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@article{DBLP:journals/access/ParkKH24,
author = {Ji{-}Heon Park and
Jae{-}Hwan Kim and
Jun{-}Ho Huh},
title = {Deep Reinforcement Learning Robots for Algorithmic Trading: Considering
Stock Market Conditions and {U.S.} Interest Rates},
journal = {{IEEE} Access},
volume = {12},
pages = {20705--20725},
year = {2024},
url = {https://doi.org/10.1109/ACCESS.2024.3361035},
doi = {10.1109/ACCESS.2024.3361035},
timestamp = {Sat, 16 Mar 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/access/ParkKH24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eswa/KhM24,
author = {Mahdi Massahi Kh. and
Masoud Mahootchi},
title = {A deep Q-learning based algorithmic trading system for commodity futures
markets},
journal = {Expert Syst. Appl.},
volume = {237},
number = {Part {C}},
pages = {121711},
year = {2024},
url = {https://doi.org/10.1016/j.eswa.2023.121711},
doi = {10.1016/J.ESWA.2023.121711},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/eswa/KhM24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eswa/MajidiSM24,
author = {Naseh Majidi and
Mahdi Shamsi and
Farokh Marvasti},
title = {Algorithmic trading using continuous action space deep reinforcement
learning},
journal = {Expert Syst. Appl.},
volume = {235},
pages = {121245},
year = {2024},
url = {https://doi.org/10.1016/j.eswa.2023.121245},
doi = {10.1016/J.ESWA.2023.121245},
timestamp = {Thu, 09 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/eswa/MajidiSM24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eswa/SevastjanovKR24,
author = {Pavel V. Sevastjanov and
Krzysztof Kaczmarek and
Leszek Rutkowski},
title = {A multi-model approach to the development of algorithmic trading systems
for the Forex market},
journal = {Expert Syst. Appl.},
volume = {236},
pages = {121310},
year = {2024},
url = {https://doi.org/10.1016/j.eswa.2023.121310},
doi = {10.1016/J.ESWA.2023.121310},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/eswa/SevastjanovKR24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/pakdd/ChengZZX24,
author = {Xi Cheng and
Jinghao Zhang and
Yunan Zeng and
Wenfang Xue},
editor = {De{-}Nian Yang and
Xing Xie and
Vincent S. Tseng and
Jian Pei and
Jen{-}Wei Huang and
Jerry Chun{-}Wei Lin},
title = {{MOT:} {A} Mixture of Actors Reinforcement Learning Method by Optimal
Transport for Algorithmic Trading},
booktitle = {Advances in Knowledge Discovery and Data Mining - 28th Pacific-Asia
Conference on Knowledge Discovery and Data Mining, {PAKDD} 2024, Taipei,
Taiwan, May 7-10, 2024, Proceedings, Part {IV}},
series = {Lecture Notes in Computer Science},
volume = {14648},
pages = {30--42},
publisher = {Springer},
year = {2024},
url = {https://doi.org/10.1007/978-981-97-2238-9\_3},
doi = {10.1007/978-981-97-2238-9\_3},
timestamp = {Fri, 03 May 2024 21:22:13 +0200},
biburl = {https://dblp.org/rec/conf/pakdd/ChengZZX24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2403-12285,
author = {Thanos Konstantinidis and
Giorgos Iacovides and
Mingxue Xu and
Tony G. Constantinides and
Danilo P. Mandic},
title = {FinLlama: Financial Sentiment Classification for Algorithmic Trading
Applications},
journal = {CoRR},
volume = {abs/2403.12285},
year = {2024},
url = {https://doi.org/10.48550/arXiv.2403.12285},
doi = {10.48550/ARXIV.2403.12285},
eprinttype = {arXiv},
eprint = {2403.12285},
timestamp = {Mon, 08 Apr 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2403-12285.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@phdthesis{DBLP:phd/basesearch/Felder23,
author = {Christopher Felder},
title = {Algorithmic Trading with Machine Learning},
school = {T{\"{u}}bingen University, Germany},
year = {2023},
url = {http://hdl.handle.net/10900/144362},
doi = {10.15496/PUBLIKATION-85706},
urn = {urn:nbn:de:bsz:21-dspace-1443625},
timestamp = {Thu, 15 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/phd/basesearch/Felder23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/access/Jin23,
author = {Boyi Jin},
title = {A Mean-VaR Based Deep Reinforcement Learning Framework for Practical
Algorithmic Trading},
journal = {{IEEE} Access},
volume = {11},
pages = {28920--28933},
year = {2023},
url = {https://doi.org/10.1109/ACCESS.2023.3259108},
doi = {10.1109/ACCESS.2023.3259108},
timestamp = {Sun, 16 Apr 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/access/Jin23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/air/AdegboyeKO23,
author = {Adesola Adegboye and
Michael Kampouridis and
Fernando E. B. Otero},
title = {Algorithmic trading with directional changes},
journal = {Artif. Intell. Rev.},
volume = {56},
number = {6},
pages = {5619--5644},
year = {2023},
url = {https://doi.org/10.1007/s10462-022-10307-0},
doi = {10.1007/S10462-022-10307-0},
timestamp = {Sat, 13 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/air/AdegboyeKO23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/apin/LiuZBYZ23,
author = {Peipei Liu and
Yunfeng Zhang and
Fangxun Bao and
Xunxiang Yao and
Caiming Zhang},
title = {Multi-type data fusion framework based on deep reinforcement learning
for algorithmic trading},
journal = {Appl. Intell.},
volume = {53},
number = {2},
pages = {1683--1706},
year = {2023},
url = {https://doi.org/10.1007/s10489-022-03321-w},
doi = {10.1007/S10489-022-03321-W},
timestamp = {Fri, 15 Mar 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/apin/LiuZBYZ23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/apin/SunS23,
author = {Qizhou Sun and
Yain{-}Whar Si},
title = {Supervised actor-critic reinforcement learning with action feedback
for algorithmic trading},
journal = {Appl. Intell.},
volume = {53},
number = {13},
pages = {16875--16892},
year = {2023},
url = {https://doi.org/10.1007/s10489-022-04322-5},
doi = {10.1007/S10489-022-04322-5},
timestamp = {Fri, 21 Jul 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/apin/SunS23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/asc/HuangLMG23,
author = {Zhen Huang and
Ning Li and
Wenliang Mei and
Wenyong Gong},
title = {Algorithmic trading using combinational rule vector and deep reinforcement
learning},
journal = {Appl. Soft Comput.},
volume = {147},
pages = {110802},
year = {2023},
url = {https://doi.org/10.1016/j.asoc.2023.110802},
doi = {10.1016/J.ASOC.2023.110802},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/asc/HuangLMG23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/bdcc/OmranEY23,
author = {Sherin M. Omran and
Wessam H. El{-}Behaidy and
Aliaa A. A. Youssif},
title = {Optimization of Cryptocurrency Algorithmic Trading Strategies Using
the Decomposition Approach},
journal = {Big Data Cogn. Comput.},
volume = {7},
number = {4},
pages = {174},
year = {2023},
url = {https://doi.org/10.3390/bdcc7040174},
doi = {10.3390/BDCC7040174},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/bdcc/OmranEY23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/es/Malik23,
author = {Avinash Malik},
title = {A comparison of machine learning and econometric models for pricing
perpetual Bitcoin futures and their application to algorithmic trading},
journal = {Expert Syst. J. Knowl. Eng.},
volume = {40},
number = {10},
year = {2023},
url = {https://doi.org/10.1111/exsy.13414},
doi = {10.1111/EXSY.13414},
timestamp = {Sun, 10 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/es/Malik23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jifs/HuangS23,
author = {Yuling Huang and
Yunlin Song},
title = {A new hybrid method of recurrent reinforcement learning and BiLSTM
for algorithmic trading},
journal = {J. Intell. Fuzzy Syst.},
volume = {45},
number = {2},
pages = {1939--1951},
year = {2023},
url = {https://doi.org/10.3233/JIFS-223101},
doi = {10.3233/JIFS-223101},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/jifs/HuangS23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jtaer/PauleVianezOGE23,
author = {Jessica Paule{-}Vianez and
Carmen Orden{-}Cruz and
Ra{\'{u}}l G{\'{o}}mez{-}Mart{\'{\i}}nez and
Sandra Escamilla{-}Solano},
title = {Fear of {COVID-19} Effect on Stock Markets: {A} Proposal for an Algorithmic
Trading System Based on Fear},
journal = {J. Theor. Appl. Electron. Commer. Res.},
volume = {18},
number = {2},
pages = {1142--1156},
year = {2023},
url = {https://doi.org/10.3390/jtaer18020058},
doi = {10.3390/JTAER18020058},
timestamp = {Wed, 24 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/jtaer/PauleVianezOGE23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/bcd/Patil23,
author = {Tanaya Patil},
title = {From ML-Infused Algorithms to Financial Agents, transforming Algorithmic
Trading Excellence: {A} Comprehensive Study},
booktitle = {8th {IEEE/ACIS} International Conference on Big Data, Cloud Computing,
and Data Science, {BCD} 2023, Hochimin City, Vietnam, December 14-16,
2023},
pages = {64--68},
publisher = {{IEEE}},
year = {2023},
url = {https://doi.org/10.1109/BCD57833.2023.10466351},
doi = {10.1109/BCD57833.2023.10466351},
timestamp = {Tue, 02 Apr 2024 21:06:06 +0200},
biburl = {https://dblp.org/rec/conf/bcd/Patil23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ccia/DiazG23,
author = {Fernando Villamar{\'{\i}}n D{\'{\i}}az and
Carlos Guerrero{-}Mosquera},
editor = {Ismael Sanz and
Raquel Ros and
Jordi Nin},
title = {Navigating Black Swan Events in Algorithmic Trading: {A} Reinforcement
Learning Perspective},
booktitle = {Artificial Intelligence Research and Development - Proceedings of
the 25th International Conference of the Catalan Association for Artificial
Intelligence, {CCIA} 2023, M{\'{o}}n Sant Benet, Spain, 25-27
October 2023},
series = {Frontiers in Artificial Intelligence and Applications},
volume = {375},
pages = {110--114},
publisher = {{IOS} Press},
year = {2023},
url = {https://doi.org/10.3233/FAIA230667},
doi = {10.3233/FAIA230667},
timestamp = {Sun, 31 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/ccia/DiazG23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/dese/BlackmunAA23,
author = {Piers Blackmun and
Sahar Al{-}Sudani and
Dhiya Al{-}Jumeily},
title = {Design and Implementation of Algorithmic Stock Trading},
booktitle = {15th International Conference on Developments in eSystems Engineering,
DeSE 2023, Baghdad {\&} Anbar, Iraq, January 9-12, 2023},
pages = {149--153},
publisher = {{IEEE}},
year = {2023},
url = {https://doi.org/10.1109/DeSE58274.2023.10100293},
doi = {10.1109/DESE58274.2023.10100293},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/dese/BlackmunAA23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ecai/HudaszekCA23,
author = {Kamil Hudaszek and
Iwona Chomiak{-}Orsa and
Saeed Abdullah M. AL{-}Dobai},
editor = {Slawomir Nowaczyk and
Przemyslaw Biecek and
Neo Christopher Chung and
Mauro Vallati and
Pawel Skruch and
Joanna Jaworek{-}Korjakowska and
Simon Parkinson and
Alexandros Nikitas and
Martin Atzm{\"{u}}ller and
Tom{\'{a}}s Kliegr and
Ute Schmid and
Szymon Bobek and
Nada Lavrac and
Marieke Peeters and
Roland van Dierendonck and
Saskia Robben and
Eunika Mercier{-}Laurent and
G{\"{u}}lg{\"{u}}n Kayakutlu and
Mieczyslaw Lech Owoc and
Karl Mason and
Abdul Wahid and
Pierangela Bruno and
Francesco Calimeri and
Francesco Cauteruccio and
Giorgio Terracina and
Diedrich Wolter and
Jochen L. Leidner and
Michael Kohlhase and
Vania Dimitrova},
title = {Green Hardware Infrastructure for Algorithmic Trading},
booktitle = {Artificial Intelligence. {ECAI} 2023 International Workshops - XAI{\({^3}\)},
TACTIFUL, XI-ML, SEDAMI, RAAIT, AI4S, HYDRA, AI4AI, Krak{\'{o}}w,
Poland, September 30 - October 4, 2023, Proceedings, Part {II}},
series = {Communications in Computer and Information Science},
volume = {1948},
pages = {194--200},
