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- ...atistical way. This data is often used in financial markets as part of a [[trading strategy]] or by businesses to judge market sentiment and make better busin ...are now routinely used by both buy-side and sell-side in alpha generation, trading execution, risk management, and market surveillance and compliance. There i ...11 KB (1,604 words) - 22:07, 8 August 2024
- ...e execution of large orders in financial markets by means of [[algorithmic trading]]. The purpose is to select an execution schedule that minimizes the expect ...stically-significant patterns in the execution of orders from a particular trading strategy or portfolio manager and leverages these patterns to associate an ...8 KB (1,283 words) - 15:08, 17 August 2024
- * trading strategy characterised by the annual [[Sharpe ratio]] 3.04<ref>{{cite book | contribution = The Alpha Engine: Designing an Automated Trading Algorithm ...6 KB (858 words) - 06:56, 16 April 2024
- ...ee to agents that they will not lose from participating (IR). The '''[[top trading cycle]]''' algorithm is the unique algorithm which guarantees IR, PE and SP Algorithmic problems related to fairness of the matching have been studied in several c ...13 KB (1,944 words) - 04:10, 6 July 2024
- ...ture 10: Market Equilibrium | work=Advanced Topics in Machine Learning and Algorithmic Game Theory | date=2011| accessdate=15 March 2016 | author=Yishay Mansour}} ...llenge in analyzing Fisher markets is finding a CE.<ref name="agt5">{{Cite Algorithmic Game Theory 2007|chapter=Chapter 5: Combinatorial Algorithms for Market Equ ...20 KB (3,028 words) - 02:42, 24 May 2024
- ...t of [[differential algebra]] and [[model theory]], he also examines their algorithmic aspects as well as those of classical complex function theory. *{{cite journal|doi=10.1016/j.jsc.2010.03.005|title=Newton's method and FFT trading|journal=Journal of Symbolic Computation|volume=45|issue=8|pages=857–878|yea ...8 KB (1,049 words) - 09:47, 11 June 2024
- .../769.short M. Li, P.M.B. Vitanyi, Reversibility and Adiabatic Computation: Trading Time and Space for Energy, Proc. R. Soc. Lond. A 9 April 1996 vol. 452 no. ...M.Hutter, Universal Artificial Intelligence: Sequential Decisions Based on Algorithmic Probability, Springer, 1998]</ref> it occurs in the Encyclopedia on Distanc ...9 KB (1,396 words) - 04:56, 31 July 2024
- ...computation consists of the following ingredients:<ref name="agt52">{{Cite Algorithmic Game Theory 2007|chapter=Chapter 5: Combinatorial Algorithms for Market Equ ...|editor3-last=Ibarra|editor3-first=Oscar|title=Spending Is Not Easier Than Trading: On the Computational Equivalence of Fisher and Arrow-Debreu Equilibria|url ...26 KB (4,108 words) - 21:07, 14 March 2024
- ...The financial applications of Big Data range from investing decisions and trading (processing volumes of available price data, limit order books, economic da ...> As a result, adopters of big data may find themselves at a disadvantage. Algorithmic findings can be difficult to achieve with such large datasets.<ref>McFarlan ...160 KB (20,974 words) - 20:46, 18 February 2025
- ...t1=Lim |first1=Hazel Si Min |last2=Taeihagh |first2=Araz |date=2019 |title=Algorithmic Decision-Making in AVs: Understanding Ethical and Technical Concerns for Sm ...For example, model extraction could be used to extract a proprietary stock trading model which the adversary could then use for their own financial benefit. ...67 KB (9,432 words) - 13:32, 21 February 2025