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Automated trading s...
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Huang, BomingFudan Univ, Shanghai Inst Intelligent Elect & Syst, Sch Informat Sci & Technol, Shanghai, Peoples R China.
(author)
Automated trading systems statistical and machine learning methods and hardware implementation : a survey
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Publisher, publication year, extent ...
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2018-07-12
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Taylor & Francis,2019
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printrdacarrier
Numbers
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LIBRIS-ID:oai:DiVA.org:kth-240695
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https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-240695URI
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https://doi.org/10.1080/17517575.2018.1493145DOI
Supplementary language notes
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Language:English
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Summary in:English
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Classification
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Subject category:ref swepub-contenttype
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Subject category:art swepub-publicationtype
Notes
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QC20190109
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Automated trading, which is also known as algorithmic trading, is a method of using a predesigned computer program to submit a large number of trading orders to an exchange. It is substantially a real-time decision-making system which is under the scope of Enterprise Information System (EIS). With the rapid development of telecommunication and computer technology, the mechanisms underlying automated trading systems have become increasingly diversified. Considerable effort has been exerted by both academia and trading firms towards mining potential factors that may generate significantly higher profits. In this paper, we review studies on trading systems built using various methods and empirically evaluate the methods by grouping them into three types: technical analyses, textual analyses and high-frequency trading. Then, we evaluate the advantages and disadvantages of each method and assess their future prospects.
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Added entries (persons, corporate bodies, meetings, titles ...)
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Huan, YuxiangKTH,Skolan för informations- och kommunikationsteknik (ICT),Fudan Univ, Shanghai Inst Intelligent Elect & Syst, Sch Informat Sci & Technol, Shanghai, Peoples R China(Swepub:kth)u14448h6
(author)
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Xu, Li DaOld Dominion Univ, Norfolk, VA USA.
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Zheng, LirongFudan Univ, Shanghai Inst Intelligent Elect & Syst, Sch Informat Sci & Technol, Shanghai, Peoples R China.
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Zou, ZhuoFudan Univ, Shanghai Inst Intelligent Elect & Syst, Sch Informat Sci & Technol, Shanghai, Peoples R China.
(author)
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Fudan Univ, Shanghai Inst Intelligent Elect & Syst, Sch Informat Sci & Technol, Shanghai, Peoples R China.Skolan för informations- och kommunikationsteknik (ICT)
(creator_code:org_t)
Related titles
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In:Enterprise Information Systems: Taylor & Francis13:1, s. 132-1441751-75751751-7583
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