publisher = {Springer},
year = {2023},
url = {https://doi.org/10.1007/978-3-031-50485-3\_19},
doi = {10.1007/978-3-031-50485-3\_19},
timestamp = {Tue, 07 May 2024 20:10:29 +0200},
biburl = {https://dblp.org/rec/conf/ecai/HudaszekCA23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/gecco/ChristodoulakiK23,
author = {Evangelia Christodoulaki and
Michael Kampouridis and
Maria Kyropoulou},
editor = {Sara Silva and
Lu{\'{\i}}s Paquete},
title = {Enhanced Strongly typed Genetic Programming for Algorithmic Trading},
booktitle = {Proceedings of the Genetic and Evolutionary Computation Conference,
{GECCO} 2023, Lisbon, Portugal, July 15-19, 2023},
pages = {1055--1063},
publisher = {{ACM}},
year = {2023},
url = {https://doi.org/10.1145/3583131.3590359},
doi = {10.1145/3583131.3590359},
timestamp = {Fri, 21 Jul 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/gecco/ChristodoulakiK23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iclr/AbediniHHM23,
author = {Tohid Abedini and
Samin Heydarian and
Moein Heidari and
Alireza Morsali},
editor = {Krystal Maughan and
Rosanne Liu and
Thomas F. Burns},
title = {Chaotic Transformers for Deep Reinforcement Learning in Algorithmic
Trading},
booktitle = {The First Tiny Papers Track at {ICLR} 2023, Tiny Papers @ {ICLR} 2023,
Kigali, Rwanda, May 5, 2023},
publisher = {OpenReview.net},
year = {2023},
url = {https://openreview.net/pdf?id=H2mbtfasD4K},
timestamp = {Wed, 19 Jul 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/iclr/AbediniHHM23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ifip12/ZahrahT23,
author = {Hasna Haifa Zahrah and
Jimmy Tirtawangsa},
editor = {Ilias Maglogiannis and
Lazaros S. Iliadis and
John MacIntyre and
Manuel Dom{\'{\i}}nguez},
title = {Algorithmic Forex Trading Using Q-learning},
booktitle = {Artificial Intelligence Applications and Innovations - 19th {IFIP}
{WG} 12.5 International Conference, {AIAI} 2023, Le{\'{o}}n,
Spain, June 14-17, 2023, Proceedings, Part {I}},
series = {{IFIP} Advances in Information and Communication Technology},
volume = {675},
pages = {24--35},
publisher = {Springer},
year = {2023},
url = {https://doi.org/10.1007/978-3-031-34111-3\_3},
doi = {10.1007/978-3-031-34111-3\_3},
timestamp = {Mon, 05 Jun 2023 15:51:45 +0200},
biburl = {https://dblp.org/rec/conf/ifip12/ZahrahT23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ssci/ChristodoulakiK23,
author = {Eva Christodoulaki and
Michael Kampouridis},
title = {Fundamental, Technical and Sentiment Analysis for Algorithmic Trading
with Genetic Programming},
booktitle = {{IEEE} Symposium Series on Computational Intelligence, {SSCI} 2023,
Mexico City, Mexico, December 5-8, 2023},
pages = {83--89},
publisher = {{IEEE}},
year = {2023},
url = {https://doi.org/10.1109/SSCI52147.2023.10372070},
doi = {10.1109/SSCI52147.2023.10372070},
timestamp = {Mon, 15 Jan 2024 21:26:31 +0100},
biburl = {https://dblp.org/rec/conf/ssci/ChristodoulakiK23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2307-09377,
author = {Vikram Duvvur and
Aashay Mehta and
Edward Sun and
Bo Wu and
Ken Yew Chan and
Jeff Schneider},
title = {Data Cross-Segmentation for Improved Generalization in Reinforcement
Learning Based Algorithmic Trading},
journal = {CoRR},
volume = {abs/2307.09377},
year = {2023},
url = {https://doi.org/10.48550/arXiv.2307.09377},
doi = {10.48550/ARXIV.2307.09377},
eprinttype = {arXiv},
eprint = {2307.09377},
timestamp = {Tue, 25 Jul 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2307-09377.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2309-01784,
author = {Song Wei and
Andrea Coletta and
Svitlana Vyetrenko and
Tucker Balch},
title = {{ATMS:} Algorithmic Trading-Guided Market Simulation},
journal = {CoRR},
volume = {abs/2309.01784},
year = {2023},
url = {https://doi.org/10.48550/arXiv.2309.01784},
doi = {10.48550/ARXIV.2309.01784},
eprinttype = {arXiv},
eprint = {2309.01784},
timestamp = {Mon, 11 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2309-01784.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2312-12774,
author = {Nassi Ebadifard and
Ajitesh Parihar and
Youry Khmelevsky and
Ga{\'{e}}tan Hains and
Albert Wong and
Frank Zhang},
title = {Data Extraction, Transformation, and Loading Process Automation for
Algorithmic Trading Machine Learning Modelling and Performance Optimization},
journal = {CoRR},
volume = {abs/2312.12774},
year = {2023},
url = {https://doi.org/10.48550/arXiv.2312.12774},
doi = {10.48550/ARXIV.2312.12774},
eprinttype = {arXiv},
eprint = {2312.12774},
timestamp = {Wed, 17 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2312-12774.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/access/TudorS22,
author = {Cristiana Tudor and
Robert Sova},
title = {Flexible Decision Support System for Algorithmic Trading: Empirical
Application on Crude Oil Markets},
journal = {{IEEE} Access},
volume = {10},
pages = {9628--9644},
year = {2022},
url = {https://doi.org/10.1109/ACCESS.2022.3143767},
doi = {10.1109/ACCESS.2022.3143767},
timestamp = {Tue, 08 Feb 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/access/TudorS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/af/HurwitzMDB22,
author = {Catalina I. Hurwitz and
Suchismita Mishra and
Robert T. Daigler and
Ihsan Badshah},
title = {Dynamics of information leadership in the volatility complex with
trading time changes: Evidence from {VIX} futures and {VIX} ETPs},
journal = {Algorithmic Finance},
volume = {9},
number = {3-4},
pages = {63--79},
year = {2022},
url = {https://doi.org/10.3233/AF-200342},
doi = {10.3233/AF-200342},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/af/HurwitzMDB22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/clsr/Schmidt-KessenE22,
author = {Maria Jos{\'{e}} Schmidt{-}Kessen and
Helen Eenmaa and
Maya Mitre},
title = {Machines that make and keep promises - Lessons for contract automation
from algorithmic trading on financial markets},
journal = {Comput. Law Secur. Rev.},
volume = {46},
pages = {105717},
year = {2022},
url = {https://doi.org/10.1016/j.clsr.2022.105717},
doi = {10.1016/J.CLSR.2022.105717},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/clsr/Schmidt-KessenE22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eswa/Dubey22,
author = {Ritesh Kumar Dubey},
title = {Algorithmic Trading: The Intelligent Trading Systems and Its Impact
on Trade Size},
journal = {Expert Syst. Appl.},
volume = {202},
pages = {117279},
year = {2022},
url = {https://doi.org/10.1016/j.eswa.2022.117279},
doi = {10.1016/J.ESWA.2022.117279},
timestamp = {Wed, 22 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/eswa/Dubey22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eswa/FelizardoPGMCDB22,
author = {Leonardo Kanashiro Felizardo and
Francisco Caio Lima Paiva and
Catharine de Vita Graves and
Elia Yathie Matsumoto and
Anna Helena Reali Costa and
Emilio Del{-}Moral{-}Hernandez and
Paolo Brandimarte},
title = {Outperforming algorithmic trading reinforcement learning systems:
{A} supervised approach to the cryptocurrency market},
journal = {Expert Syst. Appl.},
volume = {202},
pages = {117259},
year = {2022},
url = {https://doi.org/10.1016/j.eswa.2022.117259},
doi = {10.1016/J.ESWA.2022.117259},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/eswa/FelizardoPGMCDB22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eswa/ShavandiK22,
author = {Ali Shavandi and
Majid Khedmati},
title = {A multi-agent deep reinforcement learning framework for algorithmic
trading in financial markets},
journal = {Expert Syst. Appl.},
volume = {208},
pages = {118124},
year = {2022},
url = {https://doi.org/10.1016/j.eswa.2022.118124},
doi = {10.1016/J.ESWA.2022.118124},
timestamp = {Tue, 20 Sep 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/eswa/ShavandiK22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/blockchain2/ZhangWLSL22,
author = {Luyao Zhang and
Tianyu Wu and
Saad Lahrichi and
Carlos{-}Gustavo Salas{-}Flores and
Jiayi Li},
title = {A Data Science Pipeline for Algorithmic Trading: {A} Comparative Study
of Applications for Finance and Cryptoeconomics},
booktitle = {{IEEE} International Conference on Blockchain, Blockchain 2022, Espoo,
Finland, August 22-25, 2022},
pages = {298--303},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/Blockchain55522.2022.00048},
doi = {10.1109/BLOCKCHAIN55522.2022.00048},
timestamp = {Mon, 04 Mar 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/blockchain2/ZhangWLSL22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cec/ChristodoulakiK22,
author = {Eva Christodoulaki and
Michael Kampouridis},
title = {U sing strongly typed genetic programming to combine technical and
sentiment analysis for algorithmic trading},
booktitle = {{IEEE} Congress on Evolutionary Computation, {CEC} 2022, Padua, Italy,
July 18-23, 2022},
pages = {1--8},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/CEC55065.2022.9870240},
doi = {10.1109/CEC55065.2022.9870240},
timestamp = {Mon, 12 Sep 2022 17:48:09 +0200},
biburl = {https://dblp.org/rec/conf/cec/ChristodoulakiK22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cikm/DuanCCLQ22,
author = {Zhongjie Duan and
Cen Chen and
Dawei Cheng and
Yuqi Liang and
Weining Qian},
editor = {Mohammad Al Hasan and
Li Xiong},
title = {Optimal Action Space Search: An Effective Deep Reinforcement Learning
Method for Algorithmic Trading},
booktitle = {Proceedings of the 31st {ACM} International Conference on Information
{\&} Knowledge Management, Atlanta, GA, USA, October 17-21, 2022},
pages = {406--415},
publisher = {{ACM}},
year = {2022},
url = {https://doi.org/10.1145/3511808.3557412},
doi = {10.1145/3511808.3557412},
timestamp = {Wed, 19 Oct 2022 12:52:00 +0200},
biburl = {https://dblp.org/rec/conf/cikm/DuanCCLQ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/dexa/NanPZ22,
author = {Abhishek Nan and
Anandh Perumal and
Osmar R. Za{\"{\i}}ane},
editor = {Christine Strauss and
Alfredo Cuzzocrea and
Gabriele Kotsis and
A Min Tjoa and
Ismail Khalil},
title = {Sentiment and Knowledge Based Algorithmic Trading with Deep Reinforcement
Learning},
booktitle = {Database and Expert Systems Applications - 33rd International Conference,
{DEXA} 2022, Vienna, Austria, August 22-24, 2022, Proceedings, Part
{I}},
series = {Lecture Notes in Computer Science},
volume = {13426},
pages = {167--180},
publisher = {Springer},
year = {2022},
url = {https://doi.org/10.1007/978-3-031-12423-5\_13},
doi = {10.1007/978-3-031-12423-5\_13},
timestamp = {Tue, 21 Mar 2023 20:59:57 +0100},
biburl = {https://dblp.org/rec/conf/dexa/NanPZ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/gecco/TirumalaBMMZ22,
author = {Abhiram Tirumala and
Rishi Bhatnager and
Sriram Mudireddy and
Pranav Manjunath and
Jason Zutty},
editor = {Jonathan E. Fieldsend and
Markus Wagner},
title = {Designing a novel and high performance algorithmic trading model using
evolutionary AutoML and technical analysis},
booktitle = {{GECCO} '22: Genetic and Evolutionary Computation Conference, Companion
Volume, Boston, Massachusetts, USA, July 9 - 13, 2022},
pages = {312--315},
publisher = {{ACM}},
year = {2022},
url = {https://doi.org/10.1145/3520304.3529038},
doi = {10.1145/3520304.3529038},
timestamp = {Mon, 25 Jul 2022 17:04:27 +0200},
biburl = {https://dblp.org/rec/conf/gecco/TirumalaBMMZ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icbdt/XuX22,
author = {Jingxia Xu and
Yun Xiong},
title = {Algorithmic Trading Strategies for Informed Traders},
booktitle = {5th International Conference on Big Data Technologies, {ICBDT} 2022,
Qingdao, China, September 23-25, 2022},
pages = {160--164},
publisher = {{ACM}},
year = {2022},
