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Automated trading systems statistical and machine learning methods and hardware implementation: a survey
16 references·14 citing·50 second hop
Automated trading systems statistical and machine learning methods and hardware implementation: a survey (2018)Automated trading systems statistical and…A Survey of Behavioral Finance (2015)A Survey of Behavioral FinanceTextual sentiment in finance: A survey of methods and models (2014)Textual sentiment in finance:…Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)Rise of the Machines: Algorit…The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)The High-Frequency Trading Ar…Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)Quantifying Trading Behavior …Low-Latency Trading (2011)Low-Latency TradingDoes Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…The Information Content of Forward‐Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach (2010)The Information Content of Fo…Textual analysis of stock market prediction using breaking financial news (2009)Textual analysis of stock mar…WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)WHAT DO WE KNOW ABOUT THE PRO…Pairs Trading: Performance of a Relative-Value Arbitrage Rule (2006)Pairs Trading: Performance of…Chapter 18 A survey of behavioral finance (2003)Chapter 18 A survey of behavi…HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS (2000)HERD BEHAVIOR AND AGGREGATE F…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…Fundamental Information Analysis (1993)Fundamental Information Analy…FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design (2024)FinMem: A Performance-Enhance…The Job Perception Inventory: considering human factors and needs in the design of human–AI work (2023)The Job Perception Inventory:…Shortlisting machine learning-based stock trading recommendations using candlestick pattern recognition (2023)Shortlisting machine learning…Defining human-AI teaming the human-centered way: a scoping review and network analysis (2023)Defining human-AI teaming the…Asset correlation based deep reinforcement learning for the portfolio selection (2023)Asset correlation based deep …Machine learning, knowledge risk, and principal-agent problems in automated trading (2022)Machine learning, knowledge r…Artificial Intelligence Based System for Bank Loan Fraud Prediction (2022)Artificial Intelligence Based…Applying Artificial Intelligence in Cryptocurrency Markets: A Survey (2022)Applying Artificial Intellige…An automated cryptocurrency trading system based on the detection of unusual price movements with a Time-Series Clustering-Based approach (2022)An automated cryptocurrency t…Algorithmic Trading and Financial Forecasting Using Advanced Artificial Intelligence Methodologies (2022)Algorithmic Trading and Finan…Feature selection and deep neural networks for stock price direction forecasting using technical analysis indicators (2021)Feature selection and deep ne…Deep reinforcement learning based trading agents: Risk curiosity driven learning for financial rules-based policy (2021)Deep reinforcement learning b…Stock Market prediction on High frequency data using Long-Short Term Memory (2020)Stock Market prediction on Hi…A new trading algorithm with financial applications (2020)A new trading algorithm with …Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)High Frequency Trading and the New-Market Makers (2012)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)Mean Reversion in Stock Prices: Evidence and Implications (1987)Herd Behavior and Investment (1988)Noise Trader Risk in Financial Markets (1990)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Heterogeneous Agent Models in Economics and Finance (2005)A NEW MEASURE OF RANK CORRELATION (1938)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Computational Social Science (2009)BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy (2014)COVID-19, lockdowns and well-being: Evidence from Google Trends (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Continuous Auctions and Insider Trading (1985)Trading and Arbitrage in Cryptocurrency Markets (2018)Machine behaviour (2019)Inferring Trade Direction from Intraday Data (1991)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)High-Frequency Trading and Price Discovery (2014)Positive Accounting Theory (1985)Disclosure level and the cost of equity capital. 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this work references cited by second hop

References

  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2003Chapter 18 A survey of behavioral finance1,452 cited
  • 2010The Information Content of Forward‐Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach1,374 cited
  • 2015A Survey of Behavioral Finance1,220 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 1993Fundamental Information Analysis1,084 cited
  • 1995Herd Behaviour, Bubbles and Crashes1,054 cited
  • 2013Quantifying Trading Behavior in Financial Markets Using Google Trends947 cited
  • 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response886 cited
  • 2011Low-Latency Trading880 cited
  • 2000HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS827 cited
  • 2006Pairs Trading: Performance of a Relative-Value Arbitrage Rule785 cited
  • 2009Textual analysis of stock market prediction using breaking financial news777 cited
  • 2007WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?609 cited
  • 2014Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market606 cited

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  • 2014Textual sentiment in finance: A survey of methods and models579 cited
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