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@phdthesis{DBLP:phd/us/Li24f, author = {Yinglun Li}, title = {Data-Driven Modeling and Algorithmic Trading in Electricity Market}, school = {University of California, Riverside, {USA}}, year = {2024}, url = {https://www.escholarship.org/uc/item/4qm909wm}, timestamp = {Sat, 28 Sep 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/phd/us/Li24f.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@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 = {Sun, 04 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/access/ParkKH24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/access/TudorS24, author = {Cristiana Tudor and Robert Sova}, title = {Enhancing Trading Decision in Financial Markets: An Algorithmic Trading Framework With Continual Mean-Variance Optimization, Window Presetting, and Controlled Early-Stopping}, journal = {{IEEE} Access}, volume = {12}, pages = {87633--87644}, year = {2024}, url = {https://doi.org/10.1109/ACCESS.2024.3417815}, doi = {10.1109/ACCESS.2024.3417815}, timestamp = {Fri, 19 Jul 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/access/TudorS24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/asc/YilmazKO24, author = {Muhammed Yilmaz and Mustafa Mert Keskin and Ahmet Murat {\"{O}}zbayoglu}, title = {Algorithmic stock trading based on ensemble deep neural networks trained with time graph}, journal = {Appl. Soft Comput.}, volume = {163}, pages = {111847}, year = {2024}, url = {https://doi.org/10.1016/j.asoc.2024.111847}, doi = {10.1016/J.ASOC.2024.111847}, timestamp = {Fri, 02 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/asc/YilmazKO24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/eswa/HuangWZL24, author = {Yuling Huang and Xiaoxiao Wan and Lin Zhang and Xiaoping Lu}, title = {A novel deep reinforcement learning framework with BiLSTM-Attention networks for algorithmic trading}, journal = {Expert Syst. Appl.}, volume = {240}, pages = {122581}, year = {2024}, url = {https://doi.org/10.1016/j.eswa.2023.122581}, doi = {10.1016/J.ESWA.2023.122581}, timestamp = {Fri, 31 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/eswa/HuangWZL24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/eswa/HuangZCL24a, author = {Yuling Huang and Chujin Zhou and Kai Cui and Xiaoping Lu}, title = {Improving algorithmic trading consistency via human alignment and imitation learning}, journal = {Expert Syst. Appl.}, volume = {253}, pages = {124350}, year = {2024}, url = {https://doi.org/10.1016/j.eswa.2024.124350}, doi = {10.1016/J.ESWA.2024.124350}, timestamp = {Thu, 22 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/eswa/HuangZCL24a.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} }
@article{DBLP:journals/information/TabaroKRRMER24, author = {Leon Tabaro and Jean Marie Vianney Kinani and Alberto Jorge Rosales{-}Silva and Julio C{\'{e}}sar Salgado Ram{\'{\i}}rez and Dante M{\'{u}}jica{-}Vargas and Ponciano Jorge Escamilla{-}Ambrosio and Eduardo Ramos{-}D{\'{\i}}az}, title = {Algorithmic Trading Using Double Deep Q-Networks and Sentiment Analysis}, journal = {Inf.}, volume = {15}, number = {8}, pages = {473}, year = {2024}, url = {https://doi.org/10.3390/info15080473}, doi = {10.3390/INFO15080473}, timestamp = {Fri, 20 Sep 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/information/TabaroKRRMER24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/sncs/LeonSCHS24, author = {Diego Le{\'{o}}n and Javier Sandoval and Andrea Cruz and Germ{\'{a}}n Jairo Hern{\'{a}}ndez and Oscar Sierra}, title = {Deep Heterogeneous AutoML Trend Prediction Model for Algorithmic Trading in the {USD/COP} Colombian {FX} Market Through Limit Order Book {(LOB)}}, journal = {{SN} Comput. Sci.}, volume = {5}, number = {5}, pages = {631}, year = {2024}, url = {https://doi.org/10.1007/s42979-024-02930-1}, doi = {10.1007/S42979-024-02930-1}, timestamp = {Thu, 04 Jul 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/sncs/LeonSCHS24.