url = {https://doi.org/10.1145/3565291.3565317},
doi = {10.1145/3565291.3565317},
timestamp = {Sun, 25 Dec 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/icbdt/XuX22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iccta2/NemethS22,
author = {Marcell N{\'{e}}meth and
G{\'{a}}bor Sz{\"{u}}cs},
title = {Split Feature Space Ensemble Method using Deep Reinforcement Learning
for Algorithmic Trading},
booktitle = {{ICCTA} 2022: 8th International Conference on Computer Technology
Applications, Kapfenberg, Austria, May 12 - 14, 2022},
pages = {188--194},
publisher = {{ACM}},
year = {2022},
url = {https://doi.org/10.1145/3543712.3543722},
doi = {10.1145/3543712.3543722},
timestamp = {Thu, 24 Aug 2023 14:14:41 +0200},
biburl = {https://dblp.org/rec/conf/iccta2/NemethS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icis/ChoNJ22,
author = {Kanghyun Cho and
Kihwan Nam and
JaeHwuen Jung},
editor = {Niels Bj{\o}rn{-}Andersen and
Roman Beck and
Stacie Petter and
Tina Blegind Jensen and
Tilo B{\"{o}}hmann and
Kai{-}Lung Hui and
Viswanath Venkatesh},
title = {Blessing or Curse: Impact of Algorithmic Trading Bots Invasion of
the Cryptocurrency Market},
booktitle = {Proceedings of the 43rd International Conference on Information Systems,
{ICIS} 2022, Digitization for the Next Generation, Copenhagen, Denmark,
December 9-14, 2022},
publisher = {Association for Information Systems},
year = {2022},
url = {https://aisel.aisnet.org/icis2022/blockchain/blockchain/9},
timestamp = {Tue, 14 Feb 2023 13:27:48 +0100},
biburl = {https://dblp.org/rec/conf/icis/ChoNJ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ssci/SinghTT22,
author = {Japjeet Singh and
Ruppa K. Thulasiram and
Aerambamoorthy Thavaneswaran},
editor = {Hisao Ishibuchi and
Chee{-}Keong Kwoh and
Ah{-}Hwee Tan and
Dipti Srinivasan and
Chunyan Miao and
Anupam Trivedi and
Keeley A. Crockett},
title = {{LSTM} based Algorithmic Trading model for Bitcoin},
booktitle = {{IEEE} Symposium Series on Computational Intelligence, {SSCI} 2022,
Singapore, December 4-7, 2022},
pages = {344--351},
publisher = {{IEEE}},
year = {2022},
url = {https://doi.org/10.1109/SSCI51031.2022.10022021},
doi = {10.1109/SSCI51031.2022.10022021},
timestamp = {Wed, 08 Feb 2023 22:09:16 +0100},
biburl = {https://dblp.org/rec/conf/ssci/SinghTT22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2206-14932,
author = {Luyao Zhang and
Tianyu Wu and
Saad Lahrichi and
Carlos{-}Gustavo Salas{-}Flores and
Jiayi Li},
title = {A Data Science Pipeline for Algorithmic Trading: {A} Comparative Study
of Applications for Finance and Cryptoeconomics},
journal = {CoRR},
volume = {abs/2206.14932},
year = {2022},
url = {https://doi.org/10.48550/arXiv.2206.14932},
doi = {10.48550/ARXIV.2206.14932},
eprinttype = {arXiv},
eprint = {2206.14932},
timestamp = {Mon, 04 Mar 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2206-14932.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2208-10707,
author = {Boyi Jin},
title = {An intelligent algorithmic trading based on a risk-return reinforcement
learning algorithm},
journal = {CoRR},
volume = {abs/2208.10707},
year = {2022},
url = {https://doi.org/10.48550/arXiv.2208.10707},
doi = {10.48550/ARXIV.2208.10707},
eprinttype = {arXiv},
eprint = {2208.10707},
timestamp = {Mon, 29 Aug 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2208-10707.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2210-03469,
author = {Naseh Majidi and
Mahdi Shamsi and
Farokh Marvasti},
title = {Algorithmic Trading Using Continuous Action Space Deep Reinforcement
Learning},
journal = {CoRR},
volume = {abs/2210.03469},
year = {2022},
url = {https://doi.org/10.48550/arXiv.2210.03469},
doi = {10.48550/ARXIV.2210.03469},
eprinttype = {arXiv},
eprint = {2210.03469},
timestamp = {Wed, 12 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2210-03469.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@phdthesis{DBLP:phd/ethos/Spooner21,
author = {Thomas Spooner},
title = {Algorithmic trading and reinforcement learning: robust methodologies
for {AI} in finance},
school = {University of Liverpool, {UK}},
year = {2021},
url = {https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.835746},
doi = {10.17638/03130139},
timestamp = {Sun, 29 Oct 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/phd/ethos/Spooner21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/access/AloudA21,
author = {Monira Essa Aloud and
Nora Alkhamees},
title = {Intelligent Algorithmic Trading Strategy Using Reinforcement Learning
and Directional Change},
journal = {{IEEE} Access},
volume = {9},
pages = {114659--114671},
year = {2021},
url = {https://doi.org/10.1109/ACCESS.2021.3105259},
doi = {10.1109/ACCESS.2021.3105259},
timestamp = {Wed, 01 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/access/AloudA21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/access/ParkL21,
author = {Deog{-}Yeong Park and
Ki{-}Hoon Lee},
title = {Practical Algorithmic Trading Using State Representation Learning
and Imitative Reinforcement Learning},
journal = {{IEEE} Access},
volume = {9},
pages = {152310--152321},
year = {2021},
url = {https://doi.org/10.1109/ACCESS.2021.3127209},
doi = {10.1109/ACCESS.2021.3127209},
timestamp = {Wed, 15 Dec 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/access/ParkL21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eswa/TheateE21,
author = {Thibaut Th{\'{e}}ate and
Damien Ernst},
title = {An application of deep reinforcement learning to algorithmic trading},
journal = {Expert Syst. Appl.},
volume = {173},
pages = {114632},
year = {2021},
url = {https://doi.org/10.1016/j.eswa.2021.114632},
doi = {10.1016/J.ESWA.2021.114632},
timestamp = {Wed, 19 May 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/eswa/TheateE21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/peerj-cs/AhmadAAAK21,
author = {Iftikhar Ahmad and
Muhammad Ovais Ahmad and
Mohammed A. Alqarni and
Abdulwahab Ali Almazroi and
Muhammad Imran Khan Khalil},
title = {Using algorithmic trading to analyze short term profitability of Bitcoin},
journal = {PeerJ Comput. Sci.},
volume = {7},
pages = {e337},
year = {2021},
url = {https://doi.org/10.7717/peerj-cs.337},
doi = {10.7717/PEERJ-CS.337},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/peerj-cs/AhmadAAAK21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/tcss/LiWWZ21,
author = {Yuze Li and
Shouyang Wang and
Yunjie Wei and
Qing Zhu},
title = {A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting
and Algorithmic Trading},
journal = {{IEEE} Trans. Comput. Soc. Syst.},
volume = {8},
number = {6},
pages = {1357--1368},
year = {2021},
url = {https://doi.org/10.1109/TCSS.2021.3084847},
doi = {10.1109/TCSS.2021.3084847},
timestamp = {Mon, 03 Jan 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/tcss/LiWWZ21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/compsac/HoqueTPT21,
author = {Md. Erfanul Hoque and
Aerambamoorthy Thavaneswaran and
Alex Paseka and
Ruppa K. Thulasiram},
title = {An Algorithmic Multiple Trading Strategy Using Data-Driven Random
Weights Innovation Volatility},
booktitle = {{IEEE} 45th Annual Computers, Software, and Applications Conference,
{COMPSAC} 2021, Madrid, Spain, July 12-16, 2021},
pages = {1760--1765},
publisher = {{IEEE}},
year = {2021},
url = {https://doi.org/10.1109/COMPSAC51774.2021.00263},
doi = {10.1109/COMPSAC51774.2021.00263},
timestamp = {Thu, 23 Sep 2021 08:33:11 +0200},
biburl = {https://dblp.org/rec/conf/compsac/HoqueTPT21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/compsac/Johnson-Skinner21,
author = {Ethan Johnson{-}Skinner and
You Liang and
Na Yu and
Alin Morariu},
title = {A Novel Algorithmic Trading Strategy using Hidden Markov Model for
Kalman Filtering Innovations},
booktitle = {{IEEE} 45th Annual Computers, Software, and Applications Conference,
{COMPSAC} 2021, Madrid, Spain, July 12-16, 2021},
pages = {1766--1771},
publisher = {{IEEE}},
year = {2021},
url = {https://doi.org/10.1109/COMPSAC51774.2021.00264},
doi = {10.1109/COMPSAC51774.2021.00264},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/compsac/Johnson-Skinner21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/www/SawhneyAWS21,
author = {Ramit Sawhney and
Shivam Agarwal and
Arnav Wadhwa and
Rajiv Ratn Shah},
editor = {Jure Leskovec and
Marko Grobelnik and
Marc Najork and
Jie Tang and
Leila Zia},
title = {Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph
Learning for Algorithmic Trading},
booktitle = {{WWW} '21: The Web Conference 2021, Virtual Event / Ljubljana, Slovenia,
April 19-23, 2021},
pages = {11--22},
publisher = {{ACM} / {IW3C2}},
year = {2021},
url = {https://doi.org/10.1145/3442381.3450095},
doi = {10.1145/3442381.3450095},
timestamp = {Mon, 07 Jun 2021 12:37:30 +0200},
biburl = {https://dblp.org/rec/conf/www/SawhneyAWS21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2105-13126,
author = {Thomas Orton},
title = {An Introduction To Regret Minimization In Algorithmic Trading: {A}
Survey of Universal Portfolio Techniques},
journal = {CoRR},
volume = {abs/2105.13126},
year = {2021},
url = {https://arxiv.org/abs/2105.13126},
eprinttype = {arXiv},
eprint = {2105.13126},
timestamp = {Tue, 01 Jun 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2105-13126.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2106-00123,
author = {Tidor{-}Vlad Pricope},
title = {Deep Reinforcement Learning in Quantitative Algorithmic Trading: {A}
Review},
journal = {CoRR},
volume = {abs/2106.00123},
year = {2021},
url = {https://arxiv.org/abs/2106.00123},
eprinttype = {arXiv},
eprint = {2106.00123},
timestamp = {Wed, 09 Jun 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2106-00123.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2109-11270,
author = {Ceren Kocaogullar and
Arthur Gervais and
Benjamin Livshits},
title = {Towards Private On-Chain Algorithmic Trading},
journal = {CoRR},
volume = {abs/2109.11270},
year = {2021},
url = {https://arxiv.org/abs/2109.11270},
eprinttype = {arXiv},
eprint = {2109.11270},
timestamp = {Mon, 27 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2109-11270.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2110-14936,
author = {Nathan Crone and
Eoin Brophy and
Tom{\'{a}}s Ward},
title = {Exploration of Algorithmic Trading Strategies for the Bitcoin Market},
journal = {CoRR},
volume = {abs/2110.14936},
year = {2021},
url = {https://arxiv.org/abs/2110.14936},
eprinttype = {arXiv},
eprint = {2110.14936},
timestamp = {Tue, 02 Nov 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2110-14936.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/bigdatasociety/Hansen20,
author = {Kristian Bondo Hansen},
title = {The virtue of simplicity: On machine learning models in algorithmic
trading},
journal = {Big Data Soc.},
volume = {7},
number = {1},
pages = {205395172092655},
year = {2020},
url = {https://doi.org/10.1177/2053951720926558},
doi = {10.1177/2053951720926558},
timestamp = {Sun, 31 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/bigdatasociety/Hansen20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/entropy/HilbertD20,
author = {Martin Hilbert and
David Darmon},
title = {How Complexity and Uncertainty Grew with Algorithmic Trading},
journal = {Entropy},
volume = {22},
number = {5},
pages = {499},
year = {2020},
url = {https://doi.org/10.3390/e22050499},
doi = {10.3390/E22050499},
timestamp = {Fri, 25 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/entropy/HilbertD20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eor/HaZ20,
author = {Youngmin Ha and
Hai Zhang},
title = {Algorithmic trading for online portfolio selection under limited market
