-01 https://doi.org/10.2139/ssrn.3744482
763 Empirical Research on Futures Trading Strategy... Shi Yao; Yan Hongfei; Ying Siping; Chong Chen;... 2020-01-01 https://doi.org/10.1007/978-3-030-56725-5_9
764 Does Algorithmic Trading Mean Predictable... Edward Curran; SSRN Electronic Journal 2020-01-01 https://doi.org/10.2139/ssrn.3734134
765 Algorithmic Trading and Market QualitySummary... John Paul Broussard; Andrei L. Nikiforov;... Microeconomics: General Equilibrium &... 2020-01-01 https://doi.org/10.2139/ssrn.3673881
766 Deep Probabilistic Modelling of Price Movements... Ye-Sheen Lim; Denise Gorse; 2020 International Joint Conference on Neural... 2020-01-01 https://doi.org/10.1109/IJCNN48605.2020.9206995
767 Futures Trading Strategy Test Based on Computer... Guo-ping Li; Proceedings of the 3rd International Conference... 2020-01-01 https://doi.org/10.1145/3414274.3414498
768 How Did Order-flow Impact Bond Prices During... Zhongguo Lin; Philip A. Hamill; Youwei Li;... International Review of Economics & Finance 2020-01-01 https://doi.org/10.1016/j.iref.2019.12.008
769 Event Based Sentiment Analysis on Futures... Ritu Yadav; Ashwani Kumar; A. Vinay Kumar; The Journal of Prediction Markets 2020-01-01 https://doi.org/10.5750/JPM.V13I1.1731
770 Stock Trading Classifier with Multichannel... Davi Nascimento; Anna Costa; Reinaldo Bianchi; 2020-01-01 https://doi.org/10.5753/eniac.2020.12136
771 Does Floor Trading Matter?IF:3 Summary Related... Jonathan Brogaard; Matthew Ringgenberg; Dominik... LSN: Law & Finance: Empirical (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3609007
772 Machine Learning in Capital Markets: Decision... Riccardo Rosati; Luca Romeo; Carlos Alfaro... IEEE Access 2020-01-01 https://doi.org/10.1109/ACCESS.2020.3001455
773 Algorithmic Trading and Market Quality:... Ekkehart Boehmer; Kingsley Y. L. Fong; Juan Wu; Journal of Financial and Quantitative Analysis 2020-01-01 https://doi.org/10.1017/s0022109020000782
774 Short-Term Trading Strategy on G10... Dhruv Agrawal; Econometrics: Econometric & Statistical Methods... 2020-01-01 https://doi.org/10.2139/ssrn.3693753
775 High-Frequency TradingRelated Papers Related... Ann-Christina Lange; 2020-01-01 https://doi.org/10.4324/9781315114255-15
776 Information in Noise: Strategic Trading Under... Vladislav Gounas; Capital Markets: Market Microstructure eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3692479
777 A High-Frequency Algorithmic Trading Strategy... Au Vo; Christopher Yost-Bremm; Journal of Computer Information Systems 2020-01-01 https://doi.org/10.1080/08874417.2018.1552090
778 An Evaluation of Pairs Trading in Commodity... Li Shen; Kun Shen; Chao Yi; Yixin Chen; 2020 IEEE International Conference on Big Data... 2020-01-01 https://doi.org/10.1109/BigData50022.2020.9377766
779 A Novel Algorithmic Trading Strategy Using... You Liang; A. Thavaneswaran; Md. Erfanul Hoque; 2020 IEEE Symposium Series on Computational... 2020-01-01 https://doi.org/10.1109/SSCI47803.2020.9308360
780 Evolutionary Hedging Model for Power Trading to... Adrian Ettlin; 2020 17th International Conference on the... 2020-01-01 https://doi.org/10.1109/EEM49802.2020.9221976
781 Day-Ahead Energy Trading Strategy of Regional... BO MIAO et. al. IEEE Access 2020-01-01 https://doi.org/10.1109/access.2020.3007224
782 Coalition Feature Interpretation and... James V. Hansen; Computational Economics 2020-01-01 https://doi.org/10.1007/S10614-020-10053-X
783 Hardware Accelerator for Engle-Granger... Shuang Liang; Siyuan Lu; Jun Lin; Zhongfeng Wang; 2020 IEEE International Symposium on Circuits... 2020-01-01 https://doi.org/10.1109/ISCAS45731.2020.9180586
784 Determinants of Price Reversal in High-... Perdana Wahyu Santosa; Investment management & financial innovations 2020-01-01 https://doi.org/10.21511/imfi.17%281%29.2020.16
785 Cost-benefit Analysis of Trading Strategies in... Xiong Xiong; Yian Cui; Xiaocong Yan; Jun Liu;... Financial Innovation 2020-01-01 https://doi.org/10.1186/S40854-020-00191-4
786 Research on Quantitative Trading Strategy Based... JUN WANG et. al. 2020 Asia-Pacific Conference on Image... 2020-01-01 https://doi.org/10.1109/IPEC49694.2020.9115114
787 Dynamic Data Science Applications in Optimal... You Liang; A. Thavaneswaran; Na Yu; Md. Erfanul... 2020 IEEE 44th Annual Computers, Software, and... 2020-01-01 https://doi.org/10.1109/COMPSAC48688.2020.00-74
788 Examining Trading Strategies Using Trend... Felizia Arni Rudiawarni; Dedhy Sulistiawan; Yie... International Journal of Trade and Global Markets 2020-01-01 https://doi.org/10.1504/IJTGM.2020.10023148
789 An Artificial Neural Networks Based Ensemble... Salim Lahmiri; Raafat George Saadé; Danielle... 2020 5th International Conference on Cloud... 2020-01-01 https://doi.org/10.1109/CloudTech49835.2020.9365913
790 Optimal Convergence Trading for Cross-listed... Christian-Oliver Ewald; Pengcheng Song; Yao Wu;... Econometrics: Econometric & Statistical Methods... 2020-01-01 https://doi.org/10.2139/ssrn.3537909
791 Investigating The Performance of An Order... Gholami Amir; Eftekharzadeh Maraghi Masoud; Industrial Engineering and Management Systems 2020-01-01 https://doi.org/10.7232/iems.2020.19.1.174
792 Discretionary Loan Loss Provisioning and Stock... Yinlin Zhang; Michael. L. McIntyre; Journal of Banking Regulation 2020-01-01 https://doi.org/10.1057/s41261-020-00130-4
793 Does Algorithmic Trading Affect Analyst... Pawel Bilinski; Irene Karamanou; Anastasia... Financial Accounting eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3597356
794 Information Efficiency and The Effect of High... Seung Youn Cha; SSRN Electronic Journal 2020-01-01 https://doi.org/10.2139/ssrn.3806275
795 Leveraging The Explainability of Associative... Giuseppe Attanasio; Luca Cagliero; Elena Baralis; Proceedings of the Sixth International Workshop... 2020-01-01 https://doi.org/10.1145/3401832.3402679
796 Slow-moving Capital and Execution Costs:... Vincent Bogousslavsky; Pierre Collin-Dufresne;... Journal of Financial Economics 2020-01-01 https://doi.org/10.1016/J.JFINECO.2020.08.009
797 Trading on Long-term InformationSummary Related... Corey Garriott; Ryan Riordan; Research Papers in Economics 2020-01-01 https://doi.org/10.34989/SWP-2020-20
798 Social Media Sentiment in International Stock... Selin Duz Tan; Oktay Tas; Journal of Behavioral Finance 2020-01-01 https://doi.org/10.1080/15427560.2020.1772261
799 Hybrid Data Decomposition-Based Deep Learning... Yuze Li; Shangrong Jiang; MatSciRN: Other Materials Performance (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3614428
800 Application of Algorithmic Trading Strategies... Ganesh Harke; Mikhail Shishlenin; Suresh... SSRN Electronic Journal 2020-01-01 https://doi.org/10.2139/ssrn.3904097
801 Intelligent Portfolio Theory and Trading in... Heping Pan; 2020 IEEE 18th International Conference on... 2020-01-01 https://doi.org/10.1109/INDIN45582.2020.9442101
802 Reinforcement Learning Approach for Market-... K. A. Lokhacheva; Denis Parfenov; Irina... 2020-01-01 https://doi.org/10.2991/fred-19.2020.52
803 Humans in Charge of Trading Robots: The First... ELENA N. ASPAROUHOVA et. al. Other Financial Economics eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3569435
804 A Novel Dynamic Data-Driven Algorithmic Trading... You Liang; A. Thavaneswaran; Alexander Paseka;... 2020 IEEE 44th Annual Computers, Software, and... 2020-01-01 https://doi.org/10.1109/COMPSAC48688.2020.00038
805 A General Solution Method for Insider... François Cocquemas; Ibrahim Ekren; Abraham Lioui; arXiv: Trading and Market Microstructure 2020-01-01 https://doi.org/10.2139/ssrn.3628726
806 Hedging Via Opinion-based Pair Trading... Ting-Wei Hsu; Chung-Chi Chen; Hen-Hsen Huang;... Companion Proceedings of the Web Conference 2020 2020-01-01 https://doi.org/10.1145/3366424.3382701
807 Market Microstructure: A Comparative Study of... Anshi Goel; Vanita Tripathi; Megha Agarwal; Journal of Advances in Management Research 2020-01-01 https://doi.org/10.1108/jamr-06-2020-0109
808 SML ON HIGH FREQUENCY TRADING DATASummary... Harshit Joshi; 2020-01-01 https://doi.org/10.33564/ijeast.2020.v04i11.023
809 The High Frequency Trading in Korean Stock... Soo-Cheol Park; The Korean journal of financial management 2020-01-01 https://doi.org/10.22510/KJOFM.2020.37.2.008
810 Scenario Reduction for Stochastic Optimization... Isaías L. R. Gomes; Rui Melício; Victor M. F.... 2020-01-01 https://doi.org/10.1007/978-3-030-45124-0_23
811 Do Algorithmic Traders Improve Liquidity When... Archana Jain; Chinmay Jain; Revansiddha... Quarterly Journal of Finance 2020-01-01 https://doi.org/10.1142/s2010139220500159
812 Striving to Make Better Decision Quicker in... Muhammad Rafiq; Rakshha Kumari Karna; Arodh Lal... International Journal of Services Technology... 2020-01-01 https://doi.org/10.1504/ijstm.2020.10028328
813 Algorithmic Trading for Online Portfolio... Youngmin Ha; Hai Zhang; Eur. J. Oper. Res. 2020-01-01 https://doi.org/10.1016/J.EJOR.2020.03.050
814 The Drivers of Bitcoin Trading Volume in... Taoufik Bouraoui; The Quarterly Review of Economics and Finance 2020-01-01 https://doi.org/10.1016/J.QREF.2019.07.003
815 Peer-to-peer Electricity Trading in Grid-... Zhenpeng Li; Tao Ma; Applied Energy 2020-01-01 https://doi.org/10.1016/j.apenergy.2020.115670
816 Pre-selection in Cointegration-based Pairs... Marianna Brunetti; Roberta De Luca; CEIS: Centre for Economic & International... 2020-01-01 https://doi.org/10.2139/ssrn.3634797
817 Evaluating Future Stock Value Asset Using... R. Soujanya; P. Akshith Goud; Abhishek... Materials Today: Proceedings 2020-01-01 https://doi.org/10.1016/J.MATPR.2020.08.385
818 Unregulated Algorithmic Trading: Testing The... Clara Martins Pereira; Journal of Financial Regulation 2020-01-01 https://doi.org/10.1093/jfr%2Ffjaa008
819 Backtesting of Algorithmic Cryptocurrency... Jan Spörer; Mutual Funds 2020-01-01 https://doi.org/10.2139/ssrn.3620154
820 LSTM Based Recurrent Enhancement of DQN for... Yeo Keat Ee; Nurfadhlina Mohd Sharef; Razali... 2020 IEEE Conference on Big Data and Analytics... 2020-01-01 https://doi.org/10.1109/ICBDA50157.2020.9289832
821 Are Expected Costs and Returns Identical Twins?... Milan Borkovec; Konstantin Tyurin; 2020-01-01 https://doi.org/10.3905/joi.2020.1.136
822 The Impact of High-Frequency Trading in... Nathanael Berger; Mark DeSantis; David Porter; 2020-01-01 https://doi.org/10.3905/joi.2020.1.132
823 Algorithmic Trading Using Genetic Algorithms in... Jean Pierre Jarrier Conti; Heitor Silvério Lopes; ChemBioChem 2020-01-01 https://doi.org/10.21528/cbic2019-112
824 Trading Strategy Using Share Buybacks: Evidence... Asheesh Pandey; Vandana Bhama; Amiya Kumar... Investment Management and Financial Innovations 2020-01-01 https://doi.org/10.21511/imfi.17%282%29.2020.14
825 Informed Trading in Options Markets Surrounding... Louis R. Piccotti; Heng Emily Wang; SPGMI: Compustat Fundamentals (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3478263
826 CRYPTO-CURRENCIES TRADING AND ENERGY... Christophe Schinckus; Canh Phuc Nguyen; Felicia... International Journal of Energy Economics and... 2020-01-01 https://doi.org/10.32479/ijeep.9258
827 Testing The Efficient Market Hypothesis in... M.A. Sánchez-Granero; K.A. Balladares; J.P.... Physica A-statistical Mechanics and Its... 2020-01-01 https://doi.org/10.1016/j.physa.2019.123082
828 When Do Investment Banks Use IPO Price... Sturla Lyngnes Fjesme; Banking & Insurance eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3738449
829 Global Bitcoin Markets and Local... Cyn-Young Park; Grace Tian; Bo Zhao; ERN: Speculation in Economic Markets (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3590919
830 Does Reminding of Behavioural Biases Increase... Maria De Paola; Francesca Gioia; Fabio Piluso; Behavioral & Experimental Finance (Editor’s... 2020-01-01 https://doi.org/10.5539/IJEF.V12N2P1
831 Optimal Portfolio Trading: Adaptive Multi-... Alex Boulatov; Alex Ulitsky; Capital Markets: Market Microstructure eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3561887
832 Do Speed Bumps Curb Low-latency Investment?... Mariana Khapko; Marius Zoican; Journal of Financial Markets 2020-01-01 https://doi.org/10.1016/J.FINMAR.2020.100601
833 ZIMBABWE: Stock Trading SuspendedRelated Papers... Africa Research Bulletin: Economic, Financial... 2020-01-01 https://doi.org/10.1111/j.1467-6346.2020.09588.x
834 Novel Data-Driven Fuzzy Algorithmic Volatility... A. Thavaneswaran; You Liang; Zimo Zhu; Ruppa K.... 2020 IEEE International Conference on Fuzzy... 2020-01-01 https://doi.org/10.1109/FUZZ48607.2020.9177735
835 Assessing The Relevance of An Information... George Chalamandaris; Quantitative Finance 2020-01-01 https://doi.org/10.1080/14697688.2020.1726438
836 Data-driven Stock Trading in Financial Markets:... Francesco Abbracciavento; Simone Formentin;... International Journal of Control 2020-01-01 https://doi.org/10.1080/00207179.2020.1837395
837 Hidden and Fast Liquidity – Hidden Orders and... Martins Carlos Jorge Lenczewski; e-Finanse 2020-01-01 https://doi.org/10.2478/fiqf-2020-0004
838 On The Design of Profitable Index Based on The... Jia-Hao Syu; Mu-En Wu; Shin-Huah Lee; Jan-Ming Ho; 2020-01-01 https://doi.org/10.1007/978-981-15-3380-8_1
839 Time-driven Feature-aware Jointly Deep... Kai Lei; Bing Zhang; Yu Li; Min Yang; Ying Shen; Expert Syst. Appl. 2020-01-01 https://doi.org/10.1016/J.ESWA.2019.112872
840 Stock Market Trading Agent Using On-Policy... Shreyas Lele; Kavit Gangar; Harshal Daftary;... CompSciRN: Artificial Intelligence (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3582014
841 Machine Over Mind? Stock Price Clustering in... Sougata Das; Palani Rajan Kadapakkam; The North American Journal of Economics and... 2020-01-01 https://doi.org/10.1016/J.NAJEF.2018.08.014
842 Profitability of Technical Trading Rules Among... Shaker Ahmed; Klaus Grobys; Niranjan Sapkota; Finance Research Letters 2020-01-01 https://doi.org/10.1016/j.frl.2020.101495
843 Deep Reinforcement Learning for Automated Stock... Hongyang Yang; Xiao-Yang Liu; Shan Zhong; Anwar... Proceedings of the First ACM International... 2020-01-01 https://doi.org/10.1145/3383455.3422540
844 High-Frequency Trading and Systemic Risk: A... Antonio Sánchez Serrano; Review of Economics 2020-01-01 https://doi.org/10.1515/roe-2020-0028
845 A Study on The Application of Bandwidth Index... Ping-Chen Lin; Wen-Hsien Chen; 2020 The 11th International Conference on... 2020-01-01 https://doi.org/10.1145/3414752.3414783
846 Cryptocurrency Trading-Pair Forecasting, Using... Ernest Osifo; Ritabrata Bhattacharyya; Mutual Funds 2020-01-01 https://doi.org/10.2139/ssrn.3610340
847 Did Trading Bots Resurrect The CAPM?Summary... Andreas Park; Jinhua Wang; Capital Markets: Market Microstructure eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3515635
848 Quantitative Investment Strategy Analysis Based... Chenhao Zhou; 2020 7th International Conference on... 2020-01-01 https://doi.org/10.1109/ICISCE50968.2020.00214
849 Deep Learning for Algorithmic Trading:... Ying Lei; Qinke Peng; Yiqing Shen; Proceedings of the 2020 6th International... 2020-01-01 https://doi.org/10.1145/3404555.3404604
850 Information Flows and Systematic RiskSummary... David Easley; David Michayluk; Maureen O’Hara;... Capital Markets: Market Microstructure eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3878524
851 Trading Support Method Based on Computational... Nijolė Maknickienė; Algirdas Maknickas;... Journal of International Studies 2020-01-01 https://doi.org/10.14254/2071-8330.2020%2F13-3%2F15
