Essays about: "Högfrekvenshandel"

Showing result 1 - 5 of 6 essays containing the word Högfrekvenshandel.

  1. 1. Reinforcement Learning for Market Making

    University essay from KTH/Matematisk statistik

    Author : Simon Carlsson; August Regnell; [2022]
    Keywords : Reinforcement learning; Market making; Deep reinforcement learning; Limit order book; Algorithmic trading; High-frequency trading; Machine learning; Artificial intelligence; Q-learning; DDQN; Förstärkningsinlärning; Market making; Djup förstärkningsinlärning; Limitorderbok; Algoritmisk handel; Högfrekvenshandel; Maskininlärning; Artificiell intelligens; Q-learning; DDQN;

    Abstract : Market making – the process of simultaneously and continuously providing buy and sell prices in a financial asset – is rather complicated to optimize. Applying reinforcement learning (RL) to infer optimal market making strategies is a relatively uncharted and novel research area. READ MORE

  3. 2. The impact of high-frequency trading on the Swedish stock market – based on liquidity and volatility

    University essay from Linköpings universitet/Nationalekonomi

    Author : Jonas Björkman; Johan Durling; [2018]
    Keywords : High-frequency trading; HFT; liquidity; volatility; quality; Högfrekvenshandel; HFT; likviditet; volatilitet; kvalitet;

    Abstract : This paper studies how high-frequency trading (HFT) affects the Swedish stock market quality based on volatility and liquidity measures. Previous studies show ambiguous results where a few propose that HFT deteriorates market quality by increasing volatility and decreasing liquidity while some studies point in the opposite direction. READ MORE

  4. 3. Simulating market maker behaviour using Deep Reinforcement Learning to understand market microstructure

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Elwin Marcus; [2018]
    Keywords : Deep Reinforcement Learning; Machine Learning; Market Microstructure; Market Maker; Financial Agent; Agent Based Modelling; Financial Artificial Markets; Complex Systems; Algorithmic Trading; Tensorforce; keras-RL; PPO; DQN; Dealer Market; Limit Order book;

    Abstract : Market microstructure studies the process of exchanging assets underexplicit trading rules. With algorithmic trading and high-frequencytrading, modern financial markets have seen profound changes in marketmicrostructure in the last 5 to 10 years. READ MORE

  5. 4. On-Line Market Microstructure Prediction Using Hidden Markov Models

    University essay from KTH/Matematisk statistik

    Author : Måns Tillman; [2017]
    Keywords : ;

    Abstract : Over the last decades, financial markets have undergone dramatic changes. With the advent of the arbitrage pricing theory, along with new technology, markets have become more efficient. READ MORE

  6. 5. Regulations and unhealthy market strategies in High Frequency Trading

    University essay from KTH/Fastigheter och byggande

    Author : Jonas Hallstroem; [2014]
    Keywords : High Frequency Trading; Unsound market strategies; Speed; Regulations; MiFID; Högfrekvenshandel; Osunda marknadsstrategier; Hastighet; Regleringar; MiFID;

    Abstract : High frequency trading, a version of algorithmic trading, has in recent years increased, and now represents a significant part of the trading. It has occasionally upset the public, due to its connections to events that brought negative publicity in media. READ MORE