liquidity},
journal = {Eur. J. Oper. Res.},
volume = {286},
number = {3},
pages = {1033--1051},
year = {2020},
url = {https://doi.org/10.1016/j.ejor.2020.03.050},
doi = {10.1016/J.EJOR.2020.03.050},
timestamp = {Tue, 08 Sep 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/eor/HaZ20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eswa/LeiZLYS20,
author = {Kai Lei and
Bing Zhang and
Yu Li and
Min Yang and
Ying Shen},
title = {Time-driven feature-aware jointly deep reinforcement learning for
financial signal representation and algorithmic trading},
journal = {Expert Syst. Appl.},
volume = {140},
year = {2020},
url = {https://doi.org/10.1016/j.eswa.2019.112872},
doi = {10.1016/J.ESWA.2019.112872},
timestamp = {Thu, 09 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/eswa/LeiZLYS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/ijais/PeiV20,
author = {Duo Pei and
Miklos A. Vasarhelyi},
title = {Big data and algorithmic trading against periodic and tangible asset
reporting: The need for {U-XBRL}},
journal = {Int. J. Account. Inf. Syst.},
volume = {37},
pages = {100453},
year = {2020},
url = {https://doi.org/10.1016/j.accinf.2020.100453},
doi = {10.1016/J.ACCINF.2020.100453},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/ijais/PeiV20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/informaticaSI/SaifanSAA20,
author = {Ramzi R. Saifan and
Khaled Sharif and
Mohammad Abu{-}Ghazaleh and
Mohammad Abdel{-}Majeed},
title = {Investigating Algorithmic Stock Market Trading using Ensemble Machine
Learning Methods},
journal = {Informatica (Slovenia)},
volume = {44},
number = {3},
year = {2020},
url = {https://doi.org/10.31449/inf.v44i3.2904},
doi = {10.31449/INF.V44I3.2904},
timestamp = {Fri, 07 Jan 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/informaticaSI/SaifanSAA20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jcis/VoY20,
author = {Au Vo and
Christopher Yost{-}Bremm},
title = {A High-Frequency Algorithmic Trading Strategy for Cryptocurrency},
journal = {J. Comput. Inf. Syst.},
volume = {60},
number = {6},
pages = {555--568},
year = {2020},
url = {https://doi.org/10.1080/08874417.2018.1552090},
doi = {10.1080/08874417.2018.1552090},
timestamp = {Tue, 29 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/jcis/VoY20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jifs/BayramAB20,
author = {Mehmet Bayram and
Muzaffer Akat and
Serol Bulkan},
title = {Algorithmic pairs trading with expert inputs, a fuzzy statistical
arbitrage framework},
journal = {J. Intell. Fuzzy Syst.},
volume = {38},
number = {1},
pages = {697--707},
year = {2020},
url = {https://doi.org/10.3233/JIFS-179442},
doi = {10.3233/JIFS-179442},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/jifs/BayramAB20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/compsac/LiangTPZT20,
author = {You Liang and
Aerambamoorthy Thavaneswaran and
Alexander Paseka and
Zimo Zhu and
Ruppa K. Thulasiram},
title = {A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint
Forecasts of Volatility and Stock Price},
booktitle = {44th {IEEE} Annual Computers, Software, and Applications Conference,
{COMPSAC} 2020, Madrid, Spain, July 13-17, 2020},
pages = {225--234},
publisher = {{IEEE}},
year = {2020},
url = {https://doi.org/10.1109/COMPSAC48688.2020.00038},
doi = {10.1109/COMPSAC48688.2020.00038},
timestamp = {Tue, 29 Sep 2020 12:30:55 +0200},
biburl = {https://dblp.org/rec/conf/compsac/LiangTPZT20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/compsac/LiangTYHT20,
author = {You Liang and
Aerambamoorthy Thavaneswaran and
Na Yu and
Md. Erfanul Hoque and
Ruppa K. Thulasiram},
title = {Dynamic Data Science Applications in Optimal Profit Algorithmic Trading},
booktitle = {44th {IEEE} Annual Computers, Software, and Applications Conference,
{COMPSAC} 2020, Madrid, Spain, July 13-17, 2020},
pages = {1314--1319},
publisher = {{IEEE}},
year = {2020},
url = {https://doi.org/10.1109/COMPSAC48688.2020.00-74},
doi = {10.1109/COMPSAC48688.2020.00-74},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/compsac/LiangTYHT20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/eva/Garancs20,
author = {Janis Garancs},
editor = {Jon Weinel and
Jonathan P. Bowen and
Graham Diprose and
Nick Lambert},
title = {In Flow Between Fascination, Awe, Despair and Trance: Algorithmically
controlled live online trading experience},
booktitle = {Electronic Visualisation and the Arts, {EVA} 2020, London, UK, July
6-9, 2020},
series = {Workshops in Computing},
publisher = {{BCS}},
year = {2020},
url = {https://doi.org/10.14236/ewic/EVA2020.48},
doi = {10.14236/EWIC/EVA2020.48},
timestamp = {Wed, 10 Feb 2021 15:14:27 +0100},
biburl = {https://dblp.org/rec/conf/eva/Garancs20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/fuzzIEEE/ThavaneswaranLZ20,
author = {A. Thavaneswaran and
You Liang and
Zimo Zhu and
Ruppa K. Thulasiram},
title = {Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models
with Applications to Algorithmic Trading},
booktitle = {29th {IEEE} International Conference on Fuzzy Systems, {FUZZ-IEEE}
2020, Glasgow, UK, July 19-24, 2020},
pages = {1--8},
publisher = {{IEEE}},
year = {2020},
url = {https://doi.org/10.1109/FUZZ48607.2020.9177735},
doi = {10.1109/FUZZ48607.2020.9177735},
timestamp = {Thu, 10 Sep 2020 16:38:18 +0200},
biburl = {https://dblp.org/rec/conf/fuzzIEEE/ThavaneswaranLZ20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/hicss/WangO20,
author = {Hongchang Wang and
Eric Overby},
title = {How Does Algorithmic Trading Influence Investor Participation in Peer-to-Peer
Online Lending Markets?},
booktitle = {53rd Hawaii International Conference on System Sciences, {HICSS} 2020,
Maui, Hawaii, USA, January 7-10, 2020},
pages = {1--10},
publisher = {ScholarSpace},
year = {2020},
url = {https://hdl.handle.net/10125/64226},
timestamp = {Wed, 04 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/hicss/WangO20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iccai/LeiPS20,
author = {Ying Lei and
Qinke Peng and
Yiqing Shen},
title = {Deep Learning for Algorithmic Trading: Enhancing {MACD} Strategy},
booktitle = {{ICCAI} '20: 2020 6th International Conference on Computing and Artificial
Intelligence, Tianjin, China, April 23-26, 2020},
pages = {51--57},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3404555.3404604},
doi = {10.1145/3404555.3404604},
timestamp = {Wed, 10 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/iccai/LeiPS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ssci/LiangTH20,
author = {You Liang and
Aerambamoorthy Thavaneswaran and
Md. Erfanul Hoque},
title = {A Novel Algorithmic Trading Strategy Using Data-Driven Innovation
Volatility},
booktitle = {2020 {IEEE} Symposium Series on Computational Intelligence, {SSCI}
2020, Canberra, Australia, December 1-4, 2020},
pages = {1107--1114},
publisher = {{IEEE}},
year = {2020},
url = {https://doi.org/10.1109/SSCI47803.2020.9308360},
doi = {10.1109/SSCI47803.2020.9308360},
timestamp = {Thu, 14 Jan 2021 15:14:22 +0100},
biburl = {https://dblp.org/rec/conf/ssci/LiangTH20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2001-09403,
author = {Abhishek Nan and
Anandh Perumal and
Osmar R. Za{\"{\i}}ane},
title = {Sentiment and Knowledge Based Algorithmic Trading with Deep Reinforcement
Learning},
journal = {CoRR},
volume = {abs/2001.09403},
year = {2020},
url = {https://arxiv.org/abs/2001.09403},
eprinttype = {arXiv},
eprint = {2001.09403},
timestamp = {Thu, 30 Jan 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2001-09403.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2002-11523,
author = {Evgeny Ponomarev and
Ivan V. Oseledets and
Andrzej Cichocki},
title = {Using Reinforcement Learning in the Algorithmic Trading Problem},
journal = {CoRR},
volume = {abs/2002.11523},
year = {2020},
url = {https://arxiv.org/abs/2002.11523},
eprinttype = {arXiv},
eprint = {2002.11523},
timestamp = {Tue, 03 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2002-11523.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2004-06627,
author = {Thibaut Th{\'{e}}ate and
Damien Ernst},
title = {An Application of Deep Reinforcement Learning to Algorithmic Trading},
journal = {CoRR},
volume = {abs/2004.06627},
year = {2020},
url = {https://arxiv.org/abs/2004.06627},
eprinttype = {arXiv},
eprint = {2004.06627},
timestamp = {Sat, 23 Jan 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2004-06627.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2010-11388,
author = {Yaser Faghan and
Nancirose Piazza and
Vahid Behzadan and
Ali Fathi},
title = {Adversarial Attacks on Deep Algorithmic Trading Policies},
journal = {CoRR},
volume = {abs/2010.11388},
year = {2020},
url = {https://arxiv.org/abs/2010.11388},
eprinttype = {arXiv},
eprint = {2010.11388},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2010-11388.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/access/LiZZ19c,
author = {Yang Li and
Wanshan Zheng and
Zibin Zheng},
title = {Deep Robust Reinforcement Learning for Practical Algorithmic Trading},
journal = {{IEEE} Access},
volume = {7},
pages = {108014--108022},
year = {2019},
url = {https://doi.org/10.1109/ACCESS.2019.2932789},
doi = {10.1109/ACCESS.2019.2932789},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/access/LiZZ19c.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/af/SiposC0L19,
author = {I. R{\'{o}}bert Sipos and
Attila Ceffer and
G{\'{a}}bor Horv{\'{a}}th and
J{\'{a}}nos Levendovszky},
title = {Parallel {MCMC} sampling of AR-HMMs for prediction based option trading},
journal = {Algorithmic Finance},
volume = {8},
number = {1-2},
pages = {47--55},
year = {2019},
url = {https://doi.org/10.3233/AF-190243},
doi = {10.3233/AF-190243},
timestamp = {Mon, 06 Jan 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/af/SiposC0L19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/algorithmica/Fung19,
author = {Stanley P. Y. Fung},
title = {Optimal Online Two-Way Trading with Bounded Number of Transactions},
journal = {Algorithmica},
volume = {81},
number = {11-12},
pages = {4238--4257},
year = {2019},
url = {https://doi.org/10.1007/s00453-018-00534-9},
doi = {10.1007/S00453-018-00534-9},
timestamp = {Thu, 07 Nov 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/algorithmica/Fung19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/SunKC19,
author = {Edward W. Sun and
Timm Kruse and
Yi{-}Ting Chen},
title = {Stylized algorithmic trading: satisfying the predictive near-term
demand of liquidity},
journal = {Ann. Oper. Res.},
volume = {281},
number = {1-2},
pages = {315--347},
year = {2019},
url = {https://doi.org/10.1007/s10479-019-03150-0},
doi = {10.1007/S10479-019-03150-0},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/anor/SunKC19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/asc/MartinQI19,
author = {Carlos Mart{\'{\i}}n and
David Quintana and
Pedro Isasi},
title = {Grammatical Evolution-based ensembles for algorithmic trading},
journal = {Appl. Soft Comput.},
volume = {84},
year = {2019},
url = {https://doi.org/10.1016/j.asoc.2019.105713},
doi = {10.1016/J.ASOC.2019.105713},
timestamp = {Tue, 26 Nov 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/asc/MartinQI19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/fsdm/LiuFY19,
author = {Jun Liu and
Qingqin Fu and
Onur Yilmaz},
editor = {Antonio J. Tall{\'{o}}n{-}Ballesteros},
title = {Prediction of High Frequency Trading Financial Data Using Stacked
LSTMs for Algorithmic Trading},
booktitle = {Fuzzy Systems and Data Mining {V} - Proceedings of {FSDM} 2019, Kitakyushu
City, Japan, October 18-21, 2019},
series = {Frontiers in Artificial Intelligence and Applications},
