Essays about: "Thesis automated trading"

Showing result 1 - 5 of 10 essays containing the words Thesis automated trading.

  1. 1. On Predicting Price Volatility from Limit Order Books

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Reza Dadfar; [2023]
    Keywords : General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Abstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE

  3. 2. Matching Trades with Confirmations via Contrastive Learning : Asymmetric Contrastive Learning on Text Data

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

    Author : Markus Hector; [2023]
    Keywords : Asymmetric Contrastive Learning; Attention; GloVe; Securities Trading; Asymmetrisk kontrast-inlärning; Uppmärksamhetsmekanism; GloVe; Värdepappershandel;

    Abstract : In the banking world trades of securities are finalized every day, on behalf of the banks themselves or of their clients. When the trades have been booked by the front office the confirmations sent by the counterparty have to be checked and connected to the correct trade by hand, posing the question whether this process could not be automated using machine learning techniques. READ MORE

  4. 3. FX Trading Using Gaussian Processes

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ahmed Daadooch; [2018]
    Keywords : Gaussian Process Regression; Trading; FX; Foreign Exchange; Machine Learning; Business and Economics;

    Abstract : Machine learning and its application within finance have gained popularity the last decade. The traditional trading roles are changing rapidly and are being increasingly automated with algorithmic trading strategies, by proprietary trading firms, market makers, and other financial institutions. READ MORE

  5. 4. Identifying Challenges Faced by Foreign Exchange Robots Designers

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Cesar Kisangani Makombe; [2015-03-31]
    Keywords : Challenges; Automated; Foreign Exchange; Forex; Robot; Financial computing;

    Abstract : The international currency market Forex, provides interesting opportunities in terms of wealth. Open twenty four hours a day and five days a week, the market provides a large number of currency pairs to trade. READ MORE

  6. 5. Automated Debugging in a Trading System

    University essay from KTH/Skolan för informations- och kommunikationsteknik (ICT)

    Author : Saeed Ansariramandi; [2012]
    Keywords : Delta debugging; automated debugging; trading system; random testing;

    Abstract : Verifying the reliability and functionality of a complex system like a trading system is highly demanding since failure in such a system can cause serious economic problems. Automated random testing is a good solution to find new and rare failures in such a system. READ MORE