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Biblioteca

MARC Lista (tabellare)
Essays on algorithmic trading / / Markus Gsell
Essays on algorithmic trading / / Markus Gsell
Autore Gsell Markus
Pubbl/distr/stampa Stuttgart : , : Ibidem Verlag, , 2012
Descrizione fisica 1 online resource (226 p.)
Disciplina 332.60285
Soggetto topico Program trading (Securities)
Soggetto genere / forma Electronic books.
ISBN 3-8382-6114-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Table of Contents""; ""1 Introduction""; ""1.1 Motivation and objective of the thesis""; ""1.2 Structure of the thesis""; ""2 Research Context: Securities Trading""; ""2.1 Value chain""; ""2.2 The role of Algorithmic Trading""; ""2.2.1 Purposes and users""; ""2.2.2 Benchmarks and strategies""; ""2.2.3 Stages of development""; ""2.2.4 Implications for market operators""; ""3 Research Approach and Methodology""; ""3.1 Quantitative Survey""; ""3.2 Literature Review""; ""3.3 Simulation of Financial Markets""; ""3.4 Empirical Analysis""; ""4 Main Results""
""4.1 Paper 1 : Investigating the adoption decision""""4.2 Paper 2 : Theoretically assessing structural behavioral differences""; ""4.3 Paper 3 : Assessing the impact on the market outcome by simulation""; ""4.4 Paper 4: Empirically assessing the impact on trading behavior""; ""5 Contribution to theory and practical implications""; ""5.1 Contribution to theory""; ""5.2 Practical implications""; ""6 Limitations and potential further research""; ""6.1 Limitations""; ""6.2 Future Research""; ""References""
""Paper 1: Technological Innovations in Securities Trading: The Adoption of Algorithmic Trading """"1 Introduction""; ""2 Related work""; ""3 Methodology""; ""4 Research Model""; ""4.1 Usage""; ""4.2 Intention to use""; ""4.3 Performance Expectancy""; ""4.4 Effort Expectancy""; ""4.5 Task-Technology Fit""; ""4.6 Technology Expertise""; ""5 Results""; ""5.1 Quality criteria of the measurement model""; ""5.1.1 Reflective constructs""; ""5.1.2 Formative construct""; ""5.2 Quality criteria of the structural model""; ""6 Conclusion""; ""References""
""Paper 2: Is Algorithmic Trading distinctively different?""""1 Introduction""; ""2 Stylized traders in the literature""; ""3 What are algorithmic trading models doing?""; ""4 Why algorithmic trading models are different""; ""4.1 Are algorithmic trading models informed traders?""; ""4.2 Are algorithmic trading models momentum traders?""; ""4.3 Are algorithmic trading models noise traders?""; ""4.4 What are algorithmic trading models after all?""; ""5 Conclusion""; ""References""; ""Paper 3: Assessing the impact of Algorithmic Trading on markets : A simulation approach ""
""1 Introduction""""2 Related work""; ""2.1 Algorithmic Trading""; ""2.2 Simulation of financial markets""; ""3 The simulation model""; ""3.1 Behavior of Traders""; ""3.2 Parameterizatio n""; ""4 Results obtained""; ""5 Conclusion and Outlook""; ""References""; ""Paper 4: The Behavior of Algorithmic Traders in Equity Markets - Empirical Evidence from Xetra ""; ""1 Introduction""; ""2 Related Work""; ""3 The Xetra Trading System""; ""3.1 Continuous Trading""; ""3.2 Call Auctions""; ""3.3 Trading Schedule""; ""3.4 Dataset and Methodology""; ""4 Results""; ""4.1 Continuous Trading""
""4.2 Call Auctions""
Record Nr. UNINA-9910463986203321
Gsell Markus  
Stuttgart : , : Ibidem Verlag, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Essays on algorithmic trading / / Markus Gsell
Essays on algorithmic trading / / Markus Gsell
Autore Gsell Markus
Pubbl/distr/stampa Stuttgart : , : Ibidem Verlag, , 2012
Descrizione fisica 1 online resource (226 p.)
