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Showing result 1 - 5 of 17 essays matching the above criteria.

1. 1. Algorithmic Bias in City Scale Digital Twin Data Management Processes: A qualitative exploration of the pragmatic, ethical, and moral prioritization surrounding algorithmic bias in city scale digital twin projects

   University essay from Lunds universitet/Institutionen för informatik

   Author : Wing Yi Lam; Elin Wernholm; [2023]
   Keywords : City scale digital twin; Algorithmic bias; The principle of discourse; Business and Economics;

   Abstract : The application of digital twins in the city setting is emerging, the massive amounts of data and algorithms used raise the concern of algorithmic bias. This research focuses on examining how city scale digital twin practitioners prioritize the pragmatic, ethical, and moral domains in data management processes and when encountering algorithmic bias. READ MORE

3. 2. 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

4. 3. 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

5. 4. Mimicking Claimed Alpha Generating Strategies

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Patric Torén; [2023]
   Keywords : Momentum Strategy Mark Minervini Volume Excess return Nordic Market;

   Abstract : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. READ MORE

6. 5. FINTECH COMPANIES: INNOVATION, ALGORITHMS AND CUSTOMER CENTRIC PERSPECTIVE - A cross-sectional study on algorithmic trading in the Fintech industry

   University essay from Göteborgs universitet/Graduate School

   Author : Manfredo Recchia; [2021-07-08]
   Keywords : Fintech; Fintech innovation; Fintech business model; Algorithms; Algorithmic trading systems;

   Abstract : In the last years the financial sector has been subject to many changes, in particular since 2008 financial crisis many customers started to appreciate new digital financial companies, instead of traditional ones, that offer innovative solutions for financial services. In fact they are able to offer more effective, efficient and less expensive services than traditional institutions. READ MORE