852 Profitability of Options Trading Strategy Using... Kim Sun Woong; Journal of Convergence Information Technology 2020-01-01 https://doi.org/10.22156/CS4SMB.2020.10.04.046
853 Deep Q Learning Applied to Stock TradingRelated... Agnibh Dasgupta; 2020-01-01 https://doi.org/10.26076/E807-05B5
854 Forecasting Stock Market Trends Using Support... Mojtaba Azimifar; Babak N. Araabi; Hadi Moradi; 2020 10th International Conference on Computer... 2020-01-01 https://doi.org/10.1109/ICCKE50421.2020.9303667
855 Connecting Equity and Foreign Exchange Markets... Arnav Sheth; Keisuke Teeple; Journal of Interaction Science 2020-01-01 https://doi.org/10.2139/SSRN.3069629
856 Pattern Searcher for Decision Making of Trading... Felipe V. Cacique; Adriano M. Pereira; 2020 IEEE Congress on Evolutionary Computation... 2020-01-01 https://doi.org/10.1109/CEC48606.2020.9185704
857 A Strategy for Electricity Buyers in Futures... Claudio Monteiro; Ignacio J. Ramirez-Rosado; L.... 2020-01-01 https://doi.org/10.1051/e3sconf%2F202015203007
858 Algorithmic Trading and Quantitative... Raja Velu; Maxence Hardy; Daniel Nehren; Algorithmic Trading and Quantitative Strategies 2020-01-01 https://doi.org/10.1201/9780429183942-11
859 Algorithmic Trading in Turbulent MarketsSummary... Hao Zhou; Petko S. Kalev; Guanghua Lian; Pacific-basin Finance Journal 2020-01-01 https://doi.org/10.2139/SSRN.2316040
860 Predict Stock Market’s Fluctuating Behaviour :... Uma Gurav; Kotrappa S; international journal of engineering trends and... 2020-01-01 https://doi.org/10.14445/22315381%2FIJETT-V68I11P209
861 Strategic Insider Trading: Disguising Order... Dingwei Gu; Xin Liu; Hanwen Sun; Huainan Zhao; ERN: Other Microeconomics: General Equilibrium & … 2020-01-01 https://doi.org/10.1016/J.JCORPFIN.2021.101891
862 Technical Trading Rules in The Cryptocurrency... Klaus Grobys; Shaker Ahmed; Niranjan Sapkota; Finance Research Letters 2020-01-01 https://doi.org/10.1016/j.frl.2019.101396
863 Improving Deep Reinforcement Learning for... Avraam Tsantekidis; Nikolaos Passalis;... 2020 IEEE 30th International Workshop on... 2020-01-01 https://doi.org/10.1109/MLSP49062.2020.9231849
864 High-frequency Trading and Institutional... Marie Chen; Corey Garriott; Journal of Empirical Finance 2020-01-01 https://doi.org/10.1016/J.JEMPFIN.2019.12.002
865 Order Timing for Manufacturers with Spot... Mengchu Wu; Lijun Ma; Weili Xue; Journal of Systems Science and Systems Engineering 2020-01-01 https://doi.org/10.1007/s11518-020-5471-3
866 ANALISIS VOLUME PERDAGANGAN SEBELUM DAN SESUDAH... Sri Handayani; Ikbal M. Aris; 2020-01-01 https://doi.org/10.96964/JAMDI.V3I1.337
867 Information Asymmetries in The Context of... Pierangelo Rosati; Pietro Mazzola; Riccardo... Foreign Direct Investments 2020-01-01 https://doi.org/10.4018/978-1-7998-2448-0.ch051
868 Do Market-Wide Circuit Breakers Calm The... Xiaoyang Li; Wenying Yao; Capital Markets: Market Efficiency eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3654272
869 The Use of Moving Average Trading Rules in... Dedhy Sulistiawan; Felizia Arni Rudiawarni; International Journal of Business and... 2020-01-01 https://doi.org/10.1504/ijbg.2020.104965
870 Deep Reinforcement Learning for Automated Stock... Hongyang Yang; Xiao-Yang Liu; Shan Zhong; Anwar... 2020-01-01 https://doi.org/10.2139/SSRN.3690996
871 Tag Indicator: A New Predictive Tool for Stock... Tessy Tom; Ginish Cheruparambil; Antony... 2020-01-01 https://doi.org/10.1007/978-981-15-5309-7_28
872 An Asymptotic Statistical Learning Algorithm... Jianfei Yin; Ruili Wang; Shunda Ju; Yizhe Bai;... IEEE Intelligent Systems 2020-01-01 https://doi.org/10.1109/MIS.2020.2977590
873 Trading Electricity Markets Using Neural... L. Pozzetti; J. Cartlidge; 2020-01-01 https://doi.org/10.46354/i3m.2020.emss.045
874 High-frequency Trading with Fractional Brownian... Paolo Guasoni; Yuliya Mishura; Miklós Rásonyi; Finance and Stochastics 2020-01-01 https://doi.org/10.1007/s00780-020-00439-y
875 Using Machine Learning to Profit on The Risk... Sebastião Helder; Pedro Godinho; Sjur Westgaard; Scientific Annals of Economics and Business 2020-01-01 https://doi.org/10.47743/SAEB-2020-0024
876 How Does Algorithmic Trading Influence Investor... Hongchang Wang; Eric Overby; 2020-01-01 https://doi.org/10.24251/hicss.2020.484
877 High Frequency Momentum Trading with... Jeffrey Chu; Stephen Chan; Yuanyuan Zhang; Research in International Business and Finance 2020-01-01 https://doi.org/10.1016/j.ribaf.2019.101176
878 Does Low Latency Trading Improve Market... Ryan Erhard; Richard G. Sloan; Capital Markets: Market Efficiency eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3765216
879 The High Frequency Trade Off Between Speed and... Daniel Ladley; Journal of Economic Dynamics and Control 2020-01-01 https://doi.org/10.1016/j.jedc.2020.103912
880 Can Trading Strategies Improve The Investment... Tang Dapeng; Wu Jiamei; Journal of finance and economics 2020-01-01 https://doi.org/10.16538/J.CNKI.JFE.20191010.101
881 Deep Reinforcement Learning Pairs Trading with... Andrew Brim; 2020 10th Annual Computing and Communication... 2020-01-01 https://doi.org/10.1109/CCWC47524.2020.9031159
882 High Frequency Trading: Business Redesign... Arodh Lal Karn; 2020-01-01 https://doi.org/10.9734/bpi%2Fmono%2F978-93-90431-75-5
883 Insider Trading PatternsIF:3 Summary Related... Lee Biggerstaff; David C. Cicero; M. Babajide... Corporate Governance: Internal Governance 2020-01-01 https://doi.org/10.2139/ssrn.2128127
884 European Legal Framework for Algorithmic and... Tilen Cuk; Arnaud van Waeyenberge; SSRN Electronic Journal 2020-01-01 https://doi.org/10.2139/ssrn.3622307
885 Biased Information Transmission in Investor... Sonya Lim; Jacqueline Lane; Brian Uzzi; 2020-01-01 https://doi.org/10.5465/ambpp.2020.18198abstract
886 Profitable Stock Trading Strategy Using... Journal of Xidian University 2020-01-01 https://doi.org/10.37896/jxu14.5%2F291
887 Market Frictions and The Geographical Location... Andros Gregoriou; Robert Hudson; Journal of Economic Studies 2020-01-01 https://doi.org/10.1108/jes-03-2020-0091
888 Algorithm-Based Intraday Trading Strategies and... Luisa Müller; Mutual Funds 2020-01-01 https://doi.org/10.2139/ssrn.3785503
889 Impact of Algorithmic Trading on Speed of... Alex Frino; Michael Garcia; Zeyang Zhou; Journal of Futures Markets 2020-01-01 https://doi.org/10.1002/fut.22104
890 Behavioral Agent-based Framework for... Heba M. Ezzat; 2020-01-01 https://doi.org/10.1108/reps-03-2019-0037
891 The Trading Strategy of Inflection Point... Mengmeng Liu; Xiaodong Liu; Wenjuan Jia; Yabing... 2020 39th Chinese Control Conference (CCC) 2020-01-01 https://doi.org/10.23919/CCC50068.2020.9188786
892 Prediction of The Profitability of Pairs... Ronnachai Jirapongpan; Naragain Phumchusri; 2020 IEEE 7th International Conference on... 2020-01-01 https://doi.org/10.1109/ICIEA49774.2020.9102013
893 A New Construction Method of Futures Trading... Yabing Du; Xiaodong Liu; Wenjuan Jia; Mengmeng... 2020 39th Chinese Control Conference (CCC) 2020-01-01 https://doi.org/10.23919/CCC50068.2020.9188495
894 A Hybrid Model of Dynamic Time Wrapping and... Shangkun Deng; Youtao Xiang; Boyang Nan; Hongyu... Soft Computing 2020-01-01 https://doi.org/10.1007/s00500-019-04304-9
895 Algorithmic Trading Using Long Short-Term... RICCARDO LUCATO et. al. 2020-01-01 https://doi.org/10.5445/KSP%2F1000098012%2F13
896 High-performance Stock Index Trading Via Neural... Chariton Chalvatzis; Dimitrios Hristu-Varsakelis; Appl. Soft Comput. 2020-01-01 https://doi.org/10.1016/j.asoc.2020.106567
897 Global Bitcoin Markets and Local... Shu Tian; Bo Zhao; Cyn-Young Park; Worlds Poultry Science Journal 2020-01-01 https://doi.org/10.22617/wps200006-2
898 Trading Performance and Market Efficiency:... Sudhakara Reddy Syamala; Kavita Wadhwa; Research in International Business and Finance 2020-01-01 https://doi.org/10.1016/j.ribaf.2020.101283
899 High-frequency Trading and Stock Liquidity: An... Imen Ben Ammar; Slaheddine Hellara; Imen Ghadhab; Research in International Business and Finance 2020-01-01 https://doi.org/10.1016/j.ribaf.2020.101235
900 Foreign Exchange Trading: A Risk-averse Batch... LORENZO BISI et. al. Proceedings of the First ACM International... 2020-01-01 https://doi.org/10.1145/3383455.3422571
901 Statistical Trading Strategies and Back-... Raja Velu; Maxence Hardy; Daniel Nehren; 2020-01-01 https://doi.org/10.1201/9780429183942-5
902 Backtesting A Trading StrategyRelated Papers... Matthew Macarty; 2020-01-01 https://doi.org/10.1007/978-1-4842-5647-3_8
903 TINGKAT EFEKTIVITAS SISTEM INFORMASI REMOTE... Maria Gabby Winata; 2020-01-01 https://doi.org/10.37365/JTI.V5I1.57
904 An Intelligent Stock Trading Decision Support... Monira Essa Aloud; Int. J. Decis. Support Syst. Technol. 2020-01-01 https://doi.org/10.4018/IJDSST.2020100103
905 Energy Trading in Smart Grid: A Deep... Feiye Zhang; Qingyu Yang; 2020 Chinese Control And Decision Conference... 2020-01-01 https://doi.org/10.1109/CCDC49329.2020.9164350
906 Machine Learning for Algorithmic TradingSummary... T Kondratieva; L Prianishnikova; I Razveeva; 2020-01-01 https://doi.org/10.1051/e3sconf%2F202022401019
907 Information Networks in The Financial Sector... Paul Borochin; Stephen Rush; Financial Crises eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3516784
908 ANALISIS REAKSI PASAR SEBELUM DAN SESUDAH... Abdullah Kango; Ivonne S. Saerang; Maryan... 2020-01-01 https://doi.org/10.35794/JMBI.V7I3.30295
909 The Information Content of Director Trading:... Mosharraf Hossain; Richard Heaney; Jing Yu; Global Finance Journal 2020-01-01 https://doi.org/10.1016/J.GFJ.2018.09.001
910 Algorithmic Trading StrategiesRelated Papers... Satya R. Chakravarty; Palash Sarkar; 2020-01-01 https://doi.org/10.1108/978-1-78973-893-320201012
911 Geometric Brownian Motion: An Alternative to... Eder Oliveira Abensur; Davi Franco Moreira;... Independent Journal of Management & Production 2020-01-01 https://doi.org/10.14807/ijmp.v11i3.1114
912 High-frequency TradingRelated Papers Related... Satya R. Chakravarty; Palash Sarkar; 2020-01-01 https://doi.org/10.1108/978-1-78973-893-320201015
913 Intelligent Portfolio Theory and Strength... Heping Pan; 2020-01-01 https://doi.org/10.1142/9789811202391_0043
914 Insider Trading PatternsSummary Related Papers... Lee Biggerstaff; David Cicero; M. Babajide... Journal of Corporate Finance 2020-01-01 https://doi.org/10.1016/j.jcorpfin.2020.101654
915 Investigating The Effectiveness of Inter-... Lim You Ping; Loh Kah Heng; Theresa Chiew Gim... The International Journal of Academic Research... 2020-01-01 https://doi.org/10.6007/ijarbss%2Fv10-i5%2F7176
916 Replicating Stock Trading Strategy By Means of... Chongyang Zhang; 2020 7th International Conference on... 2020-01-01 https://doi.org/10.1109/ICISCE50968.2020.00221
917 An Introduction to Algorithmic Finance,... Satya R. Chakravarty; Palash Sarkar; 2020-01-01 https://doi.org/10.1108/9781789738933
918 On The Efficacy of Optimized Exit Rule for Mean... Donovan Lee; Tim Leung; Capital Markets: Market Efficiency eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3626471
919 Pairs Trading in Commodity Futures: Evidence... Indian Journal of Economics and Development 2020-01-01 https://doi.org/10.35716/ijed%2F20120
920 EFFECT OF MACROECONOMIC FACTORS ON TRADING... Gabriel Njogu Chege; Stanley Kirika; International Journal of Finance and Accounting 2020-01-01 https://doi.org/10.47604/ijfa.1166
921 Compulsive Gambling in The Financial Markets:... Ruben Cox; Atcha Kamolsareeratana; Roy Kouwenberg; Journal of Banking and Finance 2020-01-01 https://doi.org/10.1016/J.JBANKFIN.2019.105709
922 Cooperative Energy Management of HVAC Via... Qing Yang; Hao Wang; 2020 IEEE 16th International Conference on... 2020-01-01 https://doi.org/10.1109/ICCA51439.2020.9264462
923 Determining The Peer-to-Peer Electricity... Jongbaek An; Minhyun Lee; Seungkeun Yeom;... Applied Energy 2020-01-01 https://doi.org/10.1016/j.apenergy.2019.114335
924 Pairs Trading with The Persistence-based... Jonas Rende; 2020-01-01 https://doi.org/10.7494/manage.2019.20.2.151
925 The Effect of Earning and Information Quality... Abdorreza Asadi; Ahmad Zendehdel; Bibi Zahra... 2020-01-01 https://doi.org/10.22067/IJAAF.2021.39508
926 Multi-area Peer-to-Peer Energy TradingSummary... Haotian Yao; Yue Xiang; Junyong Liu; Shuai Hu; 2020 IEEE 3rd Student Conference on Electrical... 2020-01-01 https://doi.org/10.1109/SCEMS48876.2020.9352416
927 Adaptive Wavelet Transform Model for Time... Xin Liu; Hui Liu; Qiang Guo; Caiming Zhang; Soft Computing 2020-01-01 https://doi.org/10.1007/s00500-019-04400-w
928 Mistakes in Algorithmic Trading of... Alexander Loke; Modern Law Review 2020-01-01 https://doi.org/10.1111/1468-2230.12574
929 Employing Machine Learning Algorithms to Build... Baris Yalin Uzunlu; Syed Muzammil Hussain; 2020-01-01 https://doi.org/10.33818/ier.805042
930 Use Stock Market Data to Assist Investors on... A. V. L. Chandima; International Journal of Scientific and Research … 2020-01-01 https://doi.org/10.29322/IJSRP.11.01.2021.P10993
931 Dispersion Trading Based on The Explanatory... Lucas Schneider; Johannes Stübinger; 2020-01-01 https://doi.org/10.3390/MATH8091627
932 Automated Trading Point Forecasting Based on... Qinghua Huang; Jie Yang; Xiangfei Feng; Alan... IEEE Transactions on Fuzzy Systems 2020-01-01 https://doi.org/10.1109/TFUZZ.2019.2904920
933 Improving The Profitability of A Private... Mikael Galustyan; Irina Sycheva; Svetlana... Proceedings of the 2nd International Scientific... 2020-01-01 https://doi.org/10.1145/3444465.3444492
934 Deep Reinforcement Learning Based Multi-... Kiran Bisht; Arun Kumar; 2020 5th IEEE International Conference on... 2020-01-01 https://doi.org/10.1109/ICRAIE51050.2020.9358319
935 Deep Reinforcement Learning and Genetic... Georgios Sermpinis; Charalampos Stasinakis;... Capital Markets: Market Efficiency eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3770061
936 Financial Trading Strategy System Based on... Yanjun Chen; Kun Liu; Yuantao Xie; Mingyu Hu; Mathematical Problems in Engineering 2020-01-01 https://doi.org/10.1155/2020%2F3589198
937 Adaptive Stock Trading Strategies with Deep... XING WU et. al. Inf. Sci. 2020-01-01 https://doi.org/10.1016/j.ins.2020.05.066
938 Risk Aversion, Public Disclosure, and Partially... Hong Liu; Shujuan Chai; The North American Journal of Economics and... 2020-01-01 https://doi.org/10.1016/j.najef.2020.101279
939 Multi-asset Pair-trading Strategy: A... Tsai-Yu Lin; Cathy W.S. Chen; Fong-Yi Syu; The North American Journal of Economics and... 2020-01-01 https://doi.org/10.1016/J.NAJEF.2020.101295
940 Overnight Stock Returns, Intraday Returns, and... Byungoh Kim; Sangwon Suh; The North American Journal of Economics and... 2020-01-01 https://doi.org/10.1016/j.najef.2020.101287
941 Robo-Advisors: Machine Learning in Trend-... Seungho Baek; Kwan Yong Lee; Merih Uctum; Seok... Sustainability 2020-01-01 https://doi.org/10.3390/su12166399
942 Using Data Augmentation Based Reinforcement... Yuyu Yuan; Wen Wen; Jincui Yang; Electronics 2020-01-01 https://doi.org/10.3390/electronics9091384
943 The Driving Engine of Quantitative Trading... Wei Ye Shi; Hong Xing Xu; 2020 4th Annual International Conference on... 2020-01-01 https://doi.org/10.1109/ICDSBA51020.2020.00027
944 Stock Trading Based on Principal Component... Yanru Guo; 2020-01-01 https://doi.org/10.1088/1757-899x%2F740%2F1%2F012129
