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   Articles with "algorithmic trading" as a keyword



Trading performance and market efficiency: Evidence from algorithmic trading

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recommendations! Published in 2020 at "Research in International Business and Finance"

DOI: 10.1016/j.ribaf.2020.101283

Abstract: Abstract In India, National Stock Exchange directly identifies algorithmic trading participation. Algorithmic traders possess intraday market timing skills. Results are not motivated by extreme short-term signals or transitory price trading. Magnitude of market timing performance… read more here.

Keywords: trading; algorithmic trading; market; price ... See more keywords

Deep Reinforcement Learning Robots for Algorithmic Trading: Considering Stock Market Conditions and U.S. Interest Rates

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recommendations! Published in 2024 at "IEEE Access"

DOI: 10.1109/access.2024.3361035

Abstract: With the development of artificial intelligence, there have been many attempts to incorporate artificial intelligence into algorithmic trading. In particular, reinforcement learning, which aims to solve dynamic decision-making problems, is attracting attention because of its… read more here.

Keywords: stock; robot; algorithmic trading; reinforcement learning ... See more keywords

An In-Depth Investigation of Genetic Programming Under Physical Time and Directional Change Frameworks for Algorithmic Trading

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recommendations! Published in 2025 at "IEEE Access"

DOI: 10.1109/access.2025.3599677

Abstract: The majority of algorithmic trading studies rely on datasets with fixed physical time intervals, such as hourly or daily data, resulting in a discontinuous representation of time. Directional Changes (DC) is an alternative method, which… read more here.

Keywords: trading; time; algorithmic trading; genetic programming ... See more keywords

Algorithmic Trading System with Adaptive State Model of a Binary-Temporal Representation

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recommendations! Published in 2025 at "Risks"

DOI: 10.3390/risks13080148

Abstract: In this paper a new state model is introduced, an adaptative state model in a binary temporal representation (ASMBRT) as well as its application in constructing an algorithmic trading system. The presented model uses the… read more here.

Keywords: temporal representation; algorithmic trading; state model; model ... See more keywords