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/amcis/SengewaldL24a, author = {Julian Sengewald and Richard Lackes}, editor = {Michelle Carter and Kelly J. Fadel and Thomas O. Meservy and Deborah J. Armstrong and Amit Deokar and Matthew L. Jensen}, title = {Robo-Advisory and Algorithmic Trading via Evolutionary Discretization and Rule-Mining}, booktitle = {30th Americas Conference on Information Systems: Elevating Life through Digital Social Entrepreneurship, {AMCIS} 2024, Salt Lake City, UT, USA, August 15-17, 2024}, publisher = {Association for Information Systems}, year = {2024}, url = {https://aisel.aisnet.org/amcis2024/sig\_dite/sig\_dite/12}, timestamp = {Mon, 22 Jul 2024 14:42:57 +0200}, biburl = {https://dblp.org/rec/conf/amcis/SengewaldL24a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@inproceedings{DBLP:conf/compsac/RanathungageTLTP24, author = {Thimani Ranathungage and Aerambamoorthy Thavaneswaran and You Liang and Ruppa K. Thulasiram and Alex Paseka}, editor = {Hossain Shahriar and Hiroyuki Ohsaki and Moushumi Sharmin and Dave Towey and A. K. M. Jahangir Alam Majumder and Yoshiaki Hori and Ji{-}Jiang Yang and Michiharu Takemoto and Nazmus Sakib and Ryohei Banno and Sheikh Iqbal Ahamed}, title = {Novel Data-Driven Dynamic Network Science Application in Algorithmic Trading}, booktitle = {48th {IEEE} Annual Computers, Software, and Applications Conference, {COMPSAC} 2024, Osaka, Japan, July 2-4, 2024}, pages = {396--401}, publisher = {{IEEE}}, year = {2024}, url = {https://doi.org/10.1109/COMPSAC61105.2024.00062}, doi = {10.1109/COMPSAC61105.2024.00062}, timestamp = {Thu, 05 Sep 2024 13:56:33 +0200}, biburl = {https://dblp.org/rec/conf/compsac/RanathungageTLTP24.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} }
@article{DBLP:journals/corr/abs-2407-01577, author = {Xi Cheng and Jinghao Zhang and Yunan Zeng and Wenfang Xue}, title = {{MOT:} {A} Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading}, journal = {CoRR}, volume = {abs/2407.01577}, year = {2024}, url = {https://doi.org/10.48550/arXiv.2407.01577}, doi = {10.48550/ARXIV.2407.01577}, eprinttype = {arXiv}, eprint = {2407.01577}, timestamp = {Sat, 24 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2407-01577.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2407-18334, author = {Abdul Jabbar and Syed Qaisar Jalil}, title = {A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin}, journal = {CoRR}, volume = {abs/2407.18334}, year = {2024}, url = {https://doi.org/10.48550/arXiv.2407.18334}, doi = {10.48550/ARXIV.2407.18334}, eprinttype = {arXiv}, eprint = {2407.18334}, timestamp = {Sat, 24 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2407-18334.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/corr/abs-2407-19858, author = {Tiago Monteiro}, title = {AI-Powered Energy algorithmic Trading: Integrating Hidden Markov Models with Neural Networks}, journal = {CoRR}, volume = {abs/2407.19858}, year = {2024}, url = {https://doi.org/10.48550/arXiv.2407.19858}, doi = {10.48550/ARXIV.2407.19858}, eprinttype = {arXiv}, eprint = {2407.19858}, timestamp = {Sat, 24 Aug 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/corr/abs-2407-19858.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, 02 Aug 2024 15:50:42 +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/forum?id=H2mbtfasD4K}, timestamp = {Wed, 24 Jul 2024 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 = {Sun, 04 Aug 2024 01:00:00 +0200}, 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 = {Tue, 28 May 2024 15:07:54 +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 = {Tue, 09 Jul 2024 01:00:00 +0200}, 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 = {Tue, 16 Jul 2024 01:00:00 +0200}, 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 = {Thu, 08 Aug 2024 01:00:00 +0200}, 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 = {Tue, 06 Aug 2024 01:00:00 +0200}, 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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