id:"swepub:oai:DiVA.org:kth-240695"
Search: id:"swepub:oai:DiVA.org:kth-240695" > Automated trading s...
- 1 of 1
- Previous record
- Next record
- To hitlist
- 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
- Article/chapterEnglish2019
Publisher, publication year, extent ...
- 2018-07-12
- Taylor & Francis,2019
- printrdacarrier
Numbers
- LIBRIS-ID:oai:DiVA.org:kth-240695
- https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-240695URI
- https://doi.org/10.1080/17517575.2018.1493145DOI
Supplementary language notes
- Language:English
- Summary in:English
Part of subdatabase
- SwePubSwePub
Classification
Notes
- QC20190109
- 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.
Subject headings and genre
- NATURVETENSKAP Data- och informationsvetenskap Datavetenskap hsv//swe
- NATURAL SCIENCES Computer and Information Sciences Computer Sciences hsv//eng
- Survey
- algorithmic trading
- statistics
- machine learning
- high frequency trading
- hardware implementation
Added entries (persons, corporate bodies, meetings, titles ...)
- 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)
- Xu, Li DaOld Dominion Univ, Norfolk, VA USA. (author)
- Zheng, LirongFudan Univ, Shanghai Inst Intelligent Elect & Syst, Sch Informat Sci & Technol, Shanghai, Peoples R China. (author)
- Zou, ZhuoFudan Univ, Shanghai Inst Intelligent Elect & Syst, Sch Informat Sci & Technol, Shanghai, Peoples R China. (author)
- 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
- In:Enterprise Information Systems: Taylor & Francis13:1, s. 132-1441751-75751751-7583
Internet link
Find in a library
- Enterprise Information Systems (Search for host publication in LIBRIS)
To the university's database
- 1 of 1
- Previous record
- Next record
- To hitlist
Find more in SwePub
- By the author/editor
- Huang, Boming
- Huan, Yuxiang
- Xu, Li Da
- Zheng, Lirong
- Zou, Zhuo
- About the subject
-
- NATURAL SCIENCES
- NATURAL SCIENCES
- and Computer and Inf ...
- and Computer Science ...
- Articles in the publication
- Enterprise Infor ...
- By the university
- Royal Institute of Technology
Search outside SwePub
- Extend your search to:
- Google Book Search
- Google Scholar
Kungliga biblioteket hanterar dina personuppgifter i enlighet med EU:s dataskyddsförordning (2018), GDPR. Läs mer om hur det funkar här.
Så här hanterar KB dina uppgifter vid användning av denna tjänst.
- Copyright © LIBRIS - National Library Systems
- LIBRIS.kb.se