945 A Novel Framework for Stock Trading Signals... Yingjun Chen; Yijie Hao; Soft Computing 2020-01-01 https://doi.org/10.1007/s00500-019-04650-8
946 Rules Based Policy for Stock Trading: A New... Badr Hirchoua; Brahim Ouhbi; Bouchra Frikh; 2020 5th International Conference on Cloud... 2020-01-01 https://doi.org/10.1109/CloudTech49835.2020.9365878
947 Investor-advisor Big Five Personality... Muhammad Zubair Tauni; Salman Yousaf; Tanveer... Journal of Business Research 2020-01-01 https://doi.org/10.1016/j.jbusres.2019.10.055
948 Empirical Evidence on The Profitability of... Susana Yu; Gwendolyn P. Webb; Managerial Finance 2020-01-01 https://doi.org/10.1108/mf-01-2019-0046
949 On The Bound of Cumulative Return in Trading... Can Yang; Junjie Zhai; Helong Li; ArXiv 2020-01-01 https://doi.org/10.21203/rs.3.rs-28872%2Fv1
950 The Whack-a-Mole Game: Tobin Taxes and Trading... Jinghan Cai; Jibao He; Wenxi Jiang; Wei Xiong; The Review of Financial Studies 2020-01-01 https://doi.org/10.1093/rfs%2Fhhaa135
951 Algorithmic Trading Based on Regime Change... Jun Chen; Edward P K Tsang; 2020-01-01 https://doi.org/10.1201/9781003087595-6
952 Problems and Prospects of Algorithmic Trade in... B. V. Batiuk; 2020-01-01 https://doi.org/10.24182/2073-9885-2020-13-2-9-16
953 APPLICATION OF ARTIFICIAL INTELLIGENCE IN... Rohan Pothumsetty; 2020-01-01 https://doi.org/10.33564/ijeast.2020.v04i12.019
954 High Frequency Trading Und Verantwortung Für... Ekaterina Svetlova; 2020-01-01 https://doi.org/10.5771/9783845281704-249
955 Statistical Characteristics of Price Impact in... Can Jia; Tianmin Zhou; Handong Li; Studies in Nonlinear Dynamics & Econometrics 2020-01-01 https://doi.org/10.1515/snde-2018-0067
956 PENGARUH INFORMASI ARUS KAS DAN LABA BERSIH... Dini Nurul Maulidasari; Jurnal Ilmu Manajemen Retail Universitas... 2020-01-01 https://doi.org/10.37150/jimat.v1i1.969
957 Introduction to Backtesting and Algorithmic... Smita Roy Trivedi; Ashish H. Kyal; 2020-01-01 https://doi.org/10.4324/9780429316487-10
958 Trading StrategiesRelated Papers Related... Clifford S. Ang; Springer Texts in Business and Economics 2020-01-01 https://doi.org/10.1007/978-3-030-64155-9_12
959 Why Hasn’t High-frequency Trading Swept The... Donald MacKenzie; Iain Hardie; Charlotte... Review of International Political Economy 2020-01-01 https://doi.org/10.1080/09692290.2020.1743340
960 Optimizing Algorithmic Strategies for Trading... Gil Cohen; Computational Economics 2020-01-01 https://doi.org/10.1007/s10614-020-09972-6
961 Risk-adjusted Returns from Statistical... Geetu Aggarwal; Navdeep Aggarwal; Asia-Pacific Financial Markets 2020-01-01 https://doi.org/10.1007/s10690-020-09317-1
962 Pairs-trading Under Path-dependent... Tingjin Yan; Mei Choi Chiu; Hoi Ying Wong; Econometric Modeling: Capital Markets –... 2020-01-01 https://doi.org/10.2139/ssrn.3737985
963 TRADING ENERGY AS A DIGITAL ASSETRelated Papers... Claudia Pop; Marcel Antal; Tudor Cioara; Ionut... 2020-01-01 https://doi.org/10.1002/9781119621201.ch14
964 Stock Volatility and TradingSummary Related... Anna Agapova; Margarita Kaprielyan; The North American Journal of Economics and... 2020-01-01 https://doi.org/10.1016/j.najef.2020.101242
965 How Does HFT Activity Impact Market Volatility... Flavio Bazzana; Andrea Collini; The North American Journal of Economics and... 2020-01-01 https://doi.org/10.1016/j.najef.2020.101240
966 Does Algorithmic Trading Harm Liquidity?... Henrique Pinto Ramos; Marcelo Scherer Perlin; The North American Journal of Economics and... 2020-01-01 https://doi.org/10.1016/j.najef.2020.101243
967 On The Different Impacts of Fixed Versus... Alexander Loginov; Malcolm Heywood; The North American Journal of Economics and... 2020-01-01 https://doi.org/10.1016/j.najef.2020.101247
968 Development of A Profitable Trading Strategy... S.A. Povitukhin; E.V. Karmanova; 2020 International Multi-Conference on... 2020-01-01 https://doi.org/10.1109/FarEastCon50210.2020.9271324
969 Impact of Private Equity Trading Platforms on... Daehyeon Park; Doojin Ryu; 2020-01-01 https://doi.org/10.26845/kjfs.2020.08.49.4.545
970 MACHINE LEARNING BASED TRADING STRATEGIES FOR... Juan Du; 2020-01-01 https://doi.org/10.17638/03081681
971 Machine Learning and Algorithmic Pairs Trading... Seungho Baek; Mina Glambosky; Seok Hee Oh;... Sustainability 2020-01-01 https://doi.org/10.3390/su12176791
972 Predicting Mobile Trading System... Dongyeon Kim; Kyuhong Park; Dong-Joo Lee;... Electron. Commer. Res. Appl. 2020-01-01 https://doi.org/10.1016/J.ELERAP.2020.101008
973 Strategic Timing of Corporate Insiders When... Harold Contreras; Finance Research Letters 2020-01-01 https://doi.org/10.1016/J.FRL.2019.07.015
974 Limited Attention and Market Pricing of... Bidisha Chakrabarty; Pamela C. Moulton; Xu Wang; 2020-01-01 https://doi.org/10.2139/SSRN.2634621
975 Algorithmic Trading and Market Quality:... Ekkehart Boehmer; Kingsley Y. L. Fong; J.... Capital Markets: Market Microstructure eJournal 2020-01-01 https://doi.org/10.2139/ssrn.2022034
976 Heterogeneity in Retail Investors: Evidence... Charles M. Jones; Donghui Shi; Xiaoyan Zhang;... SSRN Electronic Journal 2020-01-01 https://doi.org/10.2139/ssrn.3744772
977 DNN Models Based on Dimensionality Reduction... Dongdong Lv; Dong Wang; Meizi Li; Yang Xiang; Intell. Data Anal. 2020-01-01 https://doi.org/10.3233/ida-184403
978 Automated Creation of A High-Performing... Aaron Wray; Matthew Meades; Dave Cliff; 2020 IEEE Symposium Series on Computational... 2020-01-01 https://doi.org/10.1109/SSCI47803.2020.9308266
979 Question: Do Bitcoin/Yen Traders Ever Take A... Jackie Johnson; Cybersecurity 2020-01-01 https://doi.org/10.2139/ssrn.3562780
980 Analysis of Trading Algorithms on The Platform... OLEG MALAFEYEV et. al. 2020 2nd International Conference on Control... 2020-01-01 https://doi.org/10.1109/SUMMA50634.2020.9280657
981 The Impact of Financial Information on Noise... Miao Jiang; Financial Forum 2020-01-01 https://doi.org/10.18282/ff.v9i1.811
982 Personal Traits and Trading in An Experimental... Tomáš Miklánek; Miroslav Zajicek; Behavioral & Experimental Finance eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3531693
983 Trading Behavior and Profits of Retail and... Chang Chan; Chung-Hao Chang; Journal of Financial Studies 2020-01-01 https://doi.org/10.6545/JFS.202012_28%284%29.0001
984 Research The Financial Networking Market... Chiu-Chin Chen; Chia-Chun Liao; 2020 IEEE International Conference on Consumer... 2020-01-01 https://doi.org/10.1109/ICCE-Taiwan49838.2020.9258307
985 Dynamic Energy Trading and Load Scheduling... Didi Liu; Jiawen Xiao; Junxiu Liu; Xiaoming... IEEE Access 2020-01-01 https://doi.org/10.1109/ACCESS.2020.3031325
986 Stock Split in Insider Trading: Lessons from... Shaharudin Jakpar; Michael Tinggi; Tan Zhao Yu;... International Journal of Academic Research in... 2020-01-01 https://doi.org/10.6007/ijarafms%2Fv10-i2%2F7407
987 Predicting Shareholder Litigation on Insider... Rong Liu; Feng Mai; Zhe Shan; Ying Wu; Inf. Manag. 2020-01-01 https://doi.org/10.1016/j.im.2020.103387
988 Time-of-day Periodicities of Trading Volume and... Jying-Nan Wang; Hung-Chun Liu; Yuan-Teng Hsu; Finance Research Letters 2020-01-01 https://doi.org/10.1016/J.FRL.2019.07.016
989 Short Trading and Short InvestingSummary... Jesse Blocher; Peter H. Haslag; Chi Zhang; Capital Markets: Market Efficiency eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3088833
990 Greed and Individual Trading Behavior in... Karlijn Hoyer; Stefan Zeisberger; Seger... DecisionSciRN: Investment Decision-Making (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3740473
991 The Impacts of Day Trading Activity on Market... Tun-Ya Yang; Si-Yuan Huang; Wei-Che Tsai; Pei-... 2020-01-01 https://doi.org/10.1108/JDQS-06-2020-0015
992 Information Content of Options Trading Prior to... Qin Emma Wang; 2020-01-01 https://doi.org/10.3905/jod.2020.1.106
993 How Does The Informed Trading Impact Bitcoin... Jying-Nan Wang; Hung-Chun Liu; Shuang Zhang;... Applied Economics 2020-01-01 https://doi.org/10.1080/00036846.2020.1814944
994 Pengaruh ROE, Ukuran Perusahan, Dan DER... Jamaluddin Jamaluddin; Mora sose purba;... 2020-01-01 https://doi.org/10.34001/JDEB.V17I2.1302
995 Short Trading and Short InvestingSummary... Jesse Blocher; Peter Haslag; Chi Zhang; Journal of Empirical Finance 2020-01-01 https://doi.org/10.1016/J.JEMPFIN.2020.09.007
996 Does Option Trading Have A Pervasive Impact on... Sophie X Ni; Neil D Pearson; Allen M Poteshman;... Review of Financial Studies 2020-01-01 https://doi.org/10.1093/rfs%2Fhhaa082
997 On The Impacts of Allowance Banking and The... Sotirios Dimos; Eleni Evangelatou; Dimitris... Euro-Mediterranean Journal for Environmental... 2020-01-01 https://doi.org/10.1007/s41207-020-00167-x
998 Voluntary Pre-trade Anonymity and Market... Miguel Angel Martínez; Mikel Tapia; Spanish Journal of Finance and Accounting /... 2020-01-01 https://doi.org/10.1080/02102412.2020.1763052
999 Air Quality Levels, Environmental Awareness and... Min Teng; Xubiao He; Journal of Cleaner Production 2020-01-01 https://doi.org/10.1016/j.jclepro.2019.118663
1000 Show Me The Money: Option Moneyness... Kelley Bergsma; Vivien Csapi; Dean... Journal of Futures Markets 2020-01-01 https://doi.org/10.1002/fut.22071
1001 The Impact of Margin Trading and Short Selling... Jan-Oliver Strych; Consumer Behavioral Finance eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3704922
1002 Return Spillover Across Bitcoin Markets and... Muhammad Owais Qarni; Saqib Gulzar; Business & Economic Review 2020-01-01 https://doi.org/10.22547/ber%2F12.3.5
1003 Examining Asymmetric Relationship Between India... Arushi Gaur; Preeti Roy; Saif Siddiqui; Social Science Research Network 2020-01-01 https://doi.org/10.2139/ssrn.3742989
1004 A Competitive Search Theory of Asset... Mahyar Kargar; Juan Passadore; Dejanir Silva; 2020-01-01 https://doi.org/10.2139/ssrn.3731019
1005 Kimchi Premium and Speculative Trading in... Yunsung Eom; Finance Research Letters 2020-01-01 https://doi.org/10.1016/j.frl.2020.101505
1006 ANALISIS TRADING DAY, TRADING VOLUME, DAN... Margha Rettha Ayu Chornelia; Dwi Suhartini; Jurnal Akuntansi dan Keuangan 2020-01-01 https://doi.org/10.23960/JAK.V25I1.239
1007 Study on The Strategy of Multilateral... SHAOWU LIU et. al. 2020 International Signal Processing,... 2020-01-01 https://doi.org/10.1109/ISPCEM52197.2020.00014
1008 Is Informed Trading Different Across Investor... Hyejin Park; Kee H. Chung; In Joon Kim; Asia-pacific Journal of Financial Studies 2020-01-01 https://doi.org/10.1111/ajfs.12317
1009 A New Look at Weekdays Effect of Stock Prices... Ayunku E. Peter; Johnny Nelson; 2020-01-01 https://doi.org/10.9734/ajeba%2F2019%2Fv13i430176
1010 Financial Reporting Quality and Noise in Stock... Liang Ma; Tao Ma; Henry L. Friedman; Capital Markets: Market Efficiency eJournal 2020-01-01 https://doi.org/10.2139/ssrn.2869563
1011 Stock Exchanges As Platforms for Data and... Terrence Hendershott; Marc Rysman; Rainer Schwabe; ERN: Networks (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3730100
1012 Option Trading After The Opening Bell and... Kelley Bergsma; Andy Fodor; Vijay Singal;... ERN: Efficient Market Hypothesis Models (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3095239
1013 RANDOM STRATEGY VERSUS TECHNICAL ANALYSIS... Miroslav Svoboda; Martina Sponerová; 2020-01-01 https://doi.org/10.31410/ITEMA.2020.121
1014 China’s Carbon Emissions Trading and Stock... Fenghua Wen; Nan Wu; Xu Gong; Energy Economics 2020-01-01 https://doi.org/10.1016/j.eneco.2019.104627
1015 RANDOM STRATEGY VERSUS TECHNICAL ANALYSIS... Miroslav Svoboda; Martina Sponerová; 2020-01-01 https://doi.org/10.31410/BALKANS.JETSS.2020.3.1.34-39
1016 Dispute Resolution on Unauthorized Liquidation... Bezawada Brahmaiah; 2020-01-01 https://doi.org/10.46281/IJFB.V4I1.523
1017 The Pros and Cons for Insider Trading... Howard Chitimira; Pontsho Mokone; Law and Financial Markets Review 2020-01-01 https://doi.org/10.1080/17521440.2020.1726617
1018 Seeking Alpha From Stock SplitsSummary Related... Atreya Chakraborty; James L. Grant; Emery A.... 2020-01-01 https://doi.org/10.3905/joi.2020.1.131
1019 High Frequency Traders and The Price... Yacine Aït-Sahalia; Celso Brunetti; Journal of Econometrics 2020-01-01 https://doi.org/10.1016/j.jeconom.2019.11.005
1020 Odd-Lot Trading Activity and Nominal Stock... Kalok Chan; Jinming XIE; Capital Markets: Market Microstructure eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3659771
1021 Who Trades in Competing Firms Around Earnings... Priyantha Mudalige; Huu Nhan Duong; Petko S.... Pacific-basin Finance Journal 2020-01-01 https://doi.org/10.1016/j.pacfin.2019.101219
1022 Responsible Investment in The Chinese Stock... Ya Gao; Xiong Xiong; Xu Feng; Research in International Business and Finance 2020-01-01 https://doi.org/10.1016/j.ribaf.2019.101173
1023 PROCUREMENT AUTOMATION AS THE FUTURE OF THE... Dmitry A. Kazantsev; Natalya A. Mikhaleva; RUDN Journal of Law 2020-01-01 https://doi.org/10.22363/2313-2337-2020-24-1-137-157
1024 ANALISIS PERBEDAAN TRADING VOLUME ACTIVITY,... Ni Komang Puspita Astari; Made Suidarma; Jurnal Ilmiah Akuntansi dan Bisnis 2020-01-01 https://doi.org/10.38043/JIAB.V5I2.2779
1025 Profitability of The Moving Averages Technical... Muhammad Arif; Abdul Rauf Laghari; Avinash Advani; Journal of Business Strategies 2020-01-01 https://doi.org/10.29270/JBS.12.2%282018%29.095
1026 Pricing and Operation Strategy for Peer-to-Peer... Yunsun Jin; Jeonghoon Choi; Dongjun Won; IEEE Access 2020-01-01 https://doi.org/10.1109/access.2020.3011400
1027 Adaptive Long Memory in Volatility of Intra-day... Sashikanta Khuntia; J. K. Pattanayak; Finance Research Letters 2020-01-01 https://doi.org/10.1016/J.FRL.2018.12.025
1028 An Iterative Two-Layer Optimization Charging... Yuancheng Li; Baiji Hu; IEEE Transactions on Smart Grid 2020-01-01 https://doi.org/10.1109/TSG.2019.2958971
1029 T+1 Trading Mechanism Causes Negative Overnight... Bing Zhang; Economic Modelling 2020-01-01 https://doi.org/10.1016/j.econmod.2019.10.013
1030 Trading Saudi Stock Market Shares Using... Fahd A. Alturki; Abdullah M.; International Journal of Advanced Computer... 2020-01-01 https://doi.org/10.14569/ijacsa.2020.0110963
1031 Noise Trading, Institutional Trading, and... Yingyi Hu; Tiao Zhao; Lin Zhang; International Review of Economics & Finance 2020-01-01 https://doi.org/10.1016/j.iref.2020.03.012
1032 Analyzing Trade and Financial Relations in... V.V. Smirnov; 2020-01-01 https://doi.org/10.24891/fc.26.8.1703
1033 FAKTOR PENENTU BID-ASK SPREAD SAHAM LQ45Summary... Sabna Ainazah Fatikhah; Siti Puryandani; 2020-01-01 https://doi.org/10.35829/econbank.v2i1.78
1034 The Effect of The COVID-19 Spread on Investor... Samira Allam; Mansour Abdelrhim; Mahmoud Mohamed; FinPlanRN: Other Investments (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3655202
1035 A Study Of Investor Financial Behavior on... Rohmad Fuad Armansyah; Journal of Economics, Business, and Accountancy... 2020-01-01 https://doi.org/10.14414/jebav.v23i1.2176
1036 Asset Heterogeneity, Market Fragmentation, and... Wei Li; Zhaogang Song; Mutual Funds 2020-01-01 https://doi.org/10.2139/ssrn.3631925
1037 PENGARUH HARGA SAHAM, VOLUME PERDAGANGAN, DAN... Rahma Nurul Khoirayanti; Hari Sulistiyo; JIAFE (Jurnal Ilmiah Akuntansi Fakultas Ekonomi) 2020-01-01 https://doi.org/10.34204/jiafe.v6i2.2305
1038 Stress-Testing Net Trading Income: The Case of... Carla Giglio; Frances Shaw; Nicolas Syrichas;... European Finance eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3717707
