Sökning: "Elwin Marcus"

Hittade 2 uppsatser innehållade orden Elwin Marcus.

1. 1. 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

3. 2. Riktlinjer för Pensionering av IT - System

   Kandidat-uppsats, KTH/Skolan för informations- och kommunikationsteknik (ICT)

   Författare :Elwin Marcus; Lehti Emil; [2016]
   Nyckelord :Software Retirement; Software Lifecycle; Legacy Code; Reengineering; Reverse engineering; Mjukvaru pensionering; mjukvaras livscykel; legacy kod; reenginering; reverse engineering;

   Sammanfattning : Retirement of old IT - systems to newer ones has become more up-to-date, due to increases in performance in hardware and new programming languages. Nevertheless for companies it is not uncomplicated how this retirement process is best handled, and there are not many studies covering this phenomenon. LÄS MER