volume = {320},
pages = {1064--1070},
publisher = {{IOS} Press},
year = {2019},
url = {https://doi.org/10.3233/FAIA190285},
doi = {10.3233/FAIA190285},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/fsdm/LiuFY19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ictai/SunSWW19,
author = {Hongyong Sun and
Nan Sang and
Jia Wu and
Chen Wang},
title = {Algorithmic Currency Trading Based on Reinforcement Learning Combining
Action Shaping and Advantage Function Shaping},
booktitle = {31st {IEEE} International Conference on Tools with Artificial Intelligence,
{ICTAI} 2019, Portland, OR, USA, November 4-6, 2019},
pages = {1494--1498},
publisher = {{IEEE}},
year = {2019},
url = {https://doi.org/10.1109/ICTAI.2019.00212},
doi = {10.1109/ICTAI.2019.00212},
timestamp = {Thu, 20 Feb 2020 16:19:51 +0100},
biburl = {https://dblp.org/rec/conf/ictai/SunSWW19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/pricai/MazumdarZG19a,
author = {Kingshuk Mazumdar and
Dongmo Zhang and
Yi Guo},
editor = {Abhaya C. Nayak and
Alok Sharma},
title = {Multi-peak Algorithmic Trading Strategies Using Grey Wolf Optimizer},
booktitle = {{PRICAI} 2019: Trends in Artificial Intelligence - 16th Pacific Rim
International Conference on Artificial Intelligence, Cuvu, Yanuca
Island, Fiji, August 26-30, 2019, Proceedings, Part {III}},
series = {Lecture Notes in Computer Science},
volume = {11672},
pages = {748--754},
publisher = {Springer},
year = {2019},
url = {https://doi.org/10.1007/978-3-030-29894-4\_61},
doi = {10.1007/978-3-030-29894-4\_61},
timestamp = {Sun, 12 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/pricai/MazumdarZG19a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/af/Virgilio18,
author = {Gianluca Piero Maria Virgilio},
title = {Absolute vs. relative speed in high-frequency trading},
journal = {Algorithmic Finance},
volume = {7},
number = {3-4},
pages = {71--86},
year = {2018},
url = {https://doi.org/10.3233/AF-180253},
doi = {10.3233/AF-180253},
timestamp = {Sat, 19 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/af/Virgilio18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/af/WrightCL18,
author = {Dominic Wright and
Luca Capriotti and
Jacky Lee},
title = {Machine learning and corporate bond trading},
journal = {Algorithmic Finance},
volume = {7},
number = {3-4},
pages = {105--110},
year = {2018},
url = {https://doi.org/10.3233/AF-180258},
doi = {10.3233/AF-180258},
timestamp = {Wed, 24 Apr 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/af/WrightCL18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/algorithmica/SaettlerLC18,
author = {Aline Medeiros Saettler and
Eduardo Sany Laber and
Ferdinando Cicalese},
title = {Correction to: Trading Off Worst and Expected Cost in Decision Tree
Problems},
journal = {Algorithmica},
volume = {80},
number = {11},
pages = {3431--3436},
year = {2018},
url = {https://doi.org/10.1007/s00453-018-0423-8},
doi = {10.1007/S00453-018-0423-8},
timestamp = {Wed, 03 Oct 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/algorithmica/SaettlerLC18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/asc/SezerO18,
author = {Omer Berat Sezer and
A. Murat Ozbayoglu},
title = {Algorithmic financial trading with deep convolutional neural networks:
Time series to image conversion approach},
journal = {Appl. Soft Comput.},
volume = {70},
pages = {525--538},
year = {2018},
url = {https://doi.org/10.1016/j.asoc.2018.04.024},
doi = {10.1016/J.ASOC.2018.04.024},
timestamp = {Mon, 16 Sep 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/asc/SezerO18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/siamrev/CarteaJR18,
author = {{\'{A}}lvaro Cartea and
Sebastian Jaimungal and
Jason Ricci},
title = {Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes},
journal = {{SIAM} Rev.},
volume = {60},
number = {3},
pages = {673--703},
year = {2018},
url = {https://doi.org/10.1137/18M1176968},
doi = {10.1137/18M1176968},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/siamrev/CarteaJR18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/amcis/CurrieSCV18,
author = {Wendy Currie and
Jonathan J. M. Seddon and
Ricky Cooper and
Ben Van Vliet},
title = {Theories for Analysing Innovation and Technology in Emerging Financial
Markets: The Case of Algorithmic and High Frequency Trading},
booktitle = {24th Americas Conference on Information Systems, {AMCIS} 2018, New
Orleans, LA, USA, August 16-18, 2018},
publisher = {Association for Information Systems},
year = {2018},
url = {https://aisel.aisnet.org/amcis2018/GlobalDev/Presentations/13},
timestamp = {Mon, 22 Oct 2018 17:24:45 +0200},
biburl = {https://dblp.org/rec/conf/amcis/CurrieSCV18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icteri/ReznikP18,
author = {Nadiia Reznik and
Lubov Pankratova},
editor = {Vadim Ermolayev and
Mari Carmen Su{\'{a}}rez{-}Figueroa and
Vitaliy Yakovyna and
Vyacheslav S. Kharchenko and
Vitaliy Kobets and
Hennadiy Kravtsov and
Vladimir S. Peschanenko and
Yaroslav Prytula and
Mykola S. Nikitchenko and
Aleksander Spivakovsky},
title = {High-Frequency Trade as a Component of Algorithmic Trading: Market
Consequences},
booktitle = {Proceedings of the 14th International Conference on {ICT} in Education,
Research and Industrial Applications. Integration, Harmonization and
Knowledge Transfer. Volume {II:} Workshops, Kyiv, Ukraine, May 14-17,
2018},
series = {{CEUR} Workshop Proceedings},
volume = {2104},
pages = {73--83},
publisher = {CEUR-WS.org},
year = {2018},
url = {https://ceur-ws.org/Vol-2104/paper\_174.pdf},
timestamp = {Fri, 10 Mar 2023 16:23:14 +0100},
biburl = {https://dblp.org/rec/conf/icteri/ReznikP18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/sera/YeX18,
author = {Botao Ye and
Dejun Xie},
editor = {Shaowen Yao and
Zhi Jin and
Xiaohui Cui and
Bing Luo and
Junfeng Wang and
Zhengtao Yu},
title = {An Overview of Event Based Directional Change for Algorithmic Trading},
booktitle = {16th {IEEE} International Conference on Software Engineering Research,
Management and Applications, {SERA} 2018, Kunming, China, June 13-15,
2018},
pages = {13--18},
publisher = {{IEEE} Computer Society},
year = {2018},
url = {https://doi.org/10.1109/SERA.2018.8477229},
doi = {10.1109/SERA.2018.8477229},
timestamp = {Thu, 23 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/sera/YeX18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/system/VaitonisMK18,
author = {Mantas Vaitonis and
Saulius Masteika and
Konstantinas Korovkinas},
editor = {Giacomo Capizzi and
Robertas Damasevicius and
Audrius Lopata and
Tomas Krilavicius and
Christian Napoli and
Marcin Wozniak},
title = {Algorithmic Trading and Machine Learning Based on {GPU}},
booktitle = {Proceedings of the Symposium for Young Scientists in Technology, Engineering
and Mathematics, Gliwice, Poland, May 28, 2018},
series = {{CEUR} Workshop Proceedings},
volume = {2147},
pages = {49--54},
publisher = {CEUR-WS.org},
year = {2018},
url = {http://ceur-ws.org/Vol-2147/p09.pdf},
timestamp = {Thu, 14 Sep 2023 17:06:49 +0200},
biburl = {https://dblp.org/rec/conf/system/VaitonisMK18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-1802-03010,
author = {Sevi Baltaoglu and
Lang Tong and
Qing Zhao},
title = {Algorithmic Bidding for Virtual Trading in Electricity Markets},
journal = {CoRR},
volume = {abs/1802.03010},
year = {2018},
url = {http://arxiv.org/abs/1802.03010},
eprinttype = {arXiv},
eprint = {1802.03010},
timestamp = {Thu, 04 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-1802-03010.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/algorithmica/SaettlerLC17,
author = {Aline Medeiros Saettler and
Eduardo Sany Laber and
Ferdinando Cicalese},
title = {Trading Off Worst and Expected Cost in Decision Tree Problems},
journal = {Algorithmica},
volume = {79},
number = {3},
pages = {886--908},
year = {2017},
url = {https://doi.org/10.1007/s00453-016-0211-2},
doi = {10.1007/S00453-016-0211-2},
timestamp = {Tue, 12 Sep 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/algorithmica/SaettlerLC17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/siamfm/CarteaDJ17,
author = {{\'{A}}lvaro Cartea and
Ryan Donnelly and
Sebastian Jaimungal},
title = {Algorithmic Trading with Model Uncertainty},
journal = {{SIAM} J. Financial Math.},
volume = {8},
number = {1},
pages = {635--671},
year = {2017},
url = {https://doi.org/10.1137/16M106282X},
doi = {10.1137/16M106282X},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/siamfm/CarteaDJ17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/amcis/CurrieS17,
author = {Wendy L. Currie and
Jonathan J. M. Seddon},
title = {Theories for Analysing Innovation and Technology in Emerging Financial
Markets: The Case of Algorithmic and High Frequency Trading},
booktitle = {23rd Americas Conference on Information Systems, {AMCIS} 2017, Boston,
MA, USA, August 10-12, 2017},
publisher = {Association for Information Systems},
year = {2017},
url = {http://aisel.aisnet.org/amcis2017/ICTs/Presentations/7},
timestamp = {Tue, 23 May 2017 14:16:12 +0200},
biburl = {https://dblp.org/rec/conf/amcis/CurrieS17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ismis/RutaRC17,
author = {Andrzej Ruta and
Dymitr Ruta and
Ling Cen},
editor = {Marzena Kryszkiewicz and
Annalisa Appice and
Dominik Slezak and
Henryk Rybinski and
Andrzej Skowron and
Zbigniew W. Ras},
title = {Algorithmic Daily Trading Based on Experts' Recommendations},
booktitle = {Foundations of Intelligent Systems - 23rd International Symposium,
{ISMIS} 2017, Warsaw, Poland, June 26-29, 2017, Proceedings},
series = {Lecture Notes in Computer Science},
volume = {10352},
pages = {735--744},
publisher = {Springer},
year = {2017},
url = {https://doi.org/10.1007/978-3-319-60438-1\_72},
doi = {10.1007/978-3-319-60438-1\_72},
timestamp = {Thu, 14 Oct 2021 10:09:11 +0200},
biburl = {https://dblp.org/rec/conf/ismis/RutaRC17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ruscdays/Zelenkov17,
author = {Yuri Zelenkov},
editor = {Vladimir V. Voevodin and
Sergey I. Sobolev},
title = {Parallel Heterogeneous Multi-classifier System for Decision Making
in Algorithmic Trading},
booktitle = {Supercomputing - Third Russian Supercomputing Days, RuSCDays 2017,
Moscow, Russia, September 25-26, 2017, Revised Selected Papers},
series = {Communications in Computer and Information Science},
volume = {793},
pages = {251--265},
publisher = {Springer},
year = {2017},
url = {https://doi.org/10.1007/978-3-319-71255-0\_20},
doi = {10.1007/978-3-319-71255-0\_20},
timestamp = {Wed, 29 May 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/ruscdays/Zelenkov17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/wea2/ArevaloNHSLA17,
author = {Andr{\'{e}}s Ar{\'{e}}valo and
Jaime Ni{\~{n}}o and
Germ{\'{a}}n Jairo Hern{\'{a}}ndez{-}P{\'{e}}rez and
Javier Sandoval and
Diego Le{\'{o}}n and
Arbey Arag{\'{o}}n},
editor = {Juan Carlos Figueroa Garc{\'{\i}}a and
Eduyn Ramiro L{\'{o}}pez{-}Santana and
Jos{\'{e}} Luis Villa{-}Ram{\'{\i}}rez and
Roberto Ferro Escobar},
title = {Algorithmic Trading Using Deep Neural Networks on High Frequency Data},
booktitle = {Applied Computer Sciences in Engineering - 4th Workshop on Engineering
Applications, {WEA} 2017, Cartagena, Colombia, September 27-29, 2017,
Proceedings},
series = {Communications in Computer and Information Science},
volume = {742},
pages = {144--155},
publisher = {Springer},
year = {2017},
url = {https://doi.org/10.1007/978-3-319-66963-2\_14},
doi = {10.1007/978-3-319-66963-2\_14},
timestamp = {Tue, 18 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/wea2/ArevaloNHSLA17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-1710-10836,
