Essays about: "thesis on algorithmic trading"

Showing result 1 - 5 of 21 essays containing the words thesis on algorithmic trading.

1. 1. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing

   University essay from KTH/Matematisk statistik

   Author : Hannes Backe; David Rydberg; [2023]
   Keywords : Smart Order Routing; Market Microstructure; Statistical Modelling; Survival Analysis; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest; Smart Order Routing; Marknadsmikrostruktur; Statistisk Modellering; Överlevnadsanalys; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest;

   Abstract : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. READ MORE

3. 2. An Artificial Neural Network Approach to Algorithmic Trading

   University essay from Lunds universitet/Matematisk statistik

   Author : Timmie Bengtsson; [2023]
   Keywords : Financial Markets; Machine Learning; Long Short-Term Memory; Gated Recurrent Unit; Recurrent Neural Networks; Time Series Analysis; Algorithmic Trading; Mathematics and Statistics;

   Abstract : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. READ MORE

4. 3. Federated Learning with FEDn for Financial Market Surveillance

   University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

   Author : Isak Voltaire Edoh; [2022]
   Keywords : machine learning; federated learning; privacy; market surveillance; financial markets; fraud detection; spoofing; market abuse; market manipulation; LSTM; FEDn;

   Abstract : Machine Learning (ML) is the current trend that most industries opt for to improve their business and operations. ML has also been adopted in the financial markets, where well-funded financial institutions employ the latest ML algorithms to gain an advantage on the market. READ MORE

5. 4. 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

6. 5. PET-Exchange: A Privacy Enhanced Trading Framework : A Framework for Limit-Order Matching using Homomorphic Encryption in Trading

   University essay from Linköpings universitet/Institutionen för datavetenskap

   Author : Jacob Wahlman; [2022]
   Keywords : Homomorphic Encryption; Privacy; Securities Exchange; Privacy Enhancing Technologies;

   Abstract : Over the recent decades, an increasing amount of new traders has entered the securities markets in order to trade securities such as stocks and bonds on electronic and physical exchanges. This increase in trader activity can largely be attributed to a simpler trading process including the growth of the electronic securities exchanges allowing for more dynamic and global trading platforms. READ MORE