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Algorithmic trading based on biologically-inspired algorithms
Vassiliadis, Vassilios; Dounias, Georgios - In: The Oxford handbook of computational economics and finance, (pp. 295-310). 2018
Persistent link: https://www.econbiz.de/10011952492
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Algorithmic complexity of financial motions
Brandouy, Olivier; Delahaye, Jean-Paul; Ma, Lin; Zenil, … - In: Research in international business and finance 30 (2014), pp. 336-347
Persistent link: https://www.econbiz.de/10010391735
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Policy interactions in a monetary union : an application of the optgame algorithm
Blueschke, Dmitri; Neck, Reinhard - In: Dynamic games in economics : [... 12th VW, held in …, (pp. 51-68). 2014
Persistent link: https://www.econbiz.de/10010395295
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Enhanced forecasting methods, fat tails, and their applications in finance
Scherrer, Christian - 2010
Persistent link: https://www.econbiz.de/10008842522
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Essays on adaptive learning with applications to monetary policy
Fries, Oliver - 2008
Persistent link: https://www.econbiz.de/10003719673
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Predict stock prices using supervised learning algorithms and particle swarm optimization algorithm
Bazrkar, Mohammad Javad; Hosseini, Soodeh - In: Computational economics 62 (2023) 1, pp. 165-186
Persistent link: https://www.econbiz.de/10014327292
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Agent-based artificial financial market with evolutionary algorithm
Chen, Yan; Xu, Zezhou; Yu, Wenqiang - In: Economic research 35 (2022) 1,5, pp. 5037-5057
Persistent link: https://www.econbiz.de/10014413977
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Allocation of Stocks in a Portfolio Using Antlion Algorithm : Investor's Perspective
Kaushal, Kshma - 2018
technique—Antlion Algorithm (ALO). ALO mimics the hunting mechanism of antlions in nature and can be used as an optimization … results obtained using ALO have been compared with those obtained using conventional Genetic Algorithm (GA) and it has been …
Persistent link: https://www.econbiz.de/10012921823
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State Space Models With Endogenous Regime Switching
Chang, Yoosoon - 2019
computationally efficient filtering algorithm to estimate the non-linear model. Calculations are greatly simplified by appropriate … augmentation of the transition equation and exploiting the conditionally linear and Gaussian structure. The algorithm is shown to …
Persistent link: https://www.econbiz.de/10012897234
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Algorithmic Trading of Co-Integrated Assets
Cartea, Álvaro - 2016
We assume that the drift in the returns of asset prices consists of an idiosyncratic component and a common component given by a co-integration factor. We analyze the optimal investment strategy for an agent who maximizes expected utility of wealth by dynamically trading in these assets. The...
Persistent link: https://www.econbiz.de/10013004099