Label: acm

All content with label acm.
Related Labels: agents, optimization, market-maker, market, multiobjective, options, limit-orders, reverse, neural, indicators, strategy, technical, performance, systems, particle, swarm, limit, vwap, trading, stock, algorithms, simulation more »

Automated trading on financial instruments with evolved neural networks (Stocks and Stock Trading) Automated trading on financial instruments with evolved neural networks Antonia Azzini, Andrea G. B. Tettamanzi July 2007 GECCO '07: Proceedings of the 9th annual conference on Genetic and evolutionary computation Publisher: ACM ABSTRACT This paper presents an ... Other labels: trading, strategy

Competitive algorithms for VWAP and limit order trading (Stocks and Stock Trading) Competitive algorithms for VWAP and limit order trading Sham M. Kakade, Michael Kearns, Yishay Mansour, Luis E. Ortiz May 2004 EC '04: Proceedings of the 5th ACM conference on Electronic commerce ABSTRACT We introduce new ... Other labels: trading, limit, strategy, vwap, limit-orders, algorithms

Data stream mining for market-neutral algorithmic trading (Stocks and Stock Trading) Data stream mining for marketneutral algorithmic trading Giovanni Montana, Kostas Triantafyllopoulos, Theodoros Tsagaris March 2008 SAC '08: Proceedings of the 2008 ACM symposium on Applied computing Publisher: ACM In algorithmic trading applications, a large number of coevolving ... Other labels: trading, strategy

Designing safe, profitable automated stock trading agents using evolutionary algorithms (Stocks and Stock Trading) Harish Subramanian, Subramanian Ramamoorthy, Peter Stone, Benjamin J. Kuipers July 2006 GECCO '06: Proceedings of the 8th annual conference on Genetic and evolutionary computation Publisher: ACM ABSTRACT Trading rules are widely used by practitioners as an effective ... Other labels: trading

Design of stock trading system for historical market data using multiobjective particle swarm optimization of technical indicators (Stocks and Stock Trading) Design of stock trading system for historical market data using multiobjective particle swarm optimization of technical indicators Antonio C. Briza, Prospero C. Naval Jr. July 2008 GECCO '08: Proceedings of the 2008 GECCO conference companion ... Other labels: systems, multiobjective, particle, stock, trading, indicators, swarm, optimization

Effectiveness of using quantified intermarket influence for predicting trading signals of stock markets (Stocks and Stock Trading) Effectiveness of using quantified intermarket influence for predicting trading signals of stock markets Chandima D. Tilakaratne, Musa A. Mammadov, Sidney A. Morris December 2007 AusDM '07: Proceedings of the sixth Australasian conference on Data mining and analytics Volume 70 ... Other labels: trading, neural

Market automation - self-regulation in a distributed environment (Stocks and Stock Trading) Market automation: selfregulation in a distributed environment Ross M. Miller April 1988 Proceedings of the ACM SIGOIS and IEEECS TCOA 1988 conference on Office information systems Publisher: ACM ABSTRACT Initial studies of the stock market crash of October 1987 ... Other labels: stock, trading, strategy, market

Neural networks, financial trading and the efficient markets hypothesis (Stocks and Stock Trading) Neural networks, financial trading and the efficient markets hypothesis Andrew Skabar, Ian Cloete January 2002 ACSC '02: Proceedings of the twentyfifth Australasian conference on Computer science Volume 4 , Volume 4 Publisher: Australian Computer Society, Inc ... Other labels: trading, neural

Non-myopic strategies in prediction markets (Stocks and Stock Trading) Nonmyopic strategies in prediction markets Stanko Dimitrov, Rahul Sami July 2008 EC '08: Proceedings of the 9th ACM conference on Electronic commerce ABSTRACT One attractive feature of market scoring rules Hanson, Information Systems Frontiers, 2003 ... Other labels: stock, trading, strategy

Online trading algorithms and robust option pricing (Stocks and Stock Trading) Online trading algorithms and robust option pricing Peter DeMarzo, Ilan Kremer, Yishay Mansour May 2006 STOC '06: Proceedings of the thirtyeighth annual ACM symposium on Theory of computing ABSTRACT In this work we show how to use efficient ... Other labels: options, trading, algorithms