|
|
|
|
|
Ive Botunac, Jurica Bosna and Maja Matetic
Investment decision-makers increasingly rely on modern digital technologies to enhance their strategies in today?s rapidly changing and complex market environment. This paper examines the impact of incorporating Long Short-term Memory (LSTM) models into ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Ali Taherizadeh and Shiva Zamani
In this study, we explore the dynamics of the stock market using an agent-based simulation platform. Our approach involves creating a multi-strategy market where each agent considers both fundamental and technical factors when determining their strategy....
ver más
|
|
|
|
|
|
|
|
|
|
|
Radhakrishna Dodmane, Raghunandan K. R., Krishnaraj Rao N. S., Bhavya Kallapu., Surendra Shetty, Muhammad Aslam and Syeda Fizzah Jilani
The advancements in communication speeds have enabled the centralized financial market to be faster and more complex than ever. The speed of the order execution has become exponentially faster when compared to the early days of electronic markets. Though...
ver más
|
|
|
|
|
|
|
|
|
|
|
Minh Tran, Duc Pham-Hi and Marc Bui
In this paper, we propose a novel approach to optimize parameters for strategies in automated trading systems. Based on the framework of Reinforcement learning, our work includes the development of a learning environment, state representation, reward fun...
ver más
|
|
|
|
|
|
|
|
|
|
|
Sherin M. Omran, Wessam H. El-Behaidy and Aliaa A. A. Youssif
A cryptocurrency is a non-centralized form of money that facilitates financial transactions using cryptographic processes. It can be thought of as a virtual currency or a payment mechanism for sending and receiving money online. Cryptocurrencies have gai...
ver más
|
|
|
|
|
|
|
|
|
|
|
Gianluca Barbera, Luiz Araujo and Silvia Fernandes
Social Media Analytics (SMA) is more and more relevant in today?s market dynamics. However, it is necessary to use it wisely, either in promoting any kind of product/brand, or interacting with customers. This requires its effective understanding and moni...
ver más
|
|
|
|
|
|
|
|
|
|
|
Izaan Jamil, Mori Kogid, Thien Sang Lim and Jaratin Lily
This study investigates the relationship between closing?opening prices of stocks in the US, UK, and European markets and the prices of stocks in the five Association of Southeast Asian Nations (ASEAN-5) markets, a group consisting of five founding membe...
ver más
|
|
|
|
|
|
|
|
|
|
|
Gaurang Sonkavde, Deepak Sudhakar Dharrao, Anupkumar M. Bongale, Sarika T. Deokate, Deepak Doreswamy and Subraya Krishna Bhat
The financial sector has greatly impacted the monetary well-being of consumers, traders, and financial institutions. In the current era, artificial intelligence is redefining the limits of the financial markets based on state-of-the-art machine learning ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Jacopo Fior, Luca Cagliero and Paolo Garza
In the last decade, cryptocurrency trading has attracted the attention of private and professional traders and investors. To forecast the financial markets, algorithmic trading systems based on Artificial Intelligence (AI) models are becoming more and mo...
ver más
|
|
|
|
|
|
|
|
|
|
|
Shangkun Deng, Yingke Zhu, Xiaoru Huang, Shuangyang Duan and Zhe Fu
Futures price-movement-direction forecasting has always been a significant and challenging subject in the financial market. In this paper, we propose a combination approach that integrates the XGBoost (eXtreme Gradient Boosting), SMOTE (Synthetic Minorit...
ver más
|
|
|
|
|
|