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The Penn-Lehman automated trading project
7 references·3 citing·44 second hop
The Penn-Lehman automated trading project (2003)The Penn-Lehman automated trading projectProceedings of the 4th ACM conference on Electronic commerce (2003)Proceedings of the 4th ACM co…Statistical properties of stock order books: empirical results and models (2002)Statistical properties of sto…Limit Orders and Volatility in a Hybrid Market: The Island Ecn (2002)Limit Orders and Volatility i…Autonomous bidding agents in the trading agent competition (2001)Autonomous bidding agents in …Technical analysis of stock trends (1997)Technical analysis of stock t…Expectations and the Structure of Share Prices (1982)Expectations and the Structur…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetStock trading system based on the multi-objective particle swarm optimization of technical indicators on end-of-day market data (2010)Stock trading system based on…Detecting and forecasting economic regimes in multi-agent automated exchanges (2009)Detecting and forecasting eco…Three Automated Stock-Trading Agents: A Comparative Study (2006)Three Automated Stock-Trading…The Sharpe Ratio (1994)Portfolio selection using neural networks (2005)Stock Market Prediction Using Artificial Neural Networks (2012)Clustering stock price time series data to generate stock trading recommendations: An empirical study (2016)Evaluating the impact of technical indicators on stock forecasting (2016)A hybridized ELM-Jaya forecasting model for currency exchange prediction (2017)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Price, trade size, and information in securities markets (1987)Optimal Trading Strategy and Supply/Demand Dynamics (2005)Working Orders in Limit Order Markets and Floor Exchanges (2007)Insurgent capitalism: Island, bricolage and the re-making of finance (2014)Making More from Less: Strategic Demand Reduction in the FCC Spectrum Auctions (1997)The FCC Spectrum Auctions: An Early Assessment (1997)Computationally Manageable Combinational Auctions (1998)Autonomous Agents for Participating in Mulitple On-line Auctions (2001)Auction Advisor: an agent-based online-auction decision support system (2004)Evolutionary mechanism design: a review (2009)An Electronic Market-Maker (2001)Learning to trade via direct reinforcement (2001)Strategic sequential bidding in auctions using dynamic programming (2002)An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)Introduction to Econophysics (1999)Empirical properties of asset returns: stylized facts and statistical issues (2001)Statistical theory of the continuous double auction (2003)Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes (2004)Econophysics review: I. Empirical facts (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Adaptive Tactical Pricing in Multi‐Agent Supply Chain Markets Using Economic Regimes (2015)Theory of games and economic behavior (2019)Dynamic portfolio optimization with inverse covariance clustering (2022)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)Expectations and Share Prices (1981)Divergence of Opinion in Complete Markets: A Note (1985)Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs (2007)Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support (2002)Decision making in stock trading: An application of PROMETHEE (2006)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)A diffusion mechanism for social advertising over microblogs (2012)Disclosing personal information via hotel apps: A privacy calculus perspective (2015)Living in a big data world: Predicting mobile commerce activity through privacy concerns (2016)
this work references cited by second hop

References

  • 1973A Random Walk Down Wall Street1,743 cited
  • 1997Technical analysis of stock trends361 cited
  • 2002Statistical properties of stock order books: empirical results and models358 cited
  • 1982Expectations and the Structure of Share Prices243 cited
  • 2002Limit Orders and Volatility in a Hybrid Market: The Island Ecn129 cited
  • 2001Autonomous bidding agents in the trading agent competition119 cited
  • 2003Proceedings of the 4th ACM conference on Electronic commerce44 cited

Cited by

  • 2010Stock trading system based on the multi-objective particle swarm optimization of technical indicators on end-of-day market data74 cited
  • 2009Detecting and forecasting economic regimes in multi-agent automated exchanges63 cited
  • 2006Three Automated Stock-Trading Agents: A Comparative Study42 cited

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