1039 Ethereum Blockchain-Based Peer-To-Peer Energy... Aigerim Iskakova; H. S. V. S. Kumar Nunna;... 2020 IEEE International Conference on Power and... 2020-01-01 https://doi.org/10.1109/PECon48942.2020.9314591
1040 Short-selling, Margin-trading, and Stock... Qing Ye; Shengjie Zhou; Jie Zhang; International Review of Financial Analysis 2020-01-01 https://doi.org/10.1016/j.irfa.2020.101549
1041 Effects of Futures Trading Constraints on... Ming Fang; Chiu-Lan Chang; Ziyang Ou; 2020-01-01 https://doi.org/10.17762/DE.VI.587
1042 Analysis of The Financial Stability of A... A. L. Boltava; V. A. Budueva; Scientific bulletin of the Southern Institute... 2020-01-01 https://doi.org/10.31775/2305-3100-2019-4-78-83
1043 Incentivizing Peer-to-Peer Energy Sharing Using... Jing Li; Yujian Ye; Goran Strbac; 2020 IEEE Power & Energy Society General... 2020-01-01 https://doi.org/10.1109/PESGM41954.2020.9281499
1044 Exchange Design and EfficiencyIF:3 Summary... Marzena J. Rostek; Ji Hee Yoon; Microeconomics: Production 2020-01-01 https://doi.org/10.2139/ssrn.3604976
1045 A Dynamic Energy Trading and Management... Didi Liu; Jiawen Xiao; Xiaoming Yuan; Yulong... 2020 IEEE Globecom Workshops (GC Wkshps 2020-01-01 https://doi.org/10.1109/GCWkshps50303.2020.9367448
1046 Linkage Stock Price, Trading Volume Activity,... Alkusani Alkusani; Anita Handayani; Yosi Firda... Innovation-the European Journal of Social... 2020-01-01 https://doi.org/10.30587/innovation.v1i1.1189
1047 Measuring and Explaining The Probability of... Omid Farhad Toski; Mohammad Hassan Janani;... International Journal of Nonlinear Analysis and... 2020-01-01 https://doi.org/10.22075/IJNAA.2020.4525
1048 Speculative Trading in Bitcoin: A Brazilian... Emanuelle Nava Smaniotto; Giacomo Balbinotto Neto; The Quarterly Review of Economics and Finance 2020-01-01 https://doi.org/10.1016/j.qref.2020.10.024
1049 Optimal MTS and MTO Hybrid Production System... Shouyao Xiong; Yuanyuan Feng; Kai Huang; Sustainability 2020-01-01 https://doi.org/10.3390/su12062426
1050 Market Microstructure and Securities Values:... Nada Ben Mariem; Abderrazak Elkhaldi; International Journal of Entrepreneurship and... 2020-01-01 https://doi.org/10.1504/ijesb.2020.10025937
1051 The Optimal Operation and Revenue Allocation... RUOYU LEI et. al. 2020 IEEE 4th Conference on Energy Internet and... 2020-01-01 https://doi.org/10.1109/EI250167.2020.9347001
1052 A New Ensemble Deep Learning Approach for... Shaolong Sun; Shouyang Wang; Yunjie Wei; Adv. Eng. Informatics 2020-01-01 https://doi.org/10.1016/j.aei.2020.101160
1053 Informed Trading By Non-Financial... Sturla Lyngnes Fjesme; Capital Markets: Market Efficiency eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3722725
1054 International Standards for Derivatives Trading... Lucia Quaglia; 2020-01-01 https://doi.org/10.1093/oso%2F9780198866077.003.0004
1055 Reaksi Abnormal Return Dan Trading Volume... Nina Atrina Kudusia; Nilawaty Yusuf; Muliyani... Journal of Automated Reasoning 2020-01-01 https://doi.org/10.37905/jar.v1i1.9
1056 Study of Features of Mobile Trading Apps: A... Suzanee Malhotra; Journal of Global Information and Business... 2020-01-01 https://doi.org/10.5958/2582-6115.2020.00009.0
1057 Analysis of Decentralized Energy Transactions... Zhongyi Wen; Yuping Zheng; Yun Li; 2020 IEEE International Conference on... 2020-01-01 https://doi.org/10.1109/ICIBA50161.2020.9276990
1058 Becoming Prosumer: Revealing Trading... Ulf J.J. Hahnel; Mario Herberz; Alejandro Pena-... Energy Policy 2020-01-01 https://doi.org/10.1016/j.enpol.2019.111098
1059 A Justified Envy Minimal Variation of The Top... Jian Hong; Qianfeng Tang; EduRN: Financial Economics Education (FEN) (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3685785
1060 Assessing The Financial Value of Real-time... Stephan Meisel; Tanja Merfeld; Transportation Research Part D-transport and... 2020-01-01 https://doi.org/10.1016/j.trd.2020.102229
1061 Trading Simulations and Real Money... Deniz Anginer; Caio Piza; Sugata Ray; Luqi Xu; Household Finance eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3634775
1062 Lead Behaviour in Bitcoin MarketsSummary... Ying Chen; Paolo Giudici; Branka Hadji Misheva;... 2020-01-01 https://doi.org/10.3390/risks8010004
1063 A New Scheme for Proactive Risk Management in... Akihiko Takahashi; Soichiro Takahashi; Risk Management eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3666682
1064 A Study on The Liability of Damages of... Dae-Soo Kim; Kyung Hee Law Journal 2020-01-01 https://doi.org/10.15539/khlj.55.2.4
1065 The Effects of Methods of Trading Margin in The... Shatha abdul hussein Jebur; Haidar hamza Jody... Industrial Engineering & Management Systems 2020-01-01 https://doi.org/10.7232/IEMS.2020.19.4.877
1066 Cournot Oligopoly Game-based Local Energy... Yajun Zhang; Chenghong Gu; Xiaohe Yan; Furong Li; Renewable Energy 2020-01-01 https://doi.org/10.1016/j.renene.2020.06.066
1067 4 Trading RegulationsSummary Related Papers... LIEBI MARTIN et. al. 2020-01-01 https://doi.org/10.1093/LAW%2F9780198799962.003.0004
1068 Pairs Trading with Illiquidity and Position... Menglu Feng; Mei Choi Chiu; Hoi Ying Wong; Journal of Industrial and Management Optimization 2020-01-01 https://doi.org/10.3934/JIMO.2019090
1069 Strategic Insider Trading in Foreign Exchange... Jonathan A. Batten; Igor Lončarski; Peter G.... Journal of Corporate Finance 2020-01-01 https://doi.org/10.1016/j.jcorpfin.2020.101818
1070 A Model of Stock BuybacksSummary Related Papers... Alvin Chen; Corporate Finance: Capital Structure & Payout... 2020-01-01 https://doi.org/10.2139/ssrn.3541273
1071 How Much Insider Trading Happens in Stock... Vinay Patel; Tālis J. Putniņš; LSN: Corporate Law (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3764192
1072 An Analysis of Technical Trading Rules: The... Jorg Bley; Mohsen Saad; Finance Research Letters 2020-01-01 https://doi.org/10.1016/J.FRL.2019.04.038
1073 The Real Side of The High-Volume Return... Doron Israeli; Ron Kaniel; Suhas A. Sridharan; Behavioral & Experimental Finance eJournal 2020-01-01 https://doi.org/10.2139/ssrn.2909494
1074 Should I Stay or Should I Go? Trading Behavior... Azi Ben-Rephael; Yehuda (Yud) Izhakian; Capital Markets: Market Microstructure eJournal 2020-01-01 https://doi.org/10.2139/ssrn.3628757
1075 Emotional Engagement and Trading... Peter Bossaerts; Felix Fattinger; Kristian... FEN: Behavioral Finance (Topic) 2020-01-01 https://doi.org/10.2139/ssrn.3661137
1076 THE DIFFERENCE OF ABNORMAL RETURN AND TRADING... Brilliant Yudha Muhammad; ika yanuarti; 2020-01-01 https://doi.org/10.31937/AKUNTANSI.V11I2.1475
1077 Financial Decisions Involving Credit Default... Liu Gan; Zhaojun Yang; European Corporate Governance Institute (ECGI)... 2020-01-01 https://doi.org/10.2139/ssrn.3916597
1078 Stock Market Trading Volumes and Economic... Yuxin Cai; Yuyu Tao; Zhengxuan Yan; Economic Research-Ekonomska Istraživanja 2020-01-01 https://doi.org/10.1080/1331677X.2020.1758185
1079 Predictability in Sovereign Bond Returns Using... Tom Fong; Shui Tang Wu; The North American Journal of Economics and... 2020-01-01 https://doi.org/10.1016/J.NAJEF.2019.101105
1080 The Chinese Warrants Bubble: Evidence from... Neil D Pearson; Zhishu Yang; Qi Zhang; Review of Financial Studies 2020-01-01 https://doi.org/10.1093/rfs%2Fhhaa037
1081 Investigation of Decision Making Support in... Ilona Stalovinaitė; Nijolė Maknickienė;... 11th International Scientific Conference... 2020-01-01 https://doi.org/10.3846/bm.2020.510
1082 Peak-shift Optimization Model and Pricing... WEN ZHU et. al. Journal of Coastal Research 2020-01-01 https://doi.org/10.2112/JCR-SI110-008.1
1083 More Heat Than Light: Investor Attention and... Gbenga Ibikunle; Frank McGroarty; Khaladdin... International Review of Financial Analysis 2020-01-01 https://doi.org/10.1016/j.irfa.2020.101459
1084 Testing The Performance of Technical Analysis... Siow-Hooi Tan; Ming-Ming Lai; Eng-Xin Tey; Lee-... The North American Journal of Economics and... 2020-01-01 https://doi.org/10.1016/J.NAJEF.2018.12.007
1085 Risk-neutral Skewness, Informed Trading, and... Tarun Chordia; Tse-Chun Lin; Vincent Xiang; Econometric Modeling: Capital Markets – Asset... 2020-01-01 https://doi.org/10.2139/ssrn.3257713
1086 Algorithmic Trading, Artificial Intelligence... A. Beverungen; The Democratization of Artificial Intelligence 2019-12-31 https://doi.org/10.25969/mediarep/13550
1087 The Relationship Between The Popularity of... Mustafa Özyeşil; Istanbul Journal of Economics / İstanbul... 2019-12-31 https://doi.org/10.26650/istjecon2019-0017
1088 Trend Following Deep Q‐Learning Strategy for... Jagdish Chakole; M. Kurhekar; Expert Systems 2019-12-29 https://doi.org/10.1111/exsy.12514
1089 Study on The Impacts of The World’s Carbon... Jian Chen; Weilun Deng; International Journal of Environmental... 2019-12-23 https://doi.org/10.11648/J.IJEPP.20190706.14
1090 Design Of High-Frequency Trading Algorithm... Boyue Fang; Yutong Feng; arxiv-q-fin.TR 2019-12-21 http://arxiv.org/abs/1912.10343
1091 Evolving Ab Initio Trading Strategies In... David Rushing Dewhurst; Yi Li; Alexander... arxiv-cs.NE 2019-12-19 http://arxiv.org/abs/1912.09524
1092 Portfolio Selection Algorithm Under Financial... M. Ngerng; Sherilynn S. F. Ngerng; Communications in Statistics – Simulation and... 2019-12-12 https://doi.org/10.1080/03610918.2019.1699112
1093 Leakage Of Rank-dependent Functionally... Kangjianan Xie; arxiv-q-fin.PM 2019-12-09 http://arxiv.org/abs/1912.04221
1094 Fools Rush In: Competitive Effects Of Reaction... Henry Hanifan; John Cartlidge; arxiv-q-fin.TR 2019-12-05 http://arxiv.org/abs/1912.02775
1095 The Effects of Subordinated Bonds Issued and... Adithia Anggraeni; Jurnal Riset Perbankan, Manajemen, dan Akuntansi 2019-12-01 https://doi.org/10.21776/UB.JAM.2019.017.04.06
1096 Hybrid Chaotic Radial Basis Function Neural... Turing Y. F. Qiu; A. Y. Yuan; Peter Z. Chen;... 2019 IEEE Symposium Series on Computational... 2019-12-01 https://doi.org/10.1109/SSCI44817.2019.9002781
1097 Machine Learning in Asset Management—Part 1:... Derek Snow; 2019-12-01 https://doi.org/10.3905/jfds.2019.1.021
1098 5% Rule Disclosure and Stock Trading Volume :... E. Kim; S. Kim; Journal of Asian Finance, Economics and Business 2019-11-30 https://doi.org/10.13106/jafeb.2019.vol6.no4.297
1099 Cryptocurrency Price Prediction And Trading... David Zhao; Alessandro Rinaldo; Christopher... arxiv-q-fin.TR 2019-11-26 http://arxiv.org/abs/1911.11819
1100 A Singular Stochastic Control Approach For... Haipeng Xing; arxiv-q-fin.TR 2019-11-23 http://arxiv.org/abs/1911.10450
1101 High Frequency Trading in FinTech Age: AI with... Jasmina Arifovic; Xue-zhong He; Lijian Wei; ERN: Efficient Market Hypothesis Models (Topic) 2019-11-15 https://doi.org/10.2139/ssrn.2771153
1102 Daily Trading Patterns in The Bitcoin/Euro... Jackie Johnson; Mutual Funds 2019-11-14 https://doi.org/10.2139/ssrn.3486715
1103 Institutional Trading Around Firms’ Negative... Lai T. Hoang; Marvin Wee; Joey (Wenling) Yang;... Corporate Reputation eJournal 2019-11-12 https://doi.org/10.2139/ssrn.3485411
1104 Grammatical Evolution-based Ensembles for... Carlos Martín; David Quintana; P. I. Viñuela; Appl. Soft Comput. 2019-11-01 https://doi.org/10.1016/J.ASOC.2019.105713
1105 Evolutionary Optimized Stock Support-Resistance... Eşref Oğuzhan Yıldırım; Mustafa Ucar; A. M.... 2019 1st International Informatics and Software... 2019-11-01 https://doi.org/10.1109/UBMYK48245.2019.8965471
1106 Deep Architectures For Long-term Stock Price... Catalin Stoean; Wiesław Paja; Ruxandra Stoean;... PloS one 2019-10-10 https://pubmed.ncbi.nlm.nih.gov/31600306
1107 Optimal Trading Of A Basket Of Futures... Bahman Angoshtari; Tim Leung; arxiv-q-fin.PM 2019-10-10 http://arxiv.org/abs/1910.04943
1108 Volume Prediction With Neural NetworksSummary... Daniel Libman; Simi Haber; Mary Schaps; Frontiers in artificial intelligence 2019-10-09 https://pubmed.ncbi.nlm.nih.gov/33733110
1109 Do Speed Bumps Curb Low-latency Trading?... Mariana Khapko; Marius Zoican; arxiv-q-fin.TR 2019-10-07 http://arxiv.org/abs/1910.03068
1110 High‑Frequency Trading in The Modern Market... Mikhail Zharikov; Review of Business and Economics Studies 2019-09-30 https://doi.org/10.26794/2308-944x-2019-7-3-25-36
1111 Simulation-based Evaluation of Automated... D. Cliff; the 18th International Conference on Modelling... 2019-09-20 https://doi.org/10.46354/i3m.2019.mas.018
1112 Concepts, Components And Collections Of Trading... Ravi Kashyap; arxiv-q-fin.GN 2019-09-20 http://arxiv.org/abs/1910.02144
1113 Improved Simplex Method Algorithm Used in Power... Cuihui Yan; Fang Liu; Chaofan Hu; Hui Cui;... Journal of Physics: Conference Series 2019-08-01 https://doi.org/10.1088/1742-6596/1304/1/012025
1114 Comparative Study of Neural Networks and... Saulius Blaziunas; A. Raudys; 2019 International Conference on Deep Learning... 2019-08-01 https://doi.org/10.1109/Deep-ML.2019.00015
1115 Is High-Frequency Trading Fulfilling Equity... Andrea Roncella; Ignacio Ferrero; Academy of Management Proceedings 2019-08-01 https://doi.org/10.5465/AMBPP.2019.16546ABSTRACT
1116 Energy Storage Strategy in A Non-Agent Energy... LINGLING SUN et. al. 2019 IEEE Power & Energy Society General... 2019-08-01 https://doi.org/10.1109/PESGM40551.2019.8973675
1117 Taxable Stock Trading With Deep Reinforcement... Shan Huang; arxiv-q-fin.TR 2019-07-28 http://arxiv.org/abs/1907.12093
1118 Liquid Speed: On-Demand Fast Trading At... Michael Brolley; Marius Zoican; arxiv-q-fin.TR 2019-07-24 http://arxiv.org/abs/1907.10720
1119 Machine Learning in Asset ManagementIF:3... Derek Snow; CompSciRN: Bayesian Probability (Topic) 2019-07-16 https://doi.org/10.2139/ssrn.3420952
1120 An Intelligent Financial Portfolio Trading... Hyungjun Park; Min Kyu Sim; Dong Gu Choi; arxiv-q-fin.PM 2019-07-08 http://arxiv.org/abs/1907.03665
1121 HyperPubSub: Blockchain Based... Gewu Bu; Thanh Son Lam Nguyen; Maria Potop-... arxiv-cs.CR 2019-07-08 http://arxiv.org/abs/1907.03627
1122 Insider Trading – Unsolved IssuesSummary... F. Teichmann; Journal of Financial Crime 2019-07-02 https://doi.org/10.1108/JFC-08-2018-0079
1123 Investor Sentiments and Trading Volume’s... I. Saba; Maria Shams Khakwani; Rehana Kouser;... Journal of Accounting and Finance in Emerging... 2019-06-30 https://doi.org/10.26710/JAFEE.V5I1.720
1124 Are Cryptocurrency Traders Pioneers Or Just... Matthias Pelster; Bastian Breitmayer; Tim Hasso; arxiv-q-fin.GN 2019-06-27 http://arxiv.org/abs/1906.11968
1125 Intelligent Stock Portfolio Management Using A... Konstandinos Chourmouziadis; P. Chatzoglou; Applied Artificial Intelligence 2019-06-17 https://doi.org/10.1080/08839514.2019.1630124
1126 Optimising Directional Changes Trading... Jurgen Palsma; Adesola Adegboye; 2019 IEEE Congress on Evolutionary Computation... 2019-06-01 https://doi.org/10.1109/CEC.2019.8790222
1127 Low Complexity Algorithmic Trading By... J. Levendovszky; I. Reguly; A. Oláh; A. Ceffer; Computational Economics 2019-06-01 https://doi.org/10.1007/S10614-017-9720-6
1128 Distributed Generation Low-Carbon Trading... YANG SAITE et. al. 2019 IEEE Innovative Smart Grid Technologies –... 2019-05-01 https://doi.org/10.1109/ISGT-Asia.2019.8881631
1129 Prediction of Stock Trading Signal Based on... Zhen Yang; K. Hao; Xin Cai; Lei Chen; L. Ren; 2019 IEEE 8th Data Driven Control and Learning... 2019-05-01 https://doi.org/10.1109/DDCLS.2019.8908881