author = {Jithin Mathews and
Priya Mehta and
S. V. Kasi Visweswara Rao and
Ch. Sobhan Babu},
title = {An algorithmic approach to handle circular trading in commercial taxing
system},
journal = {CoRR},
volume = {abs/1710.10836},
year = {2017},
url = {http://arxiv.org/abs/1710.10836},
eprinttype = {arXiv},
eprint = {1710.10836},
timestamp = {Mon, 13 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-1710-10836.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@phdthesis{DBLP:phd/ethos/Booth16,
author = {Ash Booth},
title = {Automated algorithmic trading: machine learning and agent-based modelling
in complex adaptive financial markets},
school = {University of Southampton, {UK}},
year = {2016},
url = {https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.690300},
timestamp = {Tue, 05 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/phd/ethos/Booth16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@phdthesis{DBLP:phd/us/Wah16,
author = {Elaine Wah},
title = {Computational Models of Algorithmic Trading in Financial Markets},
school = {University of Michigan, {USA}},
year = {2016},
url = {https://hdl.handle.net/2027.42/120811},
timestamp = {Wed, 04 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/phd/us/Wah16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eswa/BerutichLLQ16,
author = {Jos{\'{e}} Manuel Berutich and
Francisco L{\'{o}}pez and
Francisco Luna and
David Quintana},
title = {Robust technical trading strategies using {GP} for algorithmic portfolio
selection},
journal = {Expert Syst. Appl.},
volume = {46},
pages = {307--315},
year = {2016},
url = {https://doi.org/10.1016/j.eswa.2015.10.040},
doi = {10.1016/J.ESWA.2015.10.040},
timestamp = {Wed, 12 Apr 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/eswa/BerutichLLQ16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/ijar/BendtsenP16,
author = {Marcus Bendtsen and
Jos{\'{e}} M. Pe{\~{n}}a},
title = {Gated Bayesian networks for algorithmic trading},
journal = {Int. J. Approx. Reason.},
volume = {69},
pages = {58--80},
year = {2016},
url = {https://doi.org/10.1016/j.ijar.2015.11.002},
doi = {10.1016/J.IJAR.2015.11.002},
timestamp = {Tue, 16 Feb 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/ijar/BendtsenP16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/bis/Raudys16,
author = {Aistis Raudys},
editor = {Witold Abramowicz and
Rainer Alt and
Bogdan Franczyk},
title = {Portfolio of Global Futures Algorithmic Trading Strategies for Best
Out-of-Sample Performance},
booktitle = {Business Information Systems - 19th International Conference, {BIS}
2016, Leipzig, Germany, July, 6-8, 2016, Proceedings},
series = {Lecture Notes in Business Information Processing},
volume = {255},
pages = {424--435},
publisher = {Springer},
year = {2016},
url = {https://doi.org/10.1007/978-3-319-39426-8\_33},
doi = {10.1007/978-3-319-39426-8\_33},
timestamp = {Sat, 19 Oct 2019 20:06:48 +0200},
biburl = {https://dblp.org/rec/conf/bis/Raudys16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/Inggs16,
author = {Gordon Inggs},
title = {Algorithmic Trading: {A} brief, computational finance case study on
data centre FPGAs},
journal = {CoRR},
volume = {abs/1607.05069},
year = {2016},
url = {http://arxiv.org/abs/1607.05069},
eprinttype = {arXiv},
eprint = {1607.05069},
timestamp = {Mon, 13 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/Inggs16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/af/CooperOV15,
author = {Ricky Cooper and
Michael Ong and
Ben Van Vliet},
title = {Multi-scale capability: {A} better approach to performance measurement
for algorithmic trading},
journal = {Algorithmic Finance},
volume = {4},
number = {1-2},
pages = {53--68},
year = {2015},
url = {https://doi.org/10.3233/AF-150043},
doi = {10.3233/AF-150043},
timestamp = {Wed, 17 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/af/CooperOV15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KumaresanK15,
author = {Miles Kumaresan and
Natasa Krejic},
title = {Optimal trading of algorithmic orders in a liquidity fragmented market
place},
journal = {Ann. Oper. Res.},
volume = {229},
number = {1},
pages = {521--540},
year = {2015},
url = {https://doi.org/10.1007/s10479-015-1815-7},
doi = {10.1007/S10479-015-1815-7},
timestamp = {Tue, 29 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/anor/KumaresanK15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/asc/HuLZSNL15,
author = {Yong Hu and
Kang Liu and
Xiangzhou Zhang and
Lijun Su and
E. W. T. Ngai and
Mei Liu},
title = {Application of evolutionary computation for rule discovery in stock
algorithmic trading: {A} literature review},
journal = {Appl. Soft Comput.},
volume = {36},
pages = {534--551},
year = {2015},
url = {https://doi.org/10.1016/j.asoc.2015.07.008},
doi = {10.1016/J.ASOC.2015.07.008},
timestamp = {Fri, 13 Nov 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/asc/HuLZSNL15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/atal/Wah15,
author = {Elaine Wah},
editor = {Gerhard Weiss and
Pinar Yolum and
Rafael H. Bordini and
Edith Elkind},
title = {Computational Models of Algorithmic Trading in Financial Markets},
booktitle = {Proceedings of the 2015 International Conference on Autonomous Agents
and Multiagent Systems, {AAMAS} 2015, Istanbul, Turkey, May 4-8, 2015},
pages = {1987--1988},
publisher = {{ACM}},
year = {2015},
url = {http://dl.acm.org/citation.cfm?id=2773539},
timestamp = {Tue, 08 Mar 2022 10:12:47 +0100},
biburl = {https://dblp.org/rec/conf/atal/Wah15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/sisy/Gruver15,
author = {William A. Gruver},
title = {Algorithmic trading systems},
booktitle = {13th {IEEE} International Symposium on Intelligent Systems and Informatics,
{SISY} 2015, Subotica, Serbia, September 17-19, 2015},
pages = {17},
publisher = {{IEEE}},
year = {2015},
url = {https://doi.org/10.1109/SISY.2015.7325393},
doi = {10.1109/SISY.2015.7325393},
timestamp = {Wed, 16 Oct 2019 14:14:56 +0200},
biburl = {https://dblp.org/rec/conf/sisy/Gruver15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/uai/Bendtsen15,
author = {Marcus Bendtsen},
editor = {John Mark Agosta and
Rommel Novaes Carvalho},
title = {Bayesian Optimisation of Gated Bayesian Networks for Algorithmic Trading},
booktitle = {Proceedings of the Twelfth {UAI} Bayesian Modeling Applications Workshop
{(BMAW} 2015) co-located with the 31st Conference on Uncertainty in
Artificial Intelligence {(UAI} 2015), Amsterdam, The Netherlands,
July 16, 2015},
series = {{CEUR} Workshop Proceedings},
volume = {1565},
pages = {2--11},
publisher = {CEUR-WS.org},
year = {2015},
url = {https://ceur-ws.org/Vol-1565/bmaw2015\_paper2.pdf},
timestamp = {Fri, 10 Mar 2023 16:22:25 +0100},
biburl = {https://dblp.org/rec/conf/uai/Bendtsen15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/webi/GiacomelGP15,
author = {Felipe Giacomel and
Renata Galante and
Adriano C. M. Pereira},
title = {An Algorithmic Trading Agent Based on a Neural Network Ensemble: {A}
Case of Study in North American and Brazilian Stock Markets},
booktitle = {{IEEE/WIC/ACM} International Conference on Web Intelligence and Intelligent
Agent Technology, {WI-IAT} 2015, Singapore, December 6-9, 2015 - Volume
{II}},
pages = {230--233},
publisher = {{IEEE} Computer Society},
year = {2015},
url = {https://doi.org/10.1109/WI-IAT.2015.43},
doi = {10.1109/WI-IAT.2015.43},
timestamp = {Sun, 12 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/webi/GiacomelGP15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/GarciaS15,
author = {David Garc{\'{\i}}a and
Frank Schweitzer},
title = {Social signals and algorithmic trading of Bitcoin},
journal = {CoRR},
volume = {abs/1506.01513},
year = {2015},
url = {http://arxiv.org/abs/1506.01513},
eprinttype = {arXiv},
eprint = {1506.01513},
timestamp = {Mon, 20 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/GarciaS15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@phdthesis{DBLP:phd/ethos/Galas14,
author = {Michal Galas},
title = {Experimental computational simulation environments for algorithmic
trading},
school = {University College London, {UK}},
year = {2014},
url = {http://discovery.ucl.ac.uk/1418208/},
timestamp = {Tue, 05 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/phd/ethos/Galas14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fcsc/LiDZWX14,
author = {Xiaodong Li and
Xiaotie Deng and
Shanfeng Zhu and
Feng Wang and
Haoran Xie},
title = {An intelligent market making strategy in algorithmic trading},
journal = {Frontiers Comput. Sci.},
volume = {8},
number = {4},
pages = {596--608},
year = {2014},
url = {https://doi.org/10.1007/s11704-014-3312-6},
doi = {10.1007/S11704-014-3312-6},
timestamp = {Fri, 27 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/fcsc/LiDZWX14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/isca/AbdunabiB14,
author = {Tarek Abdunabi and
Otman Basir},
title = {Holonic Intelligent Multi-Agent Algorithmic Trading System {(HIMAATS)}},
journal = {Int. J. Comput. Their Appl.},
volume = {21},
number = {1},
pages = {54--61},
year = {2014},
timestamp = {Thu, 16 Apr 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/isca/AbdunabiB14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/tcci/PonomarevaC14,
author = {Natalia Ponomareva and
Anisoara Calinescu},
title = {Revisiting Agent-Based Models of Algorithmic Trading Strategies},
journal = {Trans. Comput. Collect. Intell.},
volume = {16},
pages = {92--121},
year = {2014},
url = {https://doi.org/10.1007/978-3-662-44871-7\_4},
doi = {10.1007/978-3-662-44871-7\_4},
timestamp = {Fri, 06 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/tcci/PonomarevaC14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/KoschnickeGSS14,
author = {Sven Koschnicke and
Vasco Grossmann and
Christoph Starke and
Manfred Schimmler},
title = {Quality and consistency assurance of quote data for algorithmic trading
strategies},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {255--261},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924081},
doi = {10.1109/CIFER.2014.6924081},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/KoschnickeGSS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/ShenHYO14,
author = {Yun Shen and
Ruihong Huang and
Chang Yan and
Klaus Obermayer},
title = {Risk-averse reinforcement learning for algorithmic trading},
booktitle = {{IEEE} Conference on Computational Intelligence for Financial Engineering
{\&} Economics, CIFEr 2014, London, UK, March 27-28, 2014},
pages = {391--398},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/CIFEr.2014.6924100},
doi = {10.1109/CIFER.2014.6924100},
timestamp = {Fri, 19 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/cifer/ShenHYO14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ijcnn/YangQBS14,
author = {Steve Y. Yang and
Qifeng Qiao and
Peter A. Beling and
William T. Scherer},
title = {Algorithmic trading behavior identification using reward learning
method},
booktitle = {2014 International Joint Conference on Neural Networks, {IJCNN} 2014,
Beijing, China, July 6-11, 2014},
pages = {3807--3414},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/IJCNN.2014.6889878},
doi = {10.1109/IJCNN.2014.6889878},
timestamp = {Wed, 16 Oct 2019 14:14:55 +0200},
biburl = {https://dblp.org/rec/conf/ijcnn/YangQBS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/pgm/BendtsenP14,
author = {Marcus Bendtsen and
Jos{\'{e}} M. Pe{\~{n}}a},
editor = {Linda C. van der Gaag and
A. J. Feelders},
title = {Learning Gated Bayesian Networks for Algorithmic Trading},
booktitle = {Probabilistic Graphical Models - 7th European Workshop, {PGM} 2014,
