Essays about: "trading systems"

Showing result 1 - 5 of 90 essays containing the words trading systems.

  1. 1. With a Preference for Priority: Explaining Variations of Stability and Efficiency in School Choice

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Alexander Andevall Mårtensson; Nils Lager; [2019]
    Keywords : matching theory; market design; allocative efficiency; mechanism design; education and research institutions;

    Abstract : In school choice systems, policy makers try to allocate students in a fair and efficient way. Two mechanisms for allocating students that has been of particular interest for market designers is Deferred Acceptance (DA), which is stable and does not allow for priority violations, and Top Trading Cycles (TTC), which is Pareto efficient but creates justified envy among students. READ MORE

  2. 2. Utsläppsrätter : Klassificering och värdering av företag i Nordamerika och Europa

    University essay from Högskolan i Borås/Akademin för textil, teknik och ekonomi; Högskolan i Borås/Akademin för textil, teknik och ekonomi

    Author : Tova-Li Nordin; Josefin Roskvist; [2018]
    Keywords : Emission allowance; Cap-and-trade; FERC; IFRIC 3; Regulation; Carbon accounting; IASB; FASB; Utsläppsrätter; Handelssystem; FERC; IFRIC 3; Reglering; Utsläppsredovisning; IASB; FASB;

    Abstract : Handelssystem för utsläppsrätter används av flertalet länder och områden i ett försök att minska klimatförändringarna. Syftet med dessa handelssystem är att ge företag ekonomiska incitament att minska sina utsläpp av växthusgaser och på så vis gemensamt minska utsläppen på ett kostnadseffektivt sätt. READ MORE

  3. 3. Improving Performance of a Trading System through Lock-Free Programming

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

    Author : Harald Ng; Josef Karlsson Malik; [2018]
    Keywords : lock-free; concurrency; trading system; performance; atomic operations; låsfrihet; prestanda; tradingsystem; concurrency; atomiska operationer;

    Abstract : Concurrent programming is a form of computing, where several computations are executed in overlapping time periods. This can improve a system’s capability of handling growing amounts of work and execute faster on multicore processors. Lock is a usual tool used to ensure shared data is handled correctly. READ MORE

  4. 4. 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. 5. Inference of buffer queue times in data processing systems using Gaussian Processes : An introduction to latency prediction for dynamic software optimization in high-end trading systems

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Otto Hall; [2017]
    Keywords : gaussian processes; latency prediction; buffer queue times; non-parametric models; machine learning; direct market access; trading systems; microstructure market data; dynamic software optimisation;

    Abstract : This study investigates whether Gaussian Process Regression can be applied to evaluate buffer queue times in large scale data processing systems. It is additionally considered whether high-frequency data stream rates can be generalized into a small subset of the sample space. READ MORE