1130 Intelligent Portfolio Theory – A New Paradigm... Heping Pan; 2019 IEEE International Conference on... 2019-05-01 https://doi.org/10.1109/ICPHYS.2019.8780231
1131 Intelligent Finance Global Monitoring and... Heping Pan; 2019 IEEE International Conference on... 2019-05-01 https://doi.org/10.1109/ICPHYS.2019.8780156
1132 Moderating Roles of External Locus of Control... Peerayuth Charoensukmongkol; Kasetsart Journal of Social Sciences 2019-04-30 https://doi.org/10.34044/j.kjss.2019.40.1.03
1133 Formalization Of Automated Trading Systems In A... Iliano Cervesato; Sharjeel Khan; Giselle Reis;... arxiv-cs.LO 2019-04-15 http://arxiv.org/abs/1904.06844
1134 The Idiosyncratic Behaviour of Bitcoin’s Price... Jackie Johnson; Econometric Modeling: Capital Markets – Asset... 2019-04-05 https://doi.org/10.2139/SSRN.3366791
1135 Big Data Algorithmic Trading Systems Based on... Raúl Gómez Martínez; Miguel Prado Román; Paola... Journal of Behavioral Finance 2019-04-03 https://doi.org/10.1080/15427560.2018.1506786
1136 High‐Frequency Trading Around Large... Vincent van Kervel; A. Menkveld; The Journal of Finance 2019-03-21 https://doi.org/10.1111/jofi.12759
1137 Financial Trading Model With Stock Bar Chart... Omer Berat Sezer; Ahmet Murat Ozbayoglu; arxiv-cs.LG 2019-03-11 http://arxiv.org/abs/1903.04610
1138 Learning The Dynamics Of Technical Trading... Nicholas Murphy; Tim Gebbie; arxiv-q-fin.CP 2019-03-06 http://arxiv.org/abs/1903.02228
1139 A Price-droop Trading Strategy for Residential... YAYANG LIN et. al. IOP Conference Series: Earth and Environmental... 2019-03-02 https://doi.org/10.1088/1755-1315/227/2/022029
1140 How Algorithms Interact: Goffman’s ‘Interaction... D. MacKenzie; Theory, Culture & Society 2019-03-01 https://doi.org/10.1177/0263276419829541
1141 Selection Of The Optimal Trading Model For... Dongdong Lv; Zhenhua Huang; Meizi Li; Yang Xiang; PloS one 2019-02-13 https://pubmed.ncbi.nlm.nih.gov/30759146
1142 High-performance Stock Index Trading: Making... Chariton Chalvatzis; Dimitrios Hristu-Varsakelis; arxiv-q-fin.ST 2019-02-07 http://arxiv.org/abs/1902.03125
1143 PENGARUH FREKUENSI PERDAGANGAN , TRADING... Muhammad Yusra; Jurnal Akuntansi dan Keuangan 2019-02-02 https://doi.org/10.29103/JAK.V7I1.1841
1144 Margin Trading and Volatility: Further Evidence... Shiqing Xie; Yuwei Jia; Emerging Markets Finance and Trade 2019-01-31 https://doi.org/10.1080/1540496X.2018.1558052
1145 The Influence of Margin Trading and Short... Lin Huang; American Journal of Industrial and Business... 2019-01-10 https://doi.org/10.4236/ajibm.2019.91004
1146 Preliminary Findings On Cryptocurrency Trading... Devin J Mills; Lia Nower; Addictive behaviors 2019-01-08 https://pubmed.ncbi.nlm.nih.gov/30639898
1147 Generative Adversarial Networks For Financial... Adriano Koshiyama; Nick Firoozye; Philip... arxiv-cs.LG 2019-01-07 http://arxiv.org/abs/1901.01751
1148 Equilibrium Price And Optimal Insider Trading... Ben-zhang Yang; Xinjiang He; Nan-jing Huang; arxiv-q-fin.MF 2019-01-02 http://arxiv.org/abs/1901.00345
1149 Reinforcement Learning in Stock TradingIF:3... Quang-Vinh Dang; 2019-01-01 https://doi.org/10.1007/978-3-030-38364-0_28
1150 Locally Linear Embedding for High-Frequency... HENRY HAN et. al. International Conference on Data Science,... 2019-01-01 https://doi.org/10.1007/978-981-15-8760-3_1
1151 A Study of Early Warning System in Volume Burst... Dong-Her Shih; Hsiang-Li Hsu; Po-Yuan Shih; 2019 IEEE 4th International Conference on Cloud... 2019-01-01 https://doi.org/10.1109/ICCCBDA.2019.8725738
1152 Optimal Cross-Border Electricity TradingSummary... Álvaro Cartea; Maria Flora; Georgi Slavov;... IO: Theory eJournal 2019-01-01 https://doi.org/10.2139/ssrn.3506915
1153 A Survey on Efficiency and Profitable Trading... Journal of Risk and Financial Management 2019-01-01 https://doi.org/10.3390/JRFM12020067
1154 The Impact of Algorithmic Trading in A... Purba Mukerji; Christine Chung; Timothy Walsh;... Journal of Risk and Financial Management 2019-01-01 https://doi.org/10.3390/JRFM12020068
1155 Liquidity Regimes and Optimal Dynamic Asset... Pierre Collin-Dufresne; Kent Daniel; Mehmet... Journal of Financial Economics 2019-01-01 https://doi.org/10.1016/J.JFINECO.2019.09.011
1156 Pengaruh Laba Bersih, Arus Kas Dan Dividen... Etty Susilowati; Hernawati Sinaga; JMK (Jurnal Manajemen dan Kewirausahaan) 2019-01-01 https://doi.org/10.32503/JMK.V4I1.356
1157 A Test of Managerial Discretion and Market... Hannah Rozen; Sarah Hertz; Journal of Applied Business and Economics 2019-01-01 https://doi.org/10.33423/JABE.V21I3.2084
1158 Active Trading and (Poor) Performance: The... Laura Manuela Escobar Pradilla; Alvaro Pedraza; Microeconomics: Asymmetric & Private... 2019-01-01 https://doi.org/10.1596/1813-9450-8767
1159 Cryptocurrency As Money: A Trading Strategy... Marko Ogorevc; European Corporate Governance Institute (ECGI)... 2019-01-01 https://doi.org/10.2139/ssrn.3436041
1160 Natural-Disaster Experience and Risk-taking... Dien Giau Bui; Iftekhar Hasan; Chih-Yung Lin;... Household Finance eJournal 2019-01-01 https://doi.org/10.2139/ssrn.3416008
1161 Virtual Asset Trading Platforms: An Assessment... Rory Copeland; Banking & Insurance eJournal 2019-01-01 https://doi.org/10.2139/ssrn.3329882
1162 Additional Limit Conditions for Breakout... Cristian Pauna; Informatica Economica 2019-01-01 https://doi.org/10.12948/issn14531305%2F23.2.2019.03
1163 Investigating The Effect of The Framework of... Saeideh Nosratabadi; Zadollah Fathi; Abbas Shoul; Cogent Business & Management 2019-01-01 https://doi.org/10.1080/23311975.2019.1699310
1164 Mind, Body, Bubble! Psychological and... David Butler; Stephen L. Cheung; Behavioral & Experimental Finance (Editor’s... 2019-01-01 https://doi.org/10.1016/B978-0-12-813092-6.00003-4
1165 Deep Robust Reinforcement Learning for... Yang Li; Wanshan Zheng; Zibin Zheng; IEEE Access 2019-01-01 https://doi.org/10.1109/ACCESS.2019.2932789
1166 Advanced Markov-Based Machine Learning... Francesco Rundo; Francesca Trenta; Agatino... Comput. 2019-01-01 https://doi.org/10.3390/computation7010004
1167 The Implication of Technological Development on... Arsyad Aldyan; Adi Sulistiyono; Proceedings of the 3rd International Conference... 2019-01-01 https://doi.org/10.2991/icglow-19.2019.31
1168 L’«high Frequency Trading» Nel Prisma Della... Paola Lucantoni; 2019-01-01 https://doi.org/10.1433/94557
1169 Constructing Cointegrated Cryptocurrency... Tim Leung; Hung Nguyen; Studies in Economics and Finance 2019-01-01 https://doi.org/10.1108/SEF-08-2018-0264
1170 Grid Trading System Robot (GTSbot): A Novel... di Stallo; Applied Sciences 2019-01-01 https://doi.org/10.3390/APP9091796
1171 Credit Provision and Stock Trading: Evidence... Fabio Braggion; Rik Frehen; Emiel Jerphanion; Banking & Insurance eJournal 2019-01-01 https://doi.org/10.2139/ssrn.3410867
1172 An NLP-PCA Based Trading Strategy On Chinese... Zhao Liu; Huiying Zhu; Tham Yew Chong; Proceedings of the 4th International Conference... 2019-01-01 https://doi.org/10.2991/HSMET-19.2019.16
1173 Put-Call Parity in Equity Options Markets:... Timothy A. Krause; Theoretical Economics Letters 2019-01-01 https://doi.org/10.4236/TEL.2019.94039
1174 Automated Trading Systems Statistical and... Boming Huang; Yuxiang Huan; Lida Xu; Lirong... Enterprise Information Systems 2019-01-01 https://doi.org/10.1080/17517575.2018.1493145
1175 Insights from Bitcoin TradingIF:3 Summary... Pankaj K. Jain; Thomas H. McInish; Jonathan L.... Financial Management 2019-01-01 https://doi.org/10.1111/fima.12299
1176 Information or Noise: What Does Algorithmic... Hao Zhou; Robert J. Elliott; Petko S. Kalev; International Review of Financial Analysis 2019-01-01 https://doi.org/10.1016/J.IRFA.2019.02.006
1177 Information Asymmetry, Cluster Trading, and... Yingyi Hu; Jean-Luc Prigent; Economic Modelling 2019-01-01 https://doi.org/10.1016/J.ECONMOD.2018.04.001
1178 Performance Analysis on Day Trading Strategy... Kim Sun Woong; The Journal of the Korea Contents Association 2019-01-01 https://doi.org/10.5392/JKCA.2019.19.07.036
1179 Ensuring Trading Strategies Profitability with... George Abuselidze; A. Slobodianyk; N. Reznik; SHS Web of Conferences 2019-01-01 https://doi.org/10.1051/shsconf%2F20197104005
1180 Stylized Algorithmic Trading: Satisfying The... Edward W. Sun; Timm Kruse; Yi-Ting Chen; Annals of Operations Research 2019-01-01 https://doi.org/10.1007/S10479-019-03150-0
1181 Who Is Successful in Foreign Exchange Margin... Bernd Hayo; Kentaro Iwatsubo; International Finance eJournal 2019-01-01 https://doi.org/10.2139/ssrn.3421454
1182 Experiments in High-frequency Trading:... Eric M. Aldrich; Kristian López Vargas; Experimental Economics 2019-01-01 https://doi.org/10.1007/S10683-019-09605-2
1183 Board Gender Diversity, Investor Protection,... Chun-Teck Lye; Jiunn-Shyan Khong; Chee-Wooi Hooy; Global Economic Review 2019-01-01 https://doi.org/10.1080/1226508X.2019.1636701
1184 The Impact of Different Players on The Volume-... Geir Bjønnes Høidal; Dagfinn Rime; Haakon Olav... Beta 2019-01-01 https://doi.org/10.18261/ISSN.1504-3134-2019-01-04
1185 An Empirical Study of Machine Learning... Dongdong Lv; Shuhan Yuan; Meizi Li; Meizi Li;... Mathematical Problems in Engineering 2019-01-01 https://doi.org/10.1155/2019%2F7816154
1186 EFFECT OF INTERNET FINANCIAL REPORTING AND... Suryanto .; Humanities & Social Sciences Reviews 2019-01-01 https://doi.org/10.18510/HSSR.2019.7378
1187 Data Mining Methods on Time Price Series for... Cristian Pauna; Informatica Economica 2019-01-01 https://doi.org/10.12948/ISSN14531305%2F23.1.2019.03
1188 Contemporary Challenges of OTC Trading in... Valery N. Nezamaikin; Elena P. Zbirovskaya; Proceedings of the 2nd International Conference... 2019-01-01 https://doi.org/10.2991/ICOEME-19.2019.23
1189 Trading Behavior of Stock Investors: Black... Jeong-Ryeol Kurz-Kim; Journal of Asset Management 2019-01-01 https://doi.org/10.1057/S41260-019-00120-W
1190 Improving Financial Trading Decisions Using... Gyeeun Jeong; Ha Young Kim; Expert Syst. Appl. 2019-01-01 https://doi.org/10.1016/j.eswa.2018.09.036
1191 Testing Futures Trading Strategy... Mark C. Hutchinson; John O’Brien; 2019-01-01 https://doi.org/10.3905/jai.2019.1.075
1192 Application of Deep Reinforcement Learning in... Yuming Li; Pin Ni; Victor Chang; Computing 2019-01-01 https://doi.org/10.1007/s00607-019-00773-w
1193 Effects of High Frequency Trading on The... Faith Kabanda; Ali Alaali; Yap Hong Keat; Proceedings of the 2019 2nd International... 2019-01-01 https://doi.org/10.1145/3343485.3343498
1194 INVESTOR ASING DAN RETURN PASAR: APAKAH... Ni Ketut Surasni; I Dewa Gede Bisma; Hermanto... JMM UNRAM – MASTER OF MANAGEMENT JOURNAL 2019-01-01 https://doi.org/10.29303/JMM.V8I1.377
1195 Application of Deep Reinforcement Learning on... Lin Chen; Qiang Gao; 2019 IEEE 10th International Conference on... 2019-01-01 https://doi.org/10.1109/ICSESS47205.2019.9040728
1196 PENGARUH INTERNET FINANCIAL REPORTING DAN... Hanifa Sri Nuryani; Reza Muhammad Rizqi; Nurul... Jurnal Manajemen dan Bisnis 2019-01-01 https://doi.org/10.37673/JMB.V2I1.281
1197 High-frequency Trading: A Literature ReviewIF:3... Gianluca Piero Maria Virgilio; Financial Markets and Portfolio Management 2019-01-01 https://doi.org/10.1007/s11408-019-00331-6
1198 High-Frequency Trading CompetitionIF:3 Summary... Jonathan Brogaard; Corey Garriott; Journal of Financial and Quantitative Analysis 2019-01-01 https://doi.org/10.1017/S0022109018001175
1199 A Machine Learning Framework for Algorithmic... Wei Wang; Nanpeng Yu; 2019 IEEE Power & Energy Society General... 2019-01-01 https://doi.org/10.1109/PESGM40551.2019.8973750
1200 Modelling Intervalling Effect of High Frequency... Ki Hoon Hong; Theoretical Economics Letters 2019-01-01 https://doi.org/10.4236/tel.2019.97150
1201 On Nonparametric Predictive Inference for Asset... Junbin Chen; Frank P. A. Coolen; Tahani Coolen-... Journal of the Operational Research Society 2019-01-01 https://doi.org/10.1080/01605682.2019.1643682
1202 Applying Independent Component Analysis and... Attila Ceffer; János Levendovszky; Norbert... Computational Economics 2019-01-01 https://doi.org/10.1007/S10614-017-9719-Z
1203 Price Discovery, High-Frequency Trading and... Carol Alexander; Daniel F. Heck; Mutual Funds 2019-01-01 https://doi.org/10.2139/ssrn.3383147
1204 Price Formation in Call Auctions with Insider... Tobias Brünner; Studies in Economics and Finance 2019-01-01 https://doi.org/10.1108/SEF-02-2018-0066
1205 Online Long Short-Term Memory Network for Stock... Dušan Fister; Timotej Jagric; StuCoSReC. Proceedings of the 2019 6th Student... 2019-01-01 https://doi.org/10.26493/978-961-7055-82-5.5-8
1206 Exploring Contrarian Degree in The Trading... Yue Chen; Xiaojian Niu; Yan Zhang; Complex. 2019-01-01 https://doi.org/10.1155/2019%2F1678086
1207 Stock Trading Dynamics and Pedestrian... Zhenpeng Tang; Meng Ran; Yongxiang Zhao; The North American Journal of Economics and... 2019-01-01 https://doi.org/10.1016/J.NAJEF.2019.101015
1208 Financial Reporting Quality, Investment... Brian J. Bushee; Theodore H. Goodman; Shyam... The Accounting Review 2019-01-01 https://doi.org/10.2308/ACCR-52202
1209 DEEP LEARNING FOR STOCK MARKET TRADING: A... Dušan Fister; Johnathan C. Mun; Vita Jagric;... Neural Network World 2019-01-01 https://doi.org/10.14311/NNW.2019.29.011
1210 Quantitative Cryptocurrency Trading: Exploring... Giuseppe Attanasio; Luca Cagliero; Paolo Garza;... Proceedings of the 5th Workshop on Data Science... 2019-01-01 https://doi.org/10.1145/3336499.3338003
1211 Industry Familiarity and Trading: Evidence from... Itzhak Ben-David; Justin Birru; Andrea Rossi; Journal of Financial Economics 2019-01-01 https://doi.org/10.1016/j.jfineco.2018.08.007
1212 A Flexible Regime Switching Model with Pairs... Sylvia Endres; Johannes Stübinger; Quantitative Finance 2019-01-01 https://doi.org/10.1080/14697688.2019.1585562
1213 THE IMPACT OF AUTOMATED TRADING SYSTEMS ON... Violeta Todorović; Aleksandra Pešterac; Nenad... Facta Universitatis. Series: Economics and... 2019-01-01 https://doi.org/10.22190/fueo1903255t
1214 Back-Running: Seeking and Hiding Fundamental... Liyan Yang; Haoxiang Zhu; Behavioral & Experimental Finance eJournal 2019-01-01 https://doi.org/10.2139/ssrn.2583915
1215 The Need for Speed: Does High-Frequency Trading... Ramu Thiagarajan; Richard F. Lacaille; Hanbin... 2019-01-01 https://doi.org/10.3905/jii.2019.10.2.006
1216 The Impacts of Minimum Trading Units and Tick... Eddy Junarsin; Enrico Libert; Jordan Kristanto; ERN: Econometric Studies of Government... 2019-01-01 https://doi.org/10.20294/JGBT.2019.15.1.39
1217 The Causal Relationship Between Returns and... Efe Caglar Cagli; Contributions to Economics 2019-01-01 https://doi.org/10.1007/978-3-030-25275-5_9
1218 Timing The Market with Own Stock: An Extensive... Dinis Daniel Santos; Paulo Gama; International Journal of Managerial Finance 2019-01-01 https://doi.org/10.1108/ijmf-05-2019-0194
1219 Institutional Investors’ Attention to... Ping Wei; Xiaodan Mao; Xiaohong Chen; Business Strategy and the Environment 2019-01-01 https://doi.org/10.1002/bse.2387
1220 Pattern to Build A Robust Trend Indicator for... Khalid Abouloula; Ali Ou-Yassine; Salah-ddine... Expert Systems in Finance 2019-01-01 https://doi.org/10.4324/9780429024061-15
1221 Effectiveness of Filter Trading As An Intraday... Ling Xin; Kin Lam; Philip L. H. Yu; Studies in Economics and Finance 2019-01-01 https://doi.org/10.1108/sef-09-2018-0294