Disciplina 332.60285
Soggetto topico Program trading (Securities)
ISBN 3-8382-6114-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Table of Contents""; ""1 Introduction""; ""1.1 Motivation and objective of the thesis""; ""1.2 Structure of the thesis""; ""2 Research Context: Securities Trading""; ""2.1 Value chain""; ""2.2 The role of Algorithmic Trading""; ""2.2.1 Purposes and users""; ""2.2.2 Benchmarks and strategies""; ""2.2.3 Stages of development""; ""2.2.4 Implications for market operators""; ""3 Research Approach and Methodology""; ""3.1 Quantitative Survey""; ""3.2 Literature Review""; ""3.3 Simulation of Financial Markets""; ""3.4 Empirical Analysis""; ""4 Main Results""
""4.1 Paper 1 : Investigating the adoption decision""""4.2 Paper 2 : Theoretically assessing structural behavioral differences""; ""4.3 Paper 3 : Assessing the impact on the market outcome by simulation""; ""4.4 Paper 4: Empirically assessing the impact on trading behavior""; ""5 Contribution to theory and practical implications""; ""5.1 Contribution to theory""; ""5.2 Practical implications""; ""6 Limitations and potential further research""; ""6.1 Limitations""; ""6.2 Future Research""; ""References""
""Paper 1: Technological Innovations in Securities Trading: The Adoption of Algorithmic Trading """"1 Introduction""; ""2 Related work""; ""3 Methodology""; ""4 Research Model""; ""4.1 Usage""; ""4.2 Intention to use""; ""4.3 Performance Expectancy""; ""4.4 Effort Expectancy""; ""4.5 Task-Technology Fit""; ""4.6 Technology Expertise""; ""5 Results""; ""5.1 Quality criteria of the measurement model""; ""5.1.1 Reflective constructs""; ""5.1.2 Formative construct""; ""5.2 Quality criteria of the structural model""; ""6 Conclusion""; ""References""
""Paper 2: Is Algorithmic Trading distinctively different?""""1 Introduction""; ""2 Stylized traders in the literature""; ""3 What are algorithmic trading models doing?""; ""4 Why algorithmic trading models are different""; ""4.1 Are algorithmic trading models informed traders?""; ""4.2 Are algorithmic trading models momentum traders?""; ""4.3 Are algorithmic trading models noise traders?""; ""4.4 What are algorithmic trading models after all?""; ""5 Conclusion""; ""References""; ""Paper 3: Assessing the impact of Algorithmic Trading on markets : A simulation approach ""
""1 Introduction""""2 Related work""; ""2.1 Algorithmic Trading""; ""2.2 Simulation of financial markets""; ""3 The simulation model""; ""3.1 Behavior of Traders""; ""3.2 Parameterizatio n""; ""4 Results obtained""; ""5 Conclusion and Outlook""; ""References""; ""Paper 4: The Behavior of Algorithmic Traders in Equity Markets - Empirical Evidence from Xetra ""; ""1 Introduction""; ""2 Related Work""; ""3 The Xetra Trading System""; ""3.1 Continuous Trading""; ""3.2 Call Auctions""; ""3.3 Trading Schedule""; ""3.4 Dataset and Methodology""; ""4 Results""; ""4.1 Continuous Trading""
""4.2 Call Auctions""
Record Nr. UNINA-9910787830603321
Gsell Markus  
Stuttgart : , : Ibidem Verlag, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Essays on algorithmic trading / / Markus Gsell
Essays on algorithmic trading / / Markus Gsell
Autore Gsell Markus
Pubbl/distr/stampa Stuttgart : , : Ibidem Verlag, , 2012
Descrizione fisica 1 online resource (226 p.)
Disciplina 332.60285
Soggetto topico Program trading (Securities)
ISBN 3-8382-6114-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Table of Contents""; ""1 Introduction""; ""1.1 Motivation and objective of the thesis""; ""1.2 Structure of the thesis""; ""2 Research Context: Securities Trading""; ""2.1 Value chain""; ""2.2 The role of Algorithmic Trading""; ""2.2.1 Purposes and users""; ""2.2.2 Benchmarks and strategies""; ""2.2.3 Stages of development""; ""2.2.4 Implications for market operators""; ""3 Research Approach and Methodology""; ""3.1 Quantitative Survey""; ""3.2 Literature Review""; ""3.3 Simulation of Financial Markets""; ""3.4 Empirical Analysis""; ""4 Main Results""
""4.1 Paper 1 : Investigating the adoption decision""""4.2 Paper 2 : Theoretically assessing structural behavioral differences""; ""4.3 Paper 3 : Assessing the impact on the market outcome by simulation""; ""4.4 Paper 4: Empirically assessing the impact on trading behavior""; ""5 Contribution to theory and practical implications""; ""5.1 Contribution to theory""; ""5.2 Practical implications""; ""6 Limitations and potential further research""; ""6.1 Limitations""; ""6.2 Future Research""; ""References""
""Paper 1: Technological Innovations in Securities Trading: The Adoption of Algorithmic Trading """"1 Introduction""; ""2 Related work""; ""3 Methodology""; ""4 Research Model""; ""4.1 Usage""; ""4.2 Intention to use""; ""4.3 Performance Expectancy""; ""4.4 Effort Expectancy""; ""4.5 Task-Technology Fit""; ""4.6 Technology Expertise""; ""5 Results""; ""5.1 Quality criteria of the measurement model""; ""5.1.1 Reflective constructs""; ""5.1.2 Formative construct""; ""5.2 Quality criteria of the structural model""; ""6 Conclusion""; ""References""
""Paper 2: Is Algorithmic Trading distinctively different?""""1 Introduction""