SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Algorithmic Trading
3 references·8 citing·48 second hop
Algorithmic Trading (2011)Algorithmic TradingDoes Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2009)Rise of the Machines: Algorit…Genetic Programming Prediction of Stock Prices (2000)Genetic Programming Predictio…Dynamic datasets and market environments for financial reinforcement learning (2024)Dynamic datasets and market e…A multi-agent reinforcement learning framework for optimizing financial trading strategies based on TimesNet (2023)A multi-agent reinforcement l…Frontiers in Service Science: Fintech Operations—An Overview of Recent Developments and Future Research Directions (2021)Frontiers in Service Science:…Multimodal Multi-Task Financial Risk Forecasting (2020)Multimodal Multi-Task Financi…New Advances in E-Commerce (2017)New Advances in E-CommerceBig Data Analytics Enabled Smart Financial Services: Opportunities and Challenges (2017)Big Data Analytics Enabled Sm…Quantifying the Behavior of Stock Correlations Under Market Stress (2012)Quantifying the Behavior of S…An economic and financial exploratory (2012)An economic and financial exp…Manias, Panics, and Crashes: A History of Financial Crises (1979)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Systemic risk in banking ecosystems (2011)Theoretical and technological building blocks for an innovation accelerator (2012)Continuous Auctions and Insider Trading (1985)Inferring Trade Direction from Intraday Data (1991)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Low-Latency Trading (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)High-Frequency Trading and Price Discovery (2014)Is the correlation in international equity returns constant: 1960–1990? (1995)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)A theory of power-law distributions in financial market fluctuations (2003)Abrupt rise of new machine ecology beyond human response time (2013)Quantifying the Relationship Between Financial News and the Stock Market (2013)Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic (2021)Dividend yields and expected stock returns (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Econometric Models and Economic Forecasts (1990)A Hybrid Neurogenetic Approach for Stock Forecasting (2007)A Hybrid Machine Learning System For Stock Market Forecasting (2008)An adaptive network-based fuzzy inference system (ANFIS) for the forecasting: The case of close price indices (2013)Brand communities embedded in social networks (2012)Big Data consumer analytics and the transformation of marketing (2015)How to improve firm performance using big data analytics capability and business strategy alignment? (2016)Towards a Data-Driven Technology Roadmap for the Bank of the Future: Exploring Big Data Analytics to Support Technology Roadmapping (2022)Helping Small Businesses Become More Data-Driven: A Field Experiment on eBay (2024)The role of big data in financial technology toward financial inclusion (2024)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Sentiment-influenced trading system based on multimodal deep reinforcement learning (2021)Decision Fusion for Stock Market Prediction: A Systematic Review (2022)NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-Task Financial Forecasting (2022)Crowdfunding: Tapping the right crowd (2013)On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services (2018)The role of Fintech firms’ sustainability during the COVID-19 period (2023)Price, trade size, and information in securities markets (1987)The distribution of realized stock return volatility (2001)Modeling and Forecasting Realized Volatility (2003)Taxing Financial Transactions (2011)An ecological perspective on the future of computer trading (2013)Social Media, Financial Algorithms and the Hack Crash (2015)Learning to trade via direct reinforcement (2001)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Survivorship Bias in Performance Studies (1992)The Sharpe Ratio (1994)Green management promotes long-term business competitive advantage through the resource-based view (2025)
this work references cited by second hop

References

  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2000Genetic Programming Prediction of Stock Prices175 cited
  • 2009Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market106 cited

Cited by

  • 2012Quantifying the Behavior of Stock Correlations Under Market Stress204 cited
  • 2023A multi-agent reinforcement learning framework for optimizing financial trading strategies based on TimesNet77 cited
  • 2020Multimodal Multi-Task Financial Risk Forecasting63 cited
  • 2017Big Data Analytics Enabled Smart Financial Services: Opportunities and Challenges58 cited
  • 2024Dynamic datasets and market environments for financial reinforcement learning46 cited
  • 2021Frontiers in Service Science: Fintech Operations—An Overview of Recent Developments and Future Research Directions23 cited
  • 2012An economic and financial exploratory21 cited
  • 2017New Advances in E-Commerce0 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work