1222 Feedback Trading: Strategies During Day and... Alex Kusen; Markus Rudolf; Research in International Business and Finance 2019-01-01 https://doi.org/10.1016/J.RIBAF.2019.01.013
1223 Stochastic Differential Game in High Frequency... Taiga Saito; Akihiko Takahashi; Automatica 2019-01-01 https://doi.org/10.1016/J.AUTOMATICA.2019.02.051
1224 Venezuela: Where Bitcoin Trading Reflects... Jackie Johnson; International Finance eJournal 2019-01-01 https://doi.org/10.2139/ssrn.3449589
1225 Identification of Technical Analysis Patterns... Nikolay Miller; Yiming Yang; Bruce Qiang Sun;... Journal of Applied Statistics 2019-01-01 https://doi.org/10.1080/02664763.2019.1580251
1226 A Robust Design Strategy for Stock Trading Via... Gabriele Maroni; Simone Formentin; Fabio Previdi; 2019 18th European Control Conference (ECC) 2019-01-01 https://doi.org/10.23919/ECC.2019.8795812
1227 ANALISIS PEMECAHAN SAHAM (STOCK SPLIT):... Susi Dwimulyani; JURNAL INFORMASI, PERPAJAKAN, AKUNTANSI, DAN... 2019-01-01 https://doi.org/10.25105/JIPAK.V3I1.4434
1228 Setting Up An Algorithm for Stock Market... G. V. Fedotova; A. A. Ermakova; D. A. Kurazova; Digest Finance 2019-01-01 https://doi.org/10.24891/DF.24.2.180
1229 Generating Trading Strategies Based on... Siriporn Thammakesorn; Ohm Sornil; Journal of Physics: Conference Series 2019-01-01 https://doi.org/10.1088/1742-6596%2F1195%2F1%2F012008
1230 PENGARUH POTENSI KEBANGKRUTAN, STRATEGI... Yopie Chandra; Jurnal Riset Akuntansi Terpadu 2019-01-01 https://doi.org/10.35448/JRAT.V12I1.5243
1231 A State-space Modeling of The Information... Khaladdin Rzayev; Gbenga Ibikunle; Journal of Financial Markets 2019-01-01 https://doi.org/10.1016/j.finmar.2019.100507
1232 Intraday Information from S&P 500 Index Futures... Kian Guan Lim; Ying Chen; Nelson Yap; Journal of Financial Markets 2019-01-01 https://doi.org/10.1016/J.FINMAR.2018.10.001
1233 Speculative Trading of Electricity Contracts in... Álvaro Cartea; Sebastian Jaimungal; Zhen Qin; Energy Economics 2019-01-01 https://doi.org/10.1016/j.eneco.2018.11.019
1234 Stock Trading Bot Using Deep Reinforcement... Akhil Raj Azhikodan; Anvitha G. K. Bhat;... 2019-01-01 https://doi.org/10.1007/978-981-10-8201-6_5
1235 A General Framework of Optimal... Qing Yang; Tingting Ye; Liangliang Zhang; IRPN: Innovation & Finance (Topic) 2019-01-01 https://doi.org/10.2139/ssrn.3136708
1236 The Early Bird and The Late Bird: Which Catches... Nirodha I. Jayawardena; Akihiro Omura; Bin Li; International Journal of Managerial Finance 2019-01-01 https://doi.org/10.1108/IJMF-06-2018-0184
1237 Algorithmic and High Frequency Trading in Asia-... Hao Zhou; Petko S. Kalev; Pacific-Basin Finance Journal 2019-01-01 https://doi.org/10.1016/J.PACFIN.2018.10.006
1238 Are Margin Traders Informed?Summary Related... Dayong Lv; Wenfeng Wu; Managerial Accounting eJournal 2019-01-01 https://doi.org/10.1111/acfi.12578
1239 Computing Resource Trading for Edge-Cloud-... Zhenni Li; Zuyuan Yang; Shengli Xie; IEEE Transactions on Industrial Informatics 2019-01-01 https://doi.org/10.1109/TII.2019.2897364
1240 Reconsidering The Affirmative Obligations of... Tae-Hun Kang; 2019-01-01 https://doi.org/10.37197/ARFR.2019.32.4.3
1241 The Development of Electronic Securities... S. Cherkasova; T. Kalaitan; N. Yaroshevych; Proceedings of the 1st International Scientific... 2019-01-01 https://doi.org/10.2991/MTDE-19.2019.11
1242 An Introduction to Algorithmic Trading:... Nicholas Burgess; Financial Crises eJournal 2019-01-01 https://doi.org/10.2139/ssrn.3466213
1243 Financial Market Data Simulation Using Deep... Natraj Raman; Jochen L. Leidner; 2019-01-01 https://doi.org/10.1007/978-3-030-24209-1_17
1244 IS THERE STILL ROOM FOR INCREASING SPEED IN... Arkadiusz Orzechowski; Metody Ilościowe w Badaniach Ekonomicznych 2019-01-01 https://doi.org/10.22630/mibe.2019.20.1.4
1245 Pricing of Proactive Hedging European Option... Meng Li; Xuefeng Wang; Fangfang Sun; Discrete Dynamics in Nature and Society 2019-01-01 https://doi.org/10.1155/2019%2F1070873
1246 High-Frequency Trading and Price... Jasmin Gider; Simon Schmickler; Christian... Econometric Modeling: Capital Markets – Asset... 2019-01-01 https://doi.org/10.2139/ssrn.3349653
1247 Deep Learning and The Cross-Section of Stock... Bo Zhou; Econometric Modeling: Capital Markets – Asset... 2019-01-01 https://doi.org/10.2139/ssrn.3179281
1248 Empirical Investigation of An Equity Pairs... Huafeng Chen; Shaojun Chen; Zhuo Chen; Feng Li; Manag. Sci. 2019-01-01 https://doi.org/10.1287/mnsc.2017.2825
1249 Exhaustive Testing of Trader-agents in... Dave Cliff; 2019-01-01 https://doi.org/10.5220/0007382802240236
1250 Safety Culture in Financial Trading: An... Meghan Leaver; Tom W. Reader; Journal of Business Ethics 2019-01-01 https://doi.org/10.1007/S10551-017-3463-0
1251 Forecasting Financial Markets Using High-... Viktor Manahov; Hanxiong Zhang; International Journal of Electronic Commerce 2019-01-01 https://doi.org/10.1080/10864415.2018.1512271
1252 Bitcoin’s P2P Trading: Evidence From 23 Fiat... Jackie Johnson; International Finance eJournal 2019-01-01 https://doi.org/10.2139/SSRN.3411390
1253 Agricultural Commodity Futures Trading Based on... Huayun Jiang; Neda Todorova; Eduardo Roca; Jen-... Quantitative Finance 2019-01-01 https://doi.org/10.1080/14697688.2019.1571682
1254 Some Models of Exchange Trading in High-Risk... O. V. Smirnova; V. Yu. Kotlyar; Cybernetics and Systems Analysis 2019-01-01 https://doi.org/10.1007/S10559-019-00175-Y
1255 Predicting Nigerian Stock Returns Using... D. O. Oyewola; Emmanuel Gbenga Gbenga Dada;... European Journal of Electrical Engineering and... 2019-01-01 https://doi.org/10.24018/EJECE.2019.3.2.65
1256 Deep LSTM with Reinforcement Learning Layer for... Francesco Rundo; Applied Sciences 2019-01-01 https://doi.org/10.3390/app9204460
1257 Impact of Relative Advantage, Subjective Norm,... P. Syamsundar; 2019-01-01 https://doi.org/10.26643/GIS.V14I6.15705
1258 Destabilizing Momentum Trading and... Jang Hyung Cho; Robert Daigler; YoungHa Ki;... Review of Accounting and Finance 2019-01-01 https://doi.org/10.1108/raf-03-2019-0054
1259 Developing A AI Algorithm for Trading The SiH8... N. I. Lomakin; S. P. Sazonov; Y. G. Onoprienko; Proceedings of the International Scientific... 2019-01-01 https://doi.org/10.2991/ISCFEC-18.2019.280
1260 Order or Chaos: The Case of Cryptocurrency... Tsung-Han Ke; Hung-Chun Huang; Hsin-Yu Shih; 2019 Portland International Conference on... 2019-01-01 https://doi.org/10.23919/PICMET.2019.8893739
1261 How Did Order-Flow Impact Bond Prices During... Zhongguo Lin; Youwei Li; Philip Anthony Hamill;... Capital Markets: Asset Pricing & Valuation... 2019-01-01 https://doi.org/10.2139/ssrn.3472439
1262 The Role of Automation in Financial Trading... Carlos Jorge Lenczewski Martins; Journal of Management and Financial Sciences 2019-01-01 https://doi.org/10.33119/jmfs.2019.39.3
1263 Impact of E-Service Quality, Design Quality and... P. Syamsundar; 2019-01-01 https://doi.org/10.26643/GIS.V14I6.15704
1264 Research on Key Technologies of Deduction of... Jijie Huang; Changnian Lin; Haiming Zhou;... 2019-01-01 https://doi.org/10.1016/j.gloei.2020.01.010
1265 High Frequency Trading, Price Discovery and... Vitor Leone; Frank Kwabi; Economics Letters 2019-01-01 https://doi.org/10.1016/J.ECONLET.2019.05.022
1266 The Quick and The Informed: Insider Trading and... Yuyun Huang; Millicent Chang; Sirimon... 2019-01-01 https://doi.org/10.2139/ssrn.3373433
1267 An Intraday Trend-Following Trading Strategy on... Nishit Bhandari; Gaurav Chakravorty; Econometric Modeling: Capital Markets –... 2019-01-01 https://doi.org/10.2139/ssrn.3342508
1268 Are Foreign Investors Smarter Than Domestic... A. Sakir; Zaida Rizqi Zainul; Proceedings of the 1st Aceh Global Conference... 2019-01-01 https://doi.org/10.2991/agc-18.2019.61
1269 Quantum Trading and Hedging StrategySummary... Raymond S. T. Lee; 2019-01-01 https://doi.org/10.1007/978-981-32-9796-8_6
1270 Blockchain-Based Settlement for Asset... Jonathan Chiu; Thorsten V Koeppl; The Review of Financial Studies 2019-01-01 https://doi.org/10.1093/rfs%2Fhhy122
1271 An Internal Trading Strategy for Optimal Energy... Van-Hai Bui; Akhtar Hussain; Yong-Hoon Im; Hak-... Applied Energy 2019-01-01 https://doi.org/10.1016/J.APENERGY.2019.01.160
1272 When Do Investment Banks Use IPO Price... Sturla Lyngnes Fjesme; European Financial Management 2019-01-01 https://doi.org/10.1111/EUFM.12170
1273 An Optimal Stopping Problem of Detecting Entry... Yue Liu; Aijun Yang; Jijian Zhang; Jingjing Yao; Computational Economics 2019-01-01 https://doi.org/10.1007/S10614-019-09915-W
1274 High Frequency Trading Strategies, Market... Frank McGroarty; Ash Booth; Enrico H. Gerding;... Annals of Operations Research 2019-01-01 https://doi.org/10.1007/S10479-018-3019-4
1275 The Biased Factors of Investor’s Behavior in... T. Pertiwi; Y. Yuniningsih; M. Anwar; Management Science Letters 2019-01-01 https://doi.org/10.5267/J.MSL.2019.3.005
1276 Ultra-short Tenor Yield Curve for Intraday... Anton Golub; Lidan Grossmass; Ser-Huang Poon; The European Journal of Finance 2019-01-01 https://doi.org/10.1080/1351847x.2019.1662821
1277 High Frequency Trading and Comovement in... Laura Malceniece; Kārlis Malcenieks; Tālis J.... Journal of Financial Economics 2019-01-01 https://doi.org/10.1016/J.JFINECO.2018.02.015
1278 Integrity of Market RegulationSummary Related... KEN LEHN et. al. Market Integrity 2019-01-01 https://doi.org/10.1007/978-3-030-02871-8_6
1279 Analysis of The Effect of Sharia Stock Trading... Teddy Sumirat Bassar; International Journal of Tax Economics and... 2019-01-01 https://doi.org/10.35935/tax%2F27.2812
1280 Price Fraction Changes Impact on Stock Trading... Adi Teguh Suprapto; Mulyono Mulyono; Danang... The Winners 2019-01-01 https://doi.org/10.21512/TW.V20I1.5103
1281 How Annualized Wavelet Trading Beats The... Lanh Tran; 2019-01-01 https://doi.org/10.1007/978-3-030-04263-9_9
1282 Market-neutral Trading with Fuzzy Inference, A... Mehmet Bayram; Muzaffer Akat; Engineering Economics 2019-01-01 https://doi.org/10.5755/j01.ee.30.4.14350
1283 Do Investors Herd with Industries or Markets?... Ume Salma Akbar; Suresh Kumar Oad Rajput; Niaz... Cogent Economics & Finance 2019-01-01 https://doi.org/10.1080/23322039.2019.1698089
1284 Optimal and Elastic Energy Trading for Green... WENHUI ZHOU et. al. Mobile Networks and Applications 2019-01-01 https://doi.org/10.1007/S11036-018-1027-X
1285 Buy-Sell Imbalances Around Round Numbers and... Albert J. Lee; Behavioral & Experimental Finance eJournal 2019-01-01 https://doi.org/10.2139/ssrn.3331198
1286 Low Risk Trading Algorithm Based on The Price... Cristian Păuna; Management & Marketing. Challenges for the... 2019-01-01 https://doi.org/10.2478/mmcks-2019-0006
1287 Optimizing The Pairs-Trading Strategy Using... Taewook Kim; Ha Young Kim; Complex. 2019-01-01 https://doi.org/10.1155/2019%2F3582516
1288 An Agent-Based Artificial Market Model for... Luisanna Cocco; Roberto Tonelli; Michele Marchesi; IEEE Access 2019-01-01 https://doi.org/10.1109/ACCESS.2019.2907880
1289 An Effective Approach for Obtaining A Group... Chun-Hao Chen; Yu-Hsuan Chen; Jerry Chun-Wei... IEEE Access 2019-01-01 https://doi.org/10.1109/ACCESS.2018.2889737
1290 Stock Trading Behaviour and Firm Performance:... Larelle June Chapple; Brandon Chen; Tahir... Pacific-basin Finance Journal 2019-01-01 https://doi.org/10.1016/J.PACFIN.2019.03.006
1291 A Novel Algorithmic Trading Approach Based on... Li Xucheng; Peng Zhihao; 2019 11th International Conference on Measuring... 2019-01-01 https://doi.org/10.1109/ICMTMA.2019.00093
1292 Realistic Peer-to-Peer Energy Trading Model for... Tianyi Chen; Shengrong Bu; 2019 IEEE PES Innovative Smart Grid... 2019-01-01 https://doi.org/10.1109/ISGTEurope.2019.8905731
1293 Equity Trading Costs Have Fallen Less Than... Valeriia Klova; Bernt Arne Ødegaard; Mutual Funds 2019-01-01 https://doi.org/10.2139/ssrn.3187437
1294 Carbon Emissions Reduction in China’s Container... Huiling Zhong; Ziwei Hu; Tsz Leung Yip; Journal of Cleaner Production 2019-01-01 https://doi.org/10.1016/J.JCLEPRO.2019.02.074
1295 The Effect of Accounting Information and Tax... Suhendra .; Etty Murwaningsari; Journal of Accounting, Business and Finance... 2019-01-01 https://doi.org/10.20448/2002.62.43.50
1296 Research on Strategy Optimization of Weekly... Yan Zhou; Dan Yu; Xiang-Jun Yuan; Min Liu; 2019 16th International Conference on Service... 2019-01-01 https://doi.org/10.1109/ICSSSM.2019.8887821
1297 Are Options Redundant? The Benefits of... Yifan Liu; Louis R. Piccotti; Econometric Modeling: Derivatives eJournal 2019-01-01 https://doi.org/10.2139/ssrn.3392421
1298 Abnormal Trading Volumes Around Large Stock... Andrey Kudryavtsev; Review of Behavioral Economics 2019-01-01 https://doi.org/10.1561/105.00000109
1299 Bitcoin Time-of-day, Day-of-week and Month-of-... Dirk G. Baur; Daniel Cahill; Keith Godfrey;... Finance Research Letters 2019-01-01 https://doi.org/10.1016/J.FRL.2019.04.023
1300 Trading Volume As A Predictor of Market... Edson Kambeu; International Journal of Finance & Banking... 2019-01-01 https://doi.org/10.20525/IJFBS.V8I2.177
1301 Trading Motives in Asset MarketsSummary Related... Zijian Wang; Microeconomics: Asymmetric & Private... 2019-01-01 https://doi.org/10.2139/ssrn.3312481
1302 Quarterly Earnings Announcement Effect on Stock... Jeetendra Dangol; Ajay Bhandari; International Research Journal of Management... 2019-01-01 https://doi.org/10.3126/irjms.v4i0.27884
1303 Short-horizon Market Efficiency, Order... Yingyi Hu; Annals of Operations Research 2019-01-01 https://doi.org/10.1007/S10479-018-2849-4
1304 Trading Aggressiveness, Order Execution... Pi-Hsia Hung; Donald Lien; Journal of International Financial Markets,... 2019-01-01 https://doi.org/10.1016/J.INTFIN.2019.01.002
1305 The Reporting Format of Managerial Accounting... Vasyl Rudnytskyi; Olena Rudnytska; Herald of Ternopil National Economic University 2019-01-01 https://doi.org/10.35774/visnyk2019.02.134
1306 Margin Trading and Securities Lending, Investor... Huiting Huang; American Journal of Industrial and Business... 2019-01-01 https://doi.org/10.4236/AJIBM.2019.93036
1307 A Novel Decision Strategy for A Bilateral... Amir Anees; Tharam S. Dillon; Yi-Ping Phoebe Chen; Applied Energy 2019-01-01 https://doi.org/10.1016/J.APENERGY.2019.113571
1308 Forecasting Excess Returns and Abnormal Trading... Bin Gao; Jun Xie; Emerging Markets Finance and Trade 2019-01-01 https://doi.org/10.1080/1540496X.2018.1564655
1309 U Disappeared: Indexing and The Shift of... Wenxi Jiang; Chen Yao; SSRN Electronic Journal 2019-01-01 https://doi.org/10.2139/ssrn.3493513
1310 Range-Based ExpectationsSummary Related Papers... Natalie Zhu; Econometric Modeling: Capital Markets – Asset... 2019-01-01 https://doi.org/10.2139/ssrn.3488134
1311 Enhancing Intraday Stock Price Manipulation... Qili Wang; Wei Xu; Xinting Huang; Kunlin Yang; Neurocomputing 2019-01-01 https://doi.org/10.1016/J.NEUCOM.2019.03.006
1312 Trading Volume and Return Volatility of Bitcoin... Pengfei Wang; Wei Zhang; Xiao Li; Dehua Shen; Journal of Economic Interaction and Coordination 2019-01-01 https://doi.org/10.1007/S11403-019-00250-9
1313 Bidding Strategy of Virtual Power Plant... Dechang Yang; Shaowen He; Qiuyue Chen; Dingqian... CSEE Journal of Power and Energy Systems 2019-01-01 https://doi.org/10.17775/cseejpes.2018.01470
1314 Bidirectional Interactions Between Trading... Jiqiang Wang; Fu Gu; Yinpeng Liu; Ying Fan;... Journal of Cleaner Production 2019-01-01 https://doi.org/10.1016/J.JCLEPRO.2019.03.264