Utrecht, The Netherlands, September 17-19, 2014. Proceedings},
series = {Lecture Notes in Computer Science},
volume = {8754},
pages = {49--64},
publisher = {Springer},
year = {2014},
url = {https://doi.org/10.1007/978-3-319-11433-0\_4},
doi = {10.1007/978-3-319-11433-0\_4},
timestamp = {Sun, 25 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/pgm/BendtsenP14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/af/KirilenkoSM13,
author = {Andrei Kirilenko and
Richard B. Sowers and
Xiangqian Meng},
title = {A multiscale model of high-frequency trading},
journal = {Algorithmic Finance},
volume = {2},
number = {1},
pages = {59--98},
year = {2013},
url = {https://doi.org/10.3233/AF-13017},
doi = {10.3233/AF-13017},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/af/KirilenkoSM13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/af/Wang13,
author = {Shilei Wang},
title = {Dynamical trading mechanisms in limit order markets},
journal = {Algorithmic Finance},
volume = {2},
number = {3-4},
pages = {213--231},
year = {2013},
url = {https://doi.org/10.3233/AF-13027},
doi = {10.3233/AF-13027},
timestamp = {Wed, 17 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/af/Wang13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cacm/TreleavenGL13,
author = {Philip C. Treleaven and
Michal Galas and
Vidhi Lalchand},
title = {Algorithmic trading review},
journal = {Commun. {ACM}},
volume = {56},
number = {11},
pages = {76--85},
year = {2013},
url = {https://doi.org/10.1145/2500117},
doi = {10.1145/2500117},
timestamp = {Tue, 06 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cacm/TreleavenGL13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/ieicet/AbrilS13,
author = {Ildefons Magrans de Abril and
Masashi Sugiyama},
title = {Winning the Kaggle Algorithmic Trading Challenge with the Composition
of Many Models and Feature Engineering},
journal = {{IEICE} Trans. Inf. Syst.},
volume = {96-D},
number = {3},
pages = {742--745},
year = {2013},
url = {https://doi.org/10.1587/transinf.E96.D.742},
doi = {10.1587/TRANSINF.E96.D.742},
timestamp = {Sat, 05 Sep 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/ieicet/AbrilS13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/isf/SeoC13,
author = {Ji{-}Yong Seo and
Sangmi Chai},
title = {The role of algorithmic trading systems on stock market efficiency},
journal = {Inf. Syst. Frontiers},
volume = {15},
number = {5},
pages = {873--888},
year = {2013},
url = {https://doi.org/10.1007/s10796-013-9442-9},
doi = {10.1007/S10796-013-9442-9},
timestamp = {Fri, 13 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/isf/SeoC13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/bife/ChenLL13,
author = {Chaoteng Jordan Chen and
Xiaotao Liu and
Kin Keung Lai},
editor = {Lean Yu and
Rongda Chen and
Shouyang Wang},
title = {Comparisons of Strategies on Gold Algorithmic Trading},
booktitle = {Sixth International Conference on Business Intelligence and Financial
Engineering, {BIFE} 2013, Hangzhou, China, November 14-16, 2013},
pages = {286--290},
publisher = {{IEEE} Computer Society},
year = {2013},
url = {https://doi.org/10.1109/BIFE.2013.61},
doi = {10.1109/BIFE.2013.61},
timestamp = {Thu, 23 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/bife/ChenLL13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@phdthesis{DBLP:phd/ethos/Yingsaeree12,
author = {Chaiyakorn Yingsaeree},
title = {Algorithmic trading : model of execution probability and order placement
strategy},
school = {University College London, {UK}},
year = {2012},
url = {http://discovery.ucl.ac.uk/1359852/},
timestamp = {Tue, 05 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/phd/ethos/Yingsaeree12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jstsp/AhrabianTM12,
author = {Alireza Ahrabian and
Clive Cheong Took and
Danilo P. Mandic},
title = {Algorithmic Trading Using Phase Synchronization},
journal = {{IEEE} J. Sel. Top. Signal Process.},
volume = {6},
number = {4},
pages = {399--403},
year = {2012},
url = {https://doi.org/10.1109/JSTSP.2011.2173900},
doi = {10.1109/JSTSP.2011.2173900},
timestamp = {Thu, 09 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/jstsp/AhrabianTM12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cifer/GabrielssonKJ12,
author = {Patrick Gabrielsson and
Rikard K{\"{o}}nig and
Ulf Johansson},
title = {Hierarchical Temporal Memory-based algorithmic trading of financial
markets},
booktitle = {Proceedings of the 2012 {IEEE} Conference on Computational Intelligence
for Financial Engineering {\&} Economics, CIFEr 2012, New York
City, NY, USA, March 29-30, 2012},
pages = {1--8},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/CIFEr.2012.6327784},
doi = {10.1109/CIFER.2012.6327784},
timestamp = {Wed, 16 Oct 2019 14:14:52 +0200},
biburl = {https://dblp.org/rec/conf/cifer/GabrielssonKJ12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/er/Hogenboom12,
author = {Frederik Hogenboom},
editor = {Silvana Castano and
Panos Vassiliadis and
Laks V. S. Lakshmanan and
Mong{-}Li Lee},
title = {Financial Events Recognition in Web News for Algorithmic Trading},
booktitle = {Advances in Conceptual Modeling - {ER} 2012 Workshops CMS, ECDM-NoCoDA,
MoDIC, MORE-BI, RIGiM, SeCoGIS, WISM, Florence, Italy, October 15-18,
2012. Proceedings},
series = {Lecture Notes in Computer Science},
volume = {7518},
pages = {368--377},
publisher = {Springer},
year = {2012},
url = {https://doi.org/10.1007/978-3-642-33999-8\_43},
doi = {10.1007/978-3-642-33999-8\_43},
timestamp = {Tue, 14 May 2019 10:00:50 +0200},
biburl = {https://dblp.org/rec/conf/er/Hogenboom12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/hicss/BellG12,
author = {David Bell and
Laide Gana},
title = {Algorithmic Trading Systems: {A} Multifaceted View of Adoption},
booktitle = {45th Hawaii International International Conference on Systems Science
{(HICSS-45} 2012), Proceedings, 4-7 January 2012, Grand Wailea, Maui,
HI, {USA}},
pages = {3090--3099},
publisher = {{IEEE} Computer Society},
year = {2012},
url = {https://doi.org/10.1109/HICSS.2012.93},
doi = {10.1109/HICSS.2012.93},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/hicss/BellG12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iceccs/PonomarevaC12,
author = {Natalia Ponomareva and
Anisoara Calinescu},
editor = {Isabelle Perseil and
Karin K. Breitman and
Marc Pouzet},
title = {Extending and Evaluating Agent-Based Models of Algorithmic Trading
Strategies},
booktitle = {17th {IEEE} International Conference on Engineering of Complex Computer
Systems, {ICECCS} 2012, Paris, France, July 18-20, 2012},
pages = {351--360},
publisher = {{IEEE} Computer Society},
year = {2012},
url = {https://doi.ieeecomputersociety.org/10.1109/ICECCS.2012.18},
doi = {10.1109/ICECCS.2012.18},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/iceccs/PonomarevaC12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ppsn/GhandarMZ12,
author = {Adam Ghandar and
Zbigniew Michalewicz and
Ralf Zurbruegg},
editor = {Carlos A. Coello Coello and
Vincenzo Cutello and
Kalyanmoy Deb and
Stephanie Forrest and
Giuseppe Nicosia and
Mario Pavone},
title = {Enhancing Profitability through Interpretability in Algorithmic Trading
with a Multiobjective Evolutionary Fuzzy System},
booktitle = {Parallel Problem Solving from Nature - {PPSN} {XII} - 12th International
Conference, Taormina, Italy, September 1-5, 2012, Proceedings, Part
{II}},
series = {Lecture Notes in Computer Science},
volume = {7492},
pages = {42--51},
publisher = {Springer},
year = {2012},
url = {https://doi.org/10.1007/978-3-642-32964-7\_5},
doi = {10.1007/978-3-642-32964-7\_5},
timestamp = {Fri, 09 Apr 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/ppsn/GhandarMZ12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/spawc/FengRP12,
author = {Yiyong Feng and
Francisco Rubio and
Daniel P{\'{e}}rez Palomar},
title = {Optimal order execution for algorithmic trading: {A} CVaR approach},
booktitle = {13th {IEEE} International Workshop on Signal Processing Advances in
Wireless Communications, {SPAWC} 2012, Cesme, Turkey, June 17-20,
2012},
pages = {480--484},
publisher = {{IEEE}},
year = {2012},
url = {https://doi.org/10.1109/SPAWC.2012.6292954},
doi = {10.1109/SPAWC.2012.6292954},
timestamp = {Wed, 16 Oct 2019 14:14:50 +0200},
biburl = {https://dblp.org/rec/conf/spawc/FengRP12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/af/OthmanS11,
author = {Abraham Othman and
Tuomas Sandholm},
title = {Inventory-based versus Prior-based Options Trading Agents},
journal = {Algorithmic Finance},
volume = {1},
number = {2},
pages = {95--121},
year = {2011},
url = {https://doi.org/10.3233/AF-2011-009},
doi = {10.3233/AF-2011-009},
timestamp = {Wed, 17 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/af/OthmanS11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/af/Schmitz11,
author = {James E. Schmitz},
title = {Algorithmic trading in the Iowa electronic markets},
journal = {Algorithmic Finance},
volume = {1},
number = {2},
pages = {157--181},
year = {2011},
url = {https://doi.org/10.3233/AF-2011-012},
doi = {10.3233/AF-2011-012},
timestamp = {Wed, 17 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/af/Schmitz11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/computer/NutiMTY11,
author = {Giuseppe Nuti and
Mahnoosh Mirghaemi and
Philip C. Treleaven and
Chaiyakorn Yingsaeree},
title = {Algorithmic Trading},
journal = {Computer},
volume = {44},
number = {11},
pages = {61--69},
year = {2011},
url = {https://doi.org/10.1109/MC.2011.31},
doi = {10.1109/MC.2011.31},
timestamp = {Wed, 12 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/computer/NutiMTY11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ecms/Kumar11,
author = {Deepak Kumar},
editor = {Tadeusz Burczynski and
Joanna Kolodziej and
Aleksander Byrski and
Marco Carvalho},
title = {Numerical Methods For Optimal Control Based Schemes For Volatility
Calibration And Algorithmic Tradings},
booktitle = {25th European Conference on Modelling and Simulation, {ECMS} 2011,
Krakow, Poland, June 7-10, 2011},
pages = {289--295},
publisher = {European Council for Modeling and Simulation},
year = {2011},
url = {https://doi.org/10.7148/2011-0289-0295},
doi = {10.7148/2011-0289-0295},
timestamp = {Tue, 09 Feb 2021 08:32:57 +0100},
biburl = {https://dblp.org/rec/conf/ecms/Kumar11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/wirtschaftsinformatik/Groth11,
author = {Sven S. Groth},
title = {Does Algorithmic Trading Increase Volatility? Empirical Evidence from
the Fully-Electronic Trading Platform Xetra},
booktitle = {10. Internationale Tagung Wirtschaftsinformatik, Z{\"{u}}rich,
16.-18. Februar 2011},
pages = {112},
year = {2011},
url = {http://aisel.aisnet.org/wi2011/112},
timestamp = {Mon, 27 Feb 2012 21:21:41 +0100},
biburl = {https://dblp.org/rec/conf/wirtschaftsinformatik/Groth11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/pvldb/SadoghiJLSS10,
author = {Mohammad Sadoghi and
Hans{-}Arno Jacobsen and
Martin Labrecque and
Warren Shum and
Harsh Singh},
title = {Efficient Event Processing through Reconfigurable Hardware for Algorithmic
Trading},
journal = {Proc. {VLDB} Endow.},
volume = {3},
number = {2},
pages = {1525--1528},
year = {2010},
url = {http://www.vldb.org/pvldb/vldb2010/pvldb\_vol3/D03.pdf},
doi = {10.14778/1920841.1921029},
timestamp = {Sun, 25 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/pvldb/SadoghiJLSS10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/asap/WrayLP10,
author = {Stephen Wray and
Wayne Luk and
Peter R. Pietzuch},
editor = {Fran{\c{c}}ois Charot and
Frank Hannig and
J{\"{u}}rgen Teich and
