Search Results - subject:"algorithm"

An efficient hybrid algorithm to solve credit scoring problem

Barhdadi, Mohamed; Benyacoub, Badreddine; Ouzineb, Mohamed - 2023

Persistent link: https://www.econbiz.de/10014336390

Markets, market algorithms, and algorithmic bias

Basshuysen, Philippe van - In: Journal of economic methodology 30 (2023) 4, pp. 310-321

Persistent link: https://www.econbiz.de/10015052992

Algorithmic Black Swans

Kolt, Noam - 2023

From biased lending algorithms to chatbots that spew violent hate speech, AI systems already pose many risks to society. While policymakers have a responsibility to tackle pressing issues of algorithmic fairness, privacy, and accountability, they also have a responsibility to consider broader,...

Persistent link: https://www.econbiz.de/10014254401

Hiring, Algorithms, and Choice : Why Interviews Still Matter

Bhargava, Vikram R.; Assadi, Pooria - 2023

Why do organizations conduct job interviews? The traditional view of interviewing holds that interviews are conducted, despite their steep costs, to predict a candidate’s future performance and fit. This view faces a twofold threat: the behavioral and algorithmic threats. Specifically, an...

Persistent link: https://www.econbiz.de/10014255398

Building up Cyber Resilience by Better Grasping Cyber Risk Via a New Algorithm for Modelling Heavy-Tailed Data

Dacorogna, Michel M.; Debbabi, Nehla; Kratz, Marie - 2023

Gendarmerie Nationale.We perform this analysis with a new algorithm developed for non-negative asymmetric heavy-tailed data, which …

Persistent link: https://www.econbiz.de/10014255949

A New Algorithm for Computing Path Integrals and Weak Approximation of SDEs Inspired by Large Deviations and Malliavin Calculus

Yamada, Toshihiro - 2023

simulation method is provided with the algorithm. Numerical results are shown to verify the effectiveness …

Persistent link: https://www.econbiz.de/10014256162

Iterative Bregman Algorithm for Monte Carlo Enhancement

Reghai, Adil - 2023

Sampled distributions are used to price, hedge and produce scenarios for derivative products which is essential for risk management. This approach accumulates many types of discretisation errors. These can be linked to data quality input, to calibration algorithms, discretisation in time,...

Persistent link: https://www.econbiz.de/10014256342

Short-Run Price Efficiency and Discovery of Algorithmic Traders : A Machine Learning Approach

Curran, Edward; Hunt, Jack; Mollica, Vito - 2023

This paper examines the short-run weak-form efficiency of equities, using a proprietary data set permitting analysis of orderbook characteristics to measure short-term price predictability. The results show that high levels of algorithmic trader activity in a stock lowers the level of short-run...

Persistent link: https://www.econbiz.de/10014256598

Estimation of the Probability of Informed Trading Models Via an Expectation-Conditional Maximization Algorithm

Ghachem, Montasser; Ersan, Oguz - 2023

) algorithm, which can serve as an alternative to existing methods for estimating various PIN models.Our method provides optimal … indicate that the estimation using the ECM algorithm is, by and large, faster, more accurate, and uses less memory than … standard methods used in the literature, making it a robust alternative. Importantly, the ECM algorithm is not limited to the …

Persistent link: https://www.econbiz.de/10014256684

A Reinforcement Learning Algorithm for Trading Commodities

Giorgi, Federico; Herzel, Stefano; Pigato, Paolo - 2023

We propose a Reinforcement Learning (RL) algorithm for generating a trading strategy in a realistic setting, that … includes transaction costs and factors driving the asset dynamics. We benchmark our algorithm against the analytical optimal …

Persistent link: https://www.econbiz.de/10014257187