1315 Margin-trading Volatility and Stock Price Crash... Dayong Lv; Wenfeng Wu; Pacific-Basin Finance Journal 2019-01-01 https://doi.org/10.1016/J.PACFIN.2019.06.005
1316 The Impact of Conversion from Traditional to... Matar khaleel Mousa Saeed; mousa Abdelhadi... Research Journal of Finance and Accounting 2019-01-01 https://doi.org/10.7176/rjfa%2F10-18-08
1317 Do Penalties Matter? The Impact of The... Aaron Gilbert; Alireza Tourani-Rad; Applied Economics 2019-01-01 https://doi.org/10.1080/00036846.2019.1693697
1318 Compliance with Disclosure Requirements Under... Taisia Nistorenco; European Financial and Accounting Journal 2019-01-01 https://doi.org/10.18267/j.efaj.224
1319 Does Financial Statement Comparability Mitigate... Junwoo Kim; Robert Kim; Sangwan Kim; Corporate Governance: Disclosure 2019-01-01 https://doi.org/10.1016/j.jbusres.2019.09.031
1320 Disclosure of Financial Statement Line Items... Yongoh Roh; Paul Zarowin; Corporate Governance: Internal Governance 2019-01-01 https://doi.org/10.2139/ssrn.3365212
1321 Feasibility Study of Financial P2P Energy... M Imran Azim; S. A. Pourmousavi; Wayes Tushar;... 2019 IEEE Power & Energy Society General... 2019-01-01 https://doi.org/10.1109/PESGM40551.2019.8973809
1322 Volatility Spillover Between Stock Prices and... Letife Ozdemir; 2019-01-01 https://doi.org/10.3389/fams.2019.00065
1323 The Indirect Effects of Trading... Shujing Wang; Hongjun Yan; Ninghua Zhong;... Microeconomics: General Equilibrium &... 2019-01-01 https://doi.org/10.2139/ssrn.3333403
1324 Stock Price Volatility and Trading Volume:... Alexandra Horobet; Georgiana Vrinceanu; International Days of Statistics and Economics... 2019-01-01 https://doi.org/10.18267/pr.2019.los.186.48
1325 Stock Market Integration of Pakistan with Its... Ahmed Shafique Joyo; Lin Lefen; Sustainability 2019-01-01 https://doi.org/10.3390/SU11020303
1326 Options Trading and Stock Price... Jie Cao; Amit Goyal; Sai Ke; Xintong Zhan; ERN: Efficient Market Hypothesis Models (Topic) 2019-01-01 https://doi.org/10.2139/ssrn.3401806
1327 Effective Regulation of Insider Trading on The... Mayamiko Shephard Tembo Jnr; Commonwealth Law Bulletin 2019-01-01 https://doi.org/10.1080/03050718.2019.1681284
1328 Electronic Trading Effects on The Efficiency... Leandro Maciel; Rosangela Ballini; Brazilian Review of Finance 2019-01-01 https://doi.org/10.12660/RBFIN.V17N1.2019.76684
1329 Credit-Based Payments for Fast Computing... Zhenni Li; Zuyuan Yang; Shengli Xie; Wuhui... IEEE Internet of Things Journal 2019-01-01 https://doi.org/10.1109/JIOT.2019.2908861
1330 Research on The Effect of Margin Trading on... Yanliang Zhang; Wenwen Wang; Leya Zhang; Proceedings of the 2019 International... 2019-01-01 https://doi.org/10.2991/iceiem-19.2019.20
1331 Market Closures and Cross-sectional Stock... Kotaro Miwa; Asia-Pacific Financial Markets 2019-01-01 https://doi.org/10.1007/S10690-019-09279-Z
1332 Asset Price Bubbles, Market Liquidity, and... Robert Jarrow; Sujan Lamichhane; Mathematics and Financial Economics 2019-01-01 https://doi.org/10.1007/s11579-019-00247-9
1333 Data Analytics and Business Intelligence... Batool AlArmouty; Salam Fraihat; 2019 2nd International Conference on new Trends... 2019-01-01 https://doi.org/10.1109/ICTCS.2019.8923059
1334 Disposition Effect at The Market Level:... Sravani Bharandev; Sapar Narayan Rao; Review of Behavioral Finance 2019-01-01 https://doi.org/10.1108/rbf-12-2018-0132
1335 The Effect of Internet Financial Reporting and... Febri Rahadi; Fitria Rahmi; Proceedings of the 1st Aceh Global Conference... 2019-01-01 https://doi.org/10.2991/AGC-18.2019.86
1336 A Gradient Boosting Decision Tree Approach for... Shangkun Deng; Chenguang Wang; Mingyue Wang;... Appl. Soft Comput. 2019-01-01 https://doi.org/10.1016/J.ASOC.2019.105652
1337 Noise Trading and Informational... Chris H. Zhang; Bart Frijns; SSRN Electronic Journal 2019-01-01 https://doi.org/10.2139/ssrn.3397979
1338 The Endogeneity of Trading Volume in Stock and... Ehab Abdel-Tawab Yamani; David A. Rakowski; ERN: Asset Pricing Models (Topic) 2019-01-01 https://doi.org/10.1111/fire.12182
1339 Does Institutional Trading Affect... Amber Anand; Paul J. Irvine; Tingting Liu; ERN: Internal & External Contracting &... 2019-01-01 https://doi.org/10.1016/J.JCORPFIN.2019.101495
1340 The Impact of Business Strategy on Insider... Guang-Zheng Chen; Edmund C. Keung; Pacific-Basin Finance Journal 2019-01-01 https://doi.org/10.1016/J.PACFIN.2019.04.007
1341 Derivatives Trading for InsurersSummary Related... Xiaole Xue; Pengyu Wei; Chengguo Weng; Insurance: Mathematics and Economics 2019-01-01 https://doi.org/10.1016/J.INSMATHECO.2018.11.001
1342 When Myopic Managers Must Mark to MarketSummary... Adam C. Kolasinski; Nan Yang; JLFA 2019 International Conference (Archive) 2019-01-01 https://doi.org/10.2139/ssrn.3327659
1343 Catastrophic Risk and Institutional Investors:... Yangyang Chen; Gang Hu; Danlei Bonnie Yu;... Pacific-Basin Finance Journal 2019-01-01 https://doi.org/10.1016/J.PACFIN.2019.06.004
1344 Google Searches and Stock Market Activity:... Neri Kim; Katarína Lučivjanská; Peter Molnár;... Finance Research Letters 2019-01-01 https://doi.org/10.1016/J.FRL.2018.05.003
1345 Crypto Wash TradingIF:3 Summary Related Papers... Lin William Cong; Xi Li; Ke Tang; Yang Yang; Cybersecurity 2019-01-01 https://doi.org/10.2139/ssrn.3530220
1346 Dynamic Relationship Between Stock Market... Yuxin Cai; Jianqiao Hong; Applied Economics 2019-01-01 https://doi.org/10.1080/00036846.2019.1588954
1347 Do Upgrades Matter? Evidence from Trading... Jonathan Brogaard; Jennifer Lynch Koski; Andrew... Journal of Financial Markets 2019-01-01 https://doi.org/10.1016/j.finmar.2018.06.001
1348 The Herds of Bulls and Bears in Leveraged ETF... Stephen Bahadar; Haroon Mahmood; Rashid Zaman; Journal of Behavioral Finance 2019-01-01 https://doi.org/10.1080/15427560.2019.1553177
1349 Brokered Versus Dealer Markets: Impact of... Katsumasa Nishide; Yuan Tian; International Review of Financial Analysis 2019-01-01 https://doi.org/10.1016/J.IRFA.2019.101371
1350 Does Short Selling Increase Speculation?... Lixu Xie; Xindong Zhang; Yan Zhang; Dong Wang; Theoretical Economics Letters 2019-01-01 https://doi.org/10.4236/tel.2019.97169
1351 Terror Attacks and Cryptocurrency Trading... Hui-Pei Cheng; Shih-Yung Chiu; Kuang-Chieh Yen; Risk Management & Analysis in Financial... 2019-01-01 https://doi.org/10.2139/ssrn.3474785
1352 Trading Volume and Prediction of Stock Return... Numan Ülkü; Olena Onishchenko; Journal of Forecasting 2019-01-01 https://doi.org/10.1002/FOR.2582
1353 Substitution Between Short Selling and Options... Shiyang Huang; Tse-Chun Lin; Weinan Zheng; Capital Markets: Asset Pricing & Valuation... 2019-01-01 https://doi.org/10.2139/ssrn.3372333
1354 Determinants of Capital Structure on Trading... Shanker Dhodary; NCC Journal 2019-01-01 https://doi.org/10.3126/NCCJ.V4I1.24750
1355 Who Trades on Momentum?Summary Related Papers... Markus Baltzer; Stephan Jank; Esad Smajlbegovic; Journal of Financial Markets 2019-01-01 https://doi.org/10.1016/J.FINMAR.2018.08.003
1356 Direct Evidence of Bitcoin Wash TradingIF:3... Arash Aloosh; Jiasun Li; ERN: Econometric Modeling in Financial... 2019-01-01 https://doi.org/10.2139/ssrn.3362153
1357 A Secure and Efficient Blockchain-Based Data... Chuan Chen; Jiajing Wu; Hui Lin; Wuhui Chen;... IEEE Transactions on Vehicular Technology 2019-01-01 https://doi.org/10.1109/TVT.2019.2927533
1358 Noise Trading and Asset Pricing FactorsIF:3... Shiyang Huang; Yang Song; Hong Xiang; ERN: Efficient Market Hypothesis Models (Topic) 2019-01-01 https://doi.org/10.2139/ssrn.3359356
1359 The Effectiveness of Technical Trading Rules in... Shaen Corbet; Veysel Eraslan; Brian M. Lucey;... Finance Research Letters 2019-01-01 https://doi.org/10.1016/j.frl.2019.04.027
1360 The Relationship Between Stock Prices and... Jung-Do Roh; Sang-Won Hwang; Journal of Korea Research Association of... 2019-01-01 https://doi.org/10.29331/jkraic.2019.10.19.5.1
1361 Overcoming Arbitrage Limits: Option Trading and... Abhay Abhyankar; Ilias Filippou; Pedro Angel... Capital Markets: Asset Pricing & Valuation... 2019-01-01 https://doi.org/10.2139/ssrn.3206873
1362 Sinning By Omission: Insider Trading and... Nicolas-Guillaume Martineau; Xavier de Vanssay; Journal of Economics and Business 2019-01-01 https://doi.org/10.1016/J.JECONBUS.2019.01.001
1363 The Effects of Trading Suspensions in... Qing He; Jingyun Gan; Shuwan Wang; Terence Tai... The North American Journal of Economics and... 2019-01-01 https://doi.org/10.1016/J.NAJEF.2019.100985
1364 The Evolutionary Game Analysis and Simulation... Suyong Zhang; Chuanxu Wang; Chao Yu; Appl. Math. Comput. 2019-01-01 https://doi.org/10.1016/j.amc.2019.02.080
1365 Sentiment Trading, Informed Trading and Dynamic... Jinfang Li; The North American Journal of Economics and... 2019-01-01 https://doi.org/10.1016/J.NAJEF.2018.11.015
1366 Ways to Increase The Potential of... Numan Bsharat; Problems of Innovation and Investment Development 2019-01-01 https://doi.org/10.33813/2224-1213.20.2019.5
1367 Analisis Perbedaan Abnormal Return Dan Trading... Tias Marganing Sih; Tatang Ary Gumanti; Hadi... e-Journal Ekonomi Bisnis dan Akuntansi 2019-01-01 https://doi.org/10.19184/EJEBA.V6I2.11161
1368 A Peer to Peer Ecosystem for Cash Equity... Youssef Raqui; Microeconomics: General Equilibrium &... 2019-01-01 https://doi.org/10.2139/ssrn.3309664
1369 Expiration Day Effects on European Trading... Bogdan Batrinca; Christian W. Hesse; Philip C.... Empirical Economics 2019-01-01 https://doi.org/10.1007/S00181-019-01627-2
1370 Is Individual Trading Priced in The Preferred... Cheol Park; Paul Moon Sub Choi; Joung Hwa Choi; Emerging Markets Review 2019-01-01 https://doi.org/10.1016/J.EMEMAR.2018.03.006
1371 Understanding What Drives Bitcoin Trading... Natalia Jerdack; Akmaral Dauletbek; Meredith... arxiv-cs.CY 2018-12-27 http://arxiv.org/abs/1901.00720
1372 Analisis Penerapan Trading Strategy Dan... T. Wilson; ULTIMA Accounting 2018-12-20 https://doi.org/10.31937/AKUNTANSI.V10I1.977
1373 Ecology Of Trading Strategies In A Forex Market... Takumi Sueshige; Kiyoshi Kanazawa; Hideki... PloS one 2018-12-17 https://pubmed.ncbi.nlm.nih.gov/30557323
1374 An Adaptive Box-Normalization Stock Index... Yingying Zhu; Hui Yang; Jianmin Jiang; Qiang... International Conference on Neural Information... 2018-12-13 https://doi.org/10.1007/978-3-030-04182-3_30
1375 Trading The Stock Market Using Google Search... Joseph Keenan St. Pierre; Mateusz Klimkiewicz;... 2018-12-10 https://doi.org/10.1504/IJFERM.2018.10017154
1376 Prediction and Portfolio Optimization in... Van-Dai Ta; Chuan-Ming Liu; Direselign Addis; Proceedings of the 9th International Symposium... 2018-12-06 https://doi.org/10.1145/3287921.3287963
1377 Evaluating The Building Blocks Of A Dynamically... Sonam Srivastava; Ritabratta Bhattacharya; arxiv-q-fin.ST 2018-12-06 http://arxiv.org/abs/1812.02527
1378 Slow-fast Analysis of A Multi-group Asset Flow... Mark DeSantis; David Swigon; PloS one 2018-11-29 https://pubmed.ncbi.nlm.nih.gov/30496215
1379 Trading Signal Analysis with Pairs Trading... Natnarong Namwong; W. Yamaka; R. Tansuchat; Structural Changes and their Econometric Modeling 2018-11-24 https://doi.org/10.1007/978-3-030-04263-9_29
1380 Practical Deep Reinforcement Learning Approach... Xiao-Yang Liu; Zhuoran Xiong; Shan Zhong;... arxiv-cs.LG 2018-11-19 http://arxiv.org/abs/1811.07522
1381 Modification Terms to The Black–Scholes Model... Choi-Hong Lai; International Journal of Computer Mathematics 2018-11-15 https://doi.org/10.1080/00207160.2018.1542135
1382 Optimal Trading Using SignalsRelated Papers... Hadrien De March; Charles-Albert Lehalle; arxiv-q-fin.TR 2018-11-08 http://arxiv.org/abs/1811.03718
1383 Deep Learning Can Replicate Adaptive Traders In... Arthur le Calvez; Dave Cliff; arxiv-cs.CE 2018-11-07 http://arxiv.org/abs/1811.02880
1384 COMMENTARY: Reflections on “Cluster Analysis... Jeffrey M. Bacidore; The Journal of Trading 2018-10-31 https://doi.org/10.3905/jot.2018.13.4.130
1385 PENGARUH TOTAL ASSET TURNOVER, DEBT TO EQUITY... M. Hidayat; Yulia Efni; Andewi Rokhmawati; 2018-10-31 https://doi.org/10.31629/jiafi.v2i1.1276
1386 High‐frequency Trading from An Evolutionary... Viktor Manahov; R. Hudson; Andrew Urquhart; International Journal of Finance & Economics 2018-10-22 https://doi.org/10.1002/IJFE.1700
1387 Intraday Seasonalities And Nonstationarity Of... Michelle B Graczyk; Silvio M D Queirós; arxiv-q-fin.ST 2018-10-21 http://arxiv.org/abs/1810.12099
1388 ‘Making’, ‘taking’ and The Material Political... D. MacKenzie; Economy and Society 2018-10-02 https://doi.org/10.1080/03085147.2018.1528076
1389 A Sophisticated Optimization Algorithm for... Chun-Hao Chen; Yuhsin Chen; Mu-En Wu; T. Hong; 2018 IEEE International Conference on Systems,... 2018-10-01 https://doi.org/10.1109/SMC.2018.00579
1390 BSE: A Minimal Simulation Of A Limit-Order-Book... Dave Cliff; arxiv-cs.CE 2018-09-17 http://arxiv.org/abs/1809.06027
1391 Multi-Depot Open Vehicle Routing Problem With... Ling Shen; Fengming Tao; Songyi Wang; International journal of environmental research... 2018-09-17 https://pubmed.ncbi.nlm.nih.gov/30227626
1392 General Equilibrium With Endogenous Trading... Sebastián Cea-Echenique; Juan Pablo Torres-... PloS one 2018-09-17 https://pubmed.ncbi.nlm.nih.gov/30222752
1393 Optimal Dynamic Basis TradingRelated Papers... Bahman Angoshtari; Tim Leung; arxiv-q-fin.PM 2018-09-16 http://arxiv.org/abs/1809.05961
1394 Switching Between A Pair of Stocks: An Optimal... Jingzhi Tie; Qing Zhang; Mathematical Control and Related Fields 2018-09-14 https://doi.org/10.3934/mcrf.2018042
1395 VLSTM: Very Long Short-Term Memory Networks For... Prakhar Ganesh; Puneet Rakheja; arxiv-cs.LG 2018-09-05 http://arxiv.org/abs/1809.01506
1396 Improved Monitoring Performance of Financial... Yeti Li; Xian Wang; C. Burns; Proceedings of the Human Factors and Ergonomics... 2018-09-01 https://doi.org/10.1177/1541931218621045
1397 Toward Semantic Social Network Analysis for... W. Du; 2018 14th International Conference on... 2018-09-01 https://doi.org/10.1109/SKG.2018.00050
1398 Investor-Imitator: A Framework For Trading... Yi Ding; Weiqing Liu; Jiang Bian; Daoqiang... kdd 2018-08-26 https://doi.org/10.1145/3219819.3220113
1399 Inventory Management For High-Frequency Trading... Sebastian Herrmann; Johannes Muhle-Karbe;... arxiv-q-fin.TR 2018-08-15 http://arxiv.org/abs/1808.05169
1400 Fast or Slow: Optimal Trading Strategies with... Hong Liu; Jing Xu; Microeconomics: Production 2018-08-05 https://doi.org/10.2139/ssrn.3226508
1401 The Control Strategies for High Frequency... Xinying Jia; Raymond Yiu Keung Lau; 2018 IEEE 4th International Conference on... 2018-08-01 https://doi.org/10.1109/CCSSE.2018.8724810
1402 Analysis and Analog Simulation of The... Bo Zhang; Xueting Cao; Allen Yang; 2018-08-01 https://doi.org/10.2991/icitme-18.2018.22
1403 Extracting The Multi-timescale Activity... Teruyoshi Kobayashi; Anna Sapienza; Emilio... Scientific reports 2018-07-25 https://pubmed.ncbi.nlm.nih.gov/30046150
1404 Using Internet Search Trends And Historical... Ping-Feng Pai; Ling-Chuang Hong; Kuo-Ping Lin; Computational intelligence and neuroscience 2018-07-24 https://pubmed.ncbi.nlm.nih.gov/30140278
1405 Algorithmic Trading Systems Based on Google... R. Martínez; Camilo Prado Román; María Cruz; 2018-07-11 https://doi.org/10.4995/CARMA2018.2018.8295