Christophe Wolinski},
title = {Exploring algorithmic trading in reconfigurable hardware},
booktitle = {21st {IEEE} International Conference on Application-specific Systems
Architectures and Processors, {ASAP} 2010, Rennes, France, 7-9 July
2010},
pages = {325--328},
publisher = {{IEEE} Computer Society},
year = {2010},
url = {https://doi.org/10.1109/ASAP.2010.5540966},
doi = {10.1109/ASAP.2010.5540966},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/asap/WrayLP10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/fc/YuenSLT10,
author = {William Yuen and
Paul F. Syverson and
Zhenming Liu and
Christopher Thorpe},
editor = {Radu Sion},
title = {Intention-Disguised Algorithmic Trading},
booktitle = {Financial Cryptography and Data Security, 14th International Conference,
{FC} 2010, Tenerife, Canary Islands, Spain, January 25-28, 2010, Revised
Selected Papers},
series = {Lecture Notes in Computer Science},
volume = {6052},
pages = {408--415},
publisher = {Springer},
year = {2010},
url = {https://doi.org/10.1007/978-3-642-14577-3\_36},
doi = {10.1007/978-3-642-14577-3\_36},
timestamp = {Tue, 14 May 2019 10:00:38 +0200},
biburl = {https://dblp.org/rec/conf/fc/YuenSLT10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/fpl/WrayLP10,
author = {Stephen Wray and
Wayne Luk and
Peter R. Pietzuch},
title = {Run-Time Reconfiguration for a Reconfigurable Algorithmic Trading
Engine},
booktitle = {International Conference on Field Programmable Logic and Applications,
{FPL} 2010, August 31 2010 - September 2, 2010, Milano, Italy},
pages = {163--166},
publisher = {{IEEE} Computer Society},
year = {2010},
url = {https://doi.org/10.1109/FPL.2010.39},
doi = {10.1109/FPL.2010.39},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/fpl/WrayLP10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iih-msp/ChouC10,
author = {Chia{-}Han Chou and
Allen Y. Chang},
editor = {Isao Echizen and
Jeng{-}Shyang Pan and
Dieter W. Fellner and
Alexander Nouak and
Arjan Kuijper and
Lakhmi C. Jain},
title = {Visual Development Platform for White-Box Algorithmic Trading},
booktitle = {Sixth International Conference on Intelligent Information Hiding and
Multimedia Signal Processing {(IIH-MSP} 2010), Darmstadt, Germany,
15-17 October, 2010, Proceedings},
pages = {712--715},
publisher = {{IEEE} Computer Society},
year = {2010},
url = {https://doi.org/10.1109/IIHMSP.2010.180},
doi = {10.1109/IIHMSP.2010.180},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/iih-msp/ChouC10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iiwas/Rashid10,
author = {Adnan Rashid},
editor = {Gabriele Kotsis and
David Taniar and
Eric Pardede and
Imad Saleh and
Ismail Khalil},
title = {Using a service oriented architecture for simulating algorithmic trading
strategies},
booktitle = {iiWAS'2010 - The 12th International Conference on Information Integration
and Web-based Applications and Services, 8-10 November 2010, Paris,
France},
pages = {925--929},
publisher = {{ACM}},
year = {2010},
url = {https://doi.org/10.1145/1967486.1967650},
doi = {10.1145/1967486.1967650},
timestamp = {Tue, 06 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/iiwas/Rashid10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/isica/WangDD10,
author = {Feng Wang and
Keren Dong and
Xiaotie Deng},
editor = {Zhihua Cai and
Chengyu Hu and
Zhuo Kang and
Yong Liu},
title = {Algorithmic Trading Strategy Optimization Based on Mutual Information
Entropy Based Clustering},
booktitle = {Advances in Computation and Intelligence - 5th International Symposium,
{ISICA} 2010, Wuhan, China, October 22-24, 2010. Proceedings},
series = {Lecture Notes in Computer Science},
volume = {6382},
pages = {252--260},
publisher = {Springer},
year = {2010},
url = {https://doi.org/10.1007/978-3-642-16493-4\_26},
doi = {10.1007/978-3-642-16493-4\_26},
timestamp = {Fri, 27 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/isica/WangDD10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/mkwi/StorkenmaierMW10,
author = {Andreas Storkenmaier and
Marius B. M{\"{u}}ller and
Christof Weinhardt},
editor = {Matthias Schumann and
Lutz M. Kolbe and
Michael H. Breitner and
Arne Frerichs},
title = {A Software Framework for a News Event Driven Simulation of Algorithmic
Trading Strategies},
booktitle = {Multikonferenz Wirtschaftsinformatik, {MKWI} 2010, G{\"{o}}ttingen,
Deutschland, 23.-25.2.2010, Proceedings},
pages = {1871--1882},
publisher = {Universit{\"{a}}tsverlag G{\"{o}}ttingen},
year = {2010},
url = {http://webdoc.sub.gwdg.de/univerlag/2010/mkwi/03\_anwendungen/informationssysteme\_in\_der\_finanzwirtschaft/03\_a\_software\_framework\_for\_a\_news\_event\_driven\_simulation.pdf},
timestamp = {Thu, 12 Mar 2020 11:37:25 +0100},
biburl = {https://dblp.org/rec/conf/mkwi/StorkenmaierMW10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fcsc/WangDD09,
author = {Feng Wang and
Keren Dong and
Xiaotie Deng},
title = {Algorithmic trading system: design and applications},
journal = {Frontiers Comput. Sci. China},
volume = {3},
number = {2},
pages = {235--246},
year = {2009},
url = {https://doi.org/10.1007/s11704-009-0030-6},
doi = {10.1007/S11704-009-0030-6},
timestamp = {Fri, 27 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/fcsc/WangDD09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ecis/GsellG09,
author = {Markus Gsell and
Peter Gomber},
editor = {Susan Newell and
Edgar A. Whitley and
Nancy Pouloudi and
Jonathan Wareham and
Lars Mathiassen},
title = {Algorithmic trading engines versus human traders - Do they behave
different in securities markets?},
booktitle = {17th European Conference on Information Systems, {ECIS} 2009, Verona,
Italy, 2009},
pages = {98--109},
year = {2009},
url = {http://aisel.aisnet.org/ecis2009/71},
timestamp = {Mon, 05 Dec 2016 15:14:00 +0100},
biburl = {https://dblp.org/rec/conf/ecis/GsellG09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/i3e/Groth09,
author = {Sven S. Groth},
editor = {Claude Godart and
Norbert Gronau and
Sushil K. Sharma and
G{\'{e}}r{\^{o}}me Canals},
title = {Algorithmic Trading Engines and Liquidity Contribution: The Blurring
of "Traditional" Definitions},
booktitle = {Software Services for e-Business and e-Society, 9th {IFIP} {WG} 6.1
Conference on e-Business, e-Services and e-Society, {I3E} 2009, Nancy,
France, September 23-25, 2009. Proceedings},
series = {{IFIP}},
volume = {305},
pages = {210--224},
publisher = {Springer},
year = {2009},
url = {https://doi.org/10.1007/978-3-642-04280-5\_18},
doi = {10.1007/978-3-642-04280-5\_18},
timestamp = {Tue, 26 Jun 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/i3e/Groth09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/pacis/Gsell09,
author = {Markus Gsell},
title = {Technological Innovations in Securities Trading: The Adoption of Algorithmic
Trading},
booktitle = {Pacific Asia Conference on Information Systems, {PACIS} 2009, Hyderabad,
India, July 10-12, 2009},
pages = {54},
publisher = {AISeL},
year = {2009},
url = {http://aisel.aisnet.org/pacis2009/54},
timestamp = {Tue, 28 Feb 2012 17:04:25 +0100},
biburl = {https://dblp.org/rec/conf/pacis/Gsell09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ecis/Gsell08,
author = {Markus Gsell},
editor = {Willie Golden and
Thomas Acton and
Kieran Conboy and
Hans van der Heijden and
Virpi Kristiina Tuunainen},
title = {Assessing the Impact of Algorithmic Trading on Markets: {A} Simulation
Approach},
booktitle = {16th European Conference on Information Systems, {ECIS} 2008, Galway,
Ireland, 2008},
pages = {587--598},
year = {2008},
url = {http://aisel.aisnet.org/ecis2008/225},
timestamp = {Mon, 05 Dec 2016 15:14:00 +0100},
biburl = {https://dblp.org/rec/conf/ecis/Gsell08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icai/BarbosaB08,
author = {Rui Pedro Barbosa and
Orlando Belo},
editor = {Hamid R. Arabnia and
Youngsong Mun},
title = {Algorithmic Trading Using Intelligent Agents},
booktitle = {Proceedings of the 2008 International Conference on Artificial Intelligence,
{ICAI} 2008, July 14-17, 2008, Las Vegas, Nevada, USA, 2 Volumes (includes
the 2008 International Conference on Machine Learning; Models, Technologies
and Applications)},
pages = {136--142},
publisher = {{CSREA} Press},
year = {2008},
timestamp = {Fri, 06 Feb 2009 14:10:15 +0100},
biburl = {https://dblp.org/rec/conf/icai/BarbosaB08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/idc/ParaschivRV08,
author = {Daniel Paraschiv and
Srinivas Raghavendra and
Laurentiu Vasiliu},
editor = {Costin Badica and
Giuseppe Mangioni and
Vincenza Carchiolo and
Dumitru Dan Burdescu},
title = {Algorithmic Trading on an Artificial Stock Market},
booktitle = {Intelligent Distributed Computing, Systems and Applications, Proceedings
of the 2nd International Symposium on Intelligent Distributed Computing
- {IDC} 2008, Catania, Italy, 2008},
series = {Studies in Computational Intelligence},
volume = {162},
pages = {281--286},
publisher = {Springer},
year = {2008},
url = {https://doi.org/10.1007/978-3-540-85257-5\_31},
doi = {10.1007/978-3-540-85257-5\_31},
timestamp = {Sun, 04 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/idc/ParaschivRV08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/sac/MontanaTT08,
author = {Giovanni Montana and
Kostas Triantafyllopoulos and
Theodoros Tsagaris},
editor = {Roger L. Wainwright and
Hisham Haddad},
title = {Data stream mining for market-neutral algorithmic trading},
booktitle = {Proceedings of the 2008 {ACM} Symposium on Applied Computing (SAC),
Fortaleza, Ceara, Brazil, March 16-20, 2008},
pages = {966--970},
publisher = {{ACM}},
year = {2008},
url = {https://doi.org/10.1145/1363686.1363910},
doi = {10.1145/1363686.1363910},
timestamp = {Tue, 06 Nov 2018 11:06:48 +0100},
biburl = {https://dblp.org/rec/conf/sac/MontanaTT08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/talg/BhatiaCFN07,
author = {Randeep Bhatia and
Julia Chuzhoy and
Ari Freund and
Joseph Naor},
title = {Algorithmic aspects of bandwidth trading},
journal = {{ACM} Trans. Algorithms},
volume = {3},
number = {1},
pages = {10:1--10:19},
year = {2007},
url = {https://doi.org/10.1145/1219944.1219956},
doi = {10.1145/1219944.1219956},
timestamp = {Tue, 06 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/talg/BhatiaCFN07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icalp/BhatiaCFN03,
author = {Randeep Bhatia and
Julia Chuzhoy and
Ari Freund and
Joseph Naor},
editor = {Jos C. M. Baeten and
Jan Karel Lenstra and
Joachim Parrow and
Gerhard J. Woeginger},
title = {Algorithmic Aspects of Bandwidth Trading},
booktitle = {Automata, Languages and Programming, 30th International Colloquium,
{ICALP} 2003, Eindhoven, The Netherlands, June 30 - July 4, 2003.
Proceedings},
series = {Lecture Notes in Computer Science},
volume = {2719},
pages = {751--766},
publisher = {Springer},
year = {2003},
url = {https://doi.org/10.1007/3-540-45061-0\_59},
doi = {10.1007/3-540-45061-0\_59},
timestamp = {Tue, 14 May 2019 10:00:44 +0200},
biburl = {https://dblp.org/rec/conf/icalp/BhatiaCFN03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/algorithmica/El-YanivFKT01,
author = {Ran El{-}Yaniv and
Amos Fiat and
Richard M. Karp and
G. Turpin},
title = {Optimal Search and One-Way Trading Online Algorithms},
journal = {Algorithmica},
volume = {30},
number = {1},
pages = {101--139},
year = {2001},
url = {https://doi.org/10.1007/s00453-001-0003-0},
doi = {10.1007/S00453-001-0003-0},
timestamp = {Wed, 17 May 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/algorithmica/El-YanivFKT01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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