Sökning: "Algorithmic trading systems"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Algorithmic trading systems.

  1. 1. FINTECH COMPANIES: INNOVATION, ALGORITHMS AND CUSTOMER CENTRIC PERSPECTIVE - A cross-sectional study on algorithmic trading in the Fintech industry

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Manfredo Recchia; [2021-07-08]
    Nyckelord :Fintech; Fintech innovation; Fintech business model; Algorithms; Algorithmic trading systems;

    Sammanfattning : In the last years the financial sector has been subject to many changes, in particular since 2008financial crisis many customers started to appreciate new digital financial companies, insteadof traditional ones, that offer innovative solutions for financial services. In fact they are able tooffer more effective, efficient and less expensive services than traditional institutions. LÄS MER

  2. 2. Litteraturstudie: Tillämpningen av maskininlärning vid algoritmisk handel

    Kandidat-uppsats, Malmö universitet/Fakulteten för teknik och samhälle (TS)

    Författare :Therése Larsson; Karl Paradis; [2019]
    Nyckelord :maskininlärning; algoritmisk handel; litteraturstudie; tekniska indikatorer; orderexekveringsproblem; support vector machine; historisk prisdata; efficient-market hypotesen; VaR; neurala nätverk;

    Sammanfattning : Vi genomför en litteraturstudie där vi studerar och analyserar publikationer inom maskininlärning i kombination med algoritmisk handel. I denna studie undersöker vi vilka typer av data samt vilka maskininlärningstekniker som kunnat visas vara tillämpningsbara vid system för algoritmisk handel. LÄS MER

  3. 3. Simulating market maker behaviour using Deep Reinforcement Learning to understand market microstructure

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Elwin Marcus; [2018]
    Nyckelord :Deep Reinforcement Learning; Machine Learning; Market Microstructure; Market Maker; Financial Agent; Agent Based Modelling; Financial Artificial Markets; Complex Systems; Algorithmic Trading; Tensorforce; keras-RL; PPO; DQN; Dealer Market; Limit Order book;

    Sammanfattning : Market microstructure studies the process of exchanging assets underexplicit trading rules. With algorithmic trading and high-frequencytrading, modern financial markets have seen profound changes in marketmicrostructure in the last 5 to 10 years. LÄS MER

  4. 4. Evolvering av Biologiskt Inspirerade Handelsalgoritmer

    Magister-uppsats, Högskolan i Borås/Institutionen Handels- och IT-högskolan

    Författare :Patrick Gabrielsson; [2012]
    Nyckelord :Memory; Algorithmic Trading; Hierarchical Temporal; Neural Networks; Machine Learning; Predictive Modeling; Classification; Evolutionary Computing; Genetic Algorithm; Optimization;

    Sammanfattning : One group of information systems that have attracted a lot of attention during the past decade are financial information systems, especially systems pertaining to financial markets and electronic trading. Delivering accurate and timely information to traders substantially increases their chances of making better trading decisions. LÄS MER

  5. 5. Algorithmic Trading : Hidden Markov Models on Foreign Exchange Data

    Uppsats för yrkesexamina på grundnivå, Linköpings universitet/Matematiska institutionen; Linköpings universitet/Matematiska institutionen

    Författare :Patrik Idvall; Conny Jonsson; [2008]
    Nyckelord :Algorithmic Trading; Exponentially Weighted Expectation Maximization Algorithm; Foreign Exchange; Gaussian Mixture Models; Hidden Markov Models;

    Sammanfattning : In this master's thesis, hidden Markov models (HMM) are evaluated as a tool for forecasting movements in a currency cross. With an ever increasing electronic market, making way for more automated trading, or so called algorithmic trading, there is constantly a need for new trading strategies trying to find alpha, the excess return, in the market. LÄS MER