1406 Pairs Trading Strategy: A Recommendation... Ghazi Al-Naymat; M. Alkasassbeh; Zyad Sober; International Journal of Computers and... 2018-07-09 https://doi.org/10.1080/1206212X.2018.1493074
1407 Financial Trading As A Game: A Deep... Chien Yi Huang; arxiv-q-fin.TR 2018-07-08 http://arxiv.org/abs/1807.02787
1408 A Fuzzy Based Recommendation System for Stock... Érico Augusto Nunes Pinto; L. Schnitman;... Annual Conference on the North American Fuzzy... 2018-07-04 https://doi.org/10.1007/978-3-319-95312-0_28
1409 First to Read The News: New Analytics and... Bastian von Beschwitz; Donald B. Keim; M. Massa; International Political Economy: Investment &... 2018-07-01 https://doi.org/10.17016/IFDP.2018.1233
1410 Weightless Neural Network for High Frequency... S. A. Alves; W. Caarls; P. Lima; 2018 International Joint Conference on Neural... 2018-07-01 https://doi.org/10.1109/IJCNN.2018.8489445
1411 Short-Term Stock Market Fuzzy Trading System... A. Tealab; H. Hefny; A. Badr; International Journal of Intelligent... 2018-06-30 https://doi.org/10.22266/IJIES2018.0630.06
1412 Mixed Reality Stock Trading Visualization... Dariusz Rumiński; Mikolaj Maik; K. Walczak; International Conference on Augmented and... 2018-06-24 https://doi.org/10.1007/978-3-319-95270-3_25
1413 Using A Robot Trader for Automatic... Khalid Abouloula; S. Krit; ICEMIS ’18 2018-06-19 https://doi.org/10.1145/3234698.3234701
1414 Keynote Talk: High-Frequency Trading and The... Eric Budish; Proceedings of the 2018 ACM Conference on... 2018-06-11 https://doi.org/10.1145/3219166.3219237
1415 Stock Trading Via Feedback Control: An Extremum... S. Formentin; F. Previdi; Gabriele Maroni;... 2018 26th Mediterranean Conference on Control... 2018-06-01 https://doi.org/10.1109/MED.2018.8442799
1416 Automated Trading of Cryptocurrency Using... S. R. Chheda; A. .; P. Singh; A. Bhole; International Journal of Computer Sciences and... 2018-05-31 https://doi.org/10.26438/ijcse/v6i5.209214
1417 Trading Behaviours Analysis in An Artificial... Fuchen Pan; Li Lin; Journal of Functional Analysis 2018-05-23 https://doi.org/10.11648/j.jfa.20180602.13
1418 Anticipating Cryptocurrency Prices Using... Laura Alessandretti; Abeer ElBahrawy; Luca... arxiv-physics.soc-ph 2018-05-22 http://arxiv.org/abs/1805.08550
1419 Algorithmic Trading With Fitted Q Iteration And... Son Le; arxiv-q-fin.TR 2018-05-18 http://arxiv.org/abs/1805.07478
1420 Automation and Affect : A Study of Algorithmic... R. Seyfert; 2018-05-11 https://doi.org/10.4324/9781315163864-10
1421 Optimal Liquidation Under Stochastic Price... Weston Barger; Matthew Lorig; arxiv-q-fin.TR 2018-04-11 http://arxiv.org/abs/1804.04170
1422 The Impact Of Margin Trading On Share Price... Ya-Chun Gao; Huai-Lin Tang; Shi-Min Cai; Jing-... arxiv-q-fin.GN 2018-04-02 http://arxiv.org/abs/1804.07352
1423 Investor Attention and Stock Market... Xuewu Wang; Zhipeng Yan; Qunzi Zhang; Xuechen Gao; Journal of Futures Markets 2018-04-01 https://doi.org/10.1002/FUT.21890
1424 Multivariate Statistical Model Based Currency... Smail Tigani; Rachid Saadane; Mediterranean Conference on Pattern Recognition... 2018-03-27 https://doi.org/10.1145/3177148.3180093
1425 Pairs Trading with A Mean-reverting... Johannes Stübinger; Sylvia Endres; Quantitative Finance 2018-02-22 https://doi.org/10.1080/14697688.2017.1417624
1426 Algorithmic Trading in PracticeRelated Papers... P. Gomber; K. Zimmermann; 2018-02-22 https://doi.org/10.1093/OXFORDHB/9780199844371.013.12
1427 Algorithmic Bidding For Virtual Trading In... Sevi Baltaoglu; Lang Tong; Qing Zhao; arxiv-cs.GT 2018-02-08 http://arxiv.org/abs/1802.03010
1428 The Power Of Trading Polarity: Evidence From... Shan Lu; Jichang Zhao; Huiwen Wang; arxiv-q-fin.CP 2018-02-04 http://arxiv.org/abs/1802.01143
1429 Social Network Based Short-Term Stock Trading... PAOLO CREMONESI et. al. arxiv-cs.SI 2018-01-16 http://arxiv.org/abs/1801.05295
1430 Predict Forex Trend Via Convolutional Neural... Yun-Cheng Tsai; Jun-Hao Chen; Jun-Jie Wang; arxiv-cs.CE 2018-01-09 http://arxiv.org/abs/1801.03018
1431 Zastosowanie Drapieżnych Strategii W Handlu O... Carlos Jorge Lenczewski Martins; 2018-01-09 https://doi.org/10.17951/H.2017.51.4.207
1432 Trading The Twitter Sentiment With... Catherine Xiao; Wanfeng Chen; arxiv-cs.AI 2018-01-07 http://arxiv.org/abs/1801.02243
1433 Is There A Magnet Effect of Rule-Based Circuit... Benjamin Clapham; Econometric Modeling: Financial Markets... 2018-01-01 https://doi.org/10.2139/ssrn.3190316
1434 The Effect of Fast Trading on Price Discovery... Paolo Bizzozero; Raphael Flepp; Egon Franck; Journal of Economic Behavior & Organization 2018-01-01 https://doi.org/10.1016/J.JEBO.2018.09.020
1435 Analisis Pengaruh Informasi Laba Terhadap... Farichah Farichah; 2018-01-01 https://doi.org/10.24912/ja.v22i1.327
1436 Do Investors Mimic Trading Strategies of... W. Chamil Senarathne; Wei Jianguo; Studies in Business and Economics 2018-01-01 https://doi.org/10.2478/sbe-2018-0042
1437 Information Embedded in Options Open Interest... T. Mallikarjunappa; Journal of management science 2018-01-01 https://doi.org/10.1504/AJMSA.2018.10020429
1438 A New Equilibrium Trading Model with Asymmetric... Lianzhang Bao; Guangliang Zhao; Zhuo Jin; 2018-01-01 https://doi.org/10.3934/QFE.2018.1.217
1439 Reflections on Cluster Analysis for Evaluating... Jeffrey M. Bacidore; Journal of Trading 2018-01-01 https://doi.org/10.3905/JOT.V14I4.5158
1440 Momentum, Market Regime and Stocks & Options... Awoga Cpa; 2018-01-01 https://doi.org/10.2139/SSRN.3306329
1441 Short-Term Trading Skill: An Analysis of... Mehmet Saglam; Ciamac C. Moallemi; Michael... Microeconomics: Asymmetric & Private... 2018-01-01 https://doi.org/10.2139/ssrn.2463952
1442 Dynamic Pricing for Decentralized Energy... Youbo Liu; Kunyu Zuo; Xueqin (Amy) Liu; Junyong... Applied Energy 2018-01-01 https://doi.org/10.1016/J.APENERGY.2018.06.124
1443 A Case Study in Regulatory Arbitrage and... Haim Bodek; Global Algorithmic Capital Markets 2018-01-01 https://doi.org/10.1093/OSO%2F9780198829461.003.0003
1444 Algorithmic Trading and Market... Yesha Yadav; Global Algorithmic Capital Markets 2018-01-01 https://doi.org/10.1093/OSO%2F9780198829461.003.0009
1445 High Frequency Trading and Circuit Breakers in... Steffen Kern; Giuseppe Loiacono; Global Algorithmic Capital Markets 2018-01-01 https://doi.org/10.1093/OSO%2F9780198829461.003.0012
1446 Robust Trading for Ambiguity-Averse... Paolo Vitale; Journal of Banking and Finance 2018-01-01 https://doi.org/10.1016/J.JBANKFIN.2018.03.007
1447 Trading and Ordering Patterns of Market... TAIGA SAITO et. al. Asia-Pacific Financial Markets 2018-01-01 https://doi.org/10.1007/S10690-018-9245-6
1448 Machine Learning The Cryptocurrency... Laura Alessandretti; Abeer ElBahrawy; Luca... Mutual Funds 2018-01-01 https://doi.org/10.2139/ssrn.3183792
1449 Research on Trading Strategies of Continuous... Yuan Shao; Meng-ya Zhou; Ya-juan Wang; 2018-01-01 https://doi.org/10.2991/ICMESS-18.2018.321
1450 Aplicação De Estratégias De High Frequency... Rodrigo Soares Lopes; 2018-01-01 https://doi.org/10.11606/D.12.2018.TDE-21082018-142155
1451 Improved Turtle Trading Strategy and Empirical... Jingxian Xu; Junhao Zheng; 2018-01-01 https://doi.org/10.2991/ICESEM-18.2018.279
1452 Trading The VIX Futures Roll Using Exchange-... David Lawrence Buehler; Patrick J. Cusatis; Journal of Trading 2018-01-01 https://doi.org/10.3905/JOT.2018.1.061
1453 High-Frequency Trading StrategiesIF:3 Summary... Michael A. Goldstein; Amy Kwan; Richard Philip; Capital Markets: Market Microstructure eJournal 2018-01-01 https://doi.org/10.2139/ssrn.2973019
1454 A Single-stage Approach for Cointegration-based... K. F. Law; Wai Keung Li; Philip L. H. Yu; Finance Research Letters 2018-01-01 https://doi.org/10.1016/J.FRL.2017.12.011
1455 Using Intelligent Computing and Data Stream... Chien-Cheng Lin; Chun-Sheng Chen; An-Pin Chen; Appl. Soft Comput. 2018-01-01 https://doi.org/10.1016/j.asoc.2017.08.008
1456 The Dynamics of Information Production and... Ling Cen; Vanitha Ragunathan; Yan Xiong; Liyan... ERN: Efficient Market Hypothesis Models (Topic) 2018-01-01 https://doi.org/10.2139/ssrn.3130197
1457 A Contract Game for Direct Energy Trading in... Biling Zhang; Chunxiao Jiang; Jung-Lang Yu; Zhu... IEEE Transactions on Smart Grid 2018-01-01 https://doi.org/10.1109/TSG.2016.2622743
1458 The Competitive Landscape of High-Frequency... Ekkehart Boehmer; Dan Li; Gideon Saar; Review of Financial Studies 2018-01-01 https://doi.org/10.1093/RFS%2FHHX144
1459 Opportunism As A Firm and Managerial Trait:... Usman Ali; David A. Hirshleifer; Corporate Governance: Disclosure 2018-01-01 https://doi.org/10.2139/ssrn.3178347
1460 Can Transient Institutions Correctly Interpret... Gang Hu; B. Ke; Yong Yu; Journal of Accounting, Auditing & Finance 2018-01-01 https://doi.org/10.1177/0148558X17704104
1461 Big Data Analytics: A Trading Strategy of NSE... Gokul Parambalath; E. Mahesh; P.... Data Management, Analytics and Innovation 2018-01-01 https://doi.org/10.1007/978-981-13-1274-8_11
1462 Price Dynamics & Trading Strategies in The... Kevin Guo; 2018-01-01 https://doi.org/10.7916/D8TJ04JT
1463 A Distributed Digital Asset-Trading Platform... Rong Wang; Wei-Tek Tsai; Juan He; Can Liu;... 2018-01-01 https://doi.org/10.1007/978-3-030-05764-0_6
1464 Implications of High-Frequency Trading for... Oliver Linton; Soheil Mahmoodzadeh; Annual Review of Economics 2018-01-01 https://doi.org/10.1146/annurev-economics-063016-104407
1465 European Legal Framework for Algorithmic and... Tilen Cuk; Arnaud Van Waeyenberge; European Journal of Risk Regulation 2018-01-01 https://doi.org/10.1017/err.2018.3
1466 Trading Data of Some A-share Listed Companies... 王 宠霖; 2018-01-01 https://doi.org/10.18170/DVN%2FKIMOSQ
1467 Convergence of Trading Strategies in Continuous... Junhuan Zhang; Peter McBurney; Katarzyna Musial; Review of Quantitative Finance and Accounting 2018-01-01 https://doi.org/10.1007/S11156-017-0631-3
1468 Constructing Trading Strategies According to... Yi-Chang Chen; Chao-Chung Ho; Linna Deng;... 2018-01-01 https://doi.org/10.2991/icesem-18.2018.288
1469 Technical Analysis for Cryptocurrency Trading... Sirapop Kamrat; Napasorn Suesangiamsakul;... 2018 3rd Technology Innovation Management and... 2018-01-01 https://doi.org/10.1109/TIMES-ICON.2018.8621823
1470 Momentum and Reversal Strategies in Chinese... Yurun Yang; Ahmet Göncü; Athanasios A. Pantelous; International Review of Financial Analysis 2018-01-01 https://doi.org/10.1016/J.IRFA.2018.09.012
1471 A Market Making Quotation Strategy Based on... Pei-Ying Hsu; Chin Chou; Szu-Hao Huang; An-Pin... 2018 IEEE International Conference on Agents (ICA) 2018-01-01 https://doi.org/10.1109/AGENTS.2018.8460084
1472 An Empirical Study on Importance of Modeling... Thuy-An Dinh; Yung-Keun Kwon; Informatics 2018-01-01 https://doi.org/10.3390/informatics5030036
1473 Cloning Strategies from Trading Records Using... Chiao- Ting Chen; An-Pin Chen; Szu-Hao Huang; 2018 IEEE International Conference on Agents (ICA) 2018-01-01 https://doi.org/10.1109/AGENTS.2018.8460078
1474 Price Cyclicality Model for Financial Markets.... Pauna Cristian; Lungu Ion; ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS... 2018-01-01 https://doi.org/10.24818/18423264%2F52.4.18.10
1475 Price Discovery in The Bitcoin Futures and Cash... Tatja Karkkainen; European Finance eJournal 2018-01-01 https://doi.org/10.2139/ssrn.3243969
1476 The Bio-Inspired Optimization of Trading... Rafał Dreżewski; Grzegorz Dziuban; Karol Pająk; Sustainability 2018-01-01 https://doi.org/10.3390/SU10051460
1477 Replicating A Trading Strategy By Means of LSTM... Luigi Troiano; Elena Mejuto Villa; Vincenzo Loia; IEEE Transactions on Industrial Informatics 2018-01-01 https://doi.org/10.1109/TII.2018.2811377
1478 Integrating Principle Component Analysis and... Yingjun Chen; Yijie Hao; Neurocomputing 2018-01-01 https://doi.org/10.1016/j.neucom.2018.08.077
1479 Performance Comparison of Three Automated... D. Th. Vezeris; C. J. Schinas; International Journal of Trade, Economics and... 2018-01-01 https://doi.org/10.18178/ijtef.2018.9.4.609
1480 A Survey on Computer Automated Trading in... K. Sudhakar; 2018-01-01 https://doi.org/10.24247/IJMPERDFEB201859
1481 Optimal Leverage in Day TradingSummary Related... Christian Lundström; 2018-01-01 https://doi.org/10.3905/jot.2018.13.2.057
1482 Cluster Analysis for Evaluating Trading... Jeff Bacidore; Kathryn Berkow; Ben Polidore;... 2018-01-01 https://doi.org/10.3905/jot.2018.13.4.132
1483 Price Informativeness and High Frequency... Panagiotis Anagnostidis; Patrice Fontaine;... 2018-01-01 https://doi.org/10.2139/SSRN.3098718
1484 Online Stock Trading Learning Through Real Bank... Ira Siti Sarah; 2018-01-01 https://doi.org/10.2991/ICET-18.2018.11
1485 The Impact of Order Imbalance on Returns,... Steffen Volkenand; Guenther Filler; Martin... Agricultural Finance Review 2018-01-01 https://doi.org/10.1108/AFR-10-2017-0099
1486 Insider Trading and Future Stock Returns in... Dimitris K. Chronopoulos; David G. McMillan;... The European Journal of Finance 2018-01-01 https://doi.org/10.1080/1351847X.2018.1487312
1487 A Hybrid Financial Trading Support System Using... Manoj Thakur; Deepak Kumar; Appl. Soft Comput. 2018-01-01 https://doi.org/10.1016/j.asoc.2018.03.006
1488 What FinTech Can Learn from High-Frequency... Eleonora Monaco; Disrupting Finance 2018-01-01 https://doi.org/10.1007/978-3-030-02330-0_4
1489 Using Autoregressive Modelling and Machine... Phillip Hushani; Advances in Intelligent Systems and Computing 2018-01-01 https://doi.org/10.1007/978-981-13-1165-9_70
1490 Fundamentals of Algorithmic Markets: Liquidity,... Laura Lotti; Philosophy & Technology 2018-01-01 https://doi.org/10.1007/S13347-016-0249-8
1491 The Impact of Mandatory IFRS Reporting on... Andrew Lepone; Jin Boon Wong; ARN Wiley-Blackwell Publishers Journals 2018-01-01 https://doi.org/10.1111/jbfa.12320
1492 Pairs Trading Under Transaction Costs Using... James A. Primbs; Yuji Yamada; Quantitative Finance 2018-01-01 https://doi.org/10.1080/14697688.2017.1374549
1493 Algorithmic Trading and Liquidity: Long Term... Roland Mestel; Michael Murg; Erik Theissen; Finance Research Letters 2018-01-01 https://doi.org/10.1016/J.FRL.2018.01.004
1494 Computational Speed and High-frequency Trading... Alexandru-Ioan Stan; Electronic Markets 2018-01-01 https://doi.org/10.1007/s12525-017-0264-3
1495 High-Frequency Trading in The U.S. Treasury... George J. Jiang; Ingrid Lo; Giorgio Valente; Capital Markets: Market Efficiency eJournal 2018-01-01 https://doi.org/10.2139/ssrn.3233332
1496 An Innovative Risk Management Methodology for... Josua Gösmann; Daniel Ziggel; Journal of Asset Management 2018-01-01 https://doi.org/10.1057/S41260-017-0062-7
1497 Automatic Stock Trading System Combined with... Wei-Lun Yeoh; Yi-Jhen Jhang; Shu-Yu Kuo; Yao-... 2018 IEEE International Conference on Systems,... 2018-01-01 https://doi.org/10.1109/SMC.2018.00272
1498 High Frequency Trading and Co-Movement in... Laura Malceniece; K�?rlis Malcenieks; T�?lis J.... Econometric Modeling: Capital Markets –... 2018-01-01 https://doi.org/10.2139/ssrn.2827148
1499 Portfolio Modeling for An Algorithmic Trading... Riemann Ruiz-Cruz; IFAC-PapersOnLine 2018-01-01 https://doi.org/10.1016/J.IFACOL.2018.07.310
1500 Ethereum Smart Contract-based Automated Power... Sein Myung; Jong-Hyouk Lee; The Journal of Supercomputing 2018-01-01 https://doi.org/10.1007/s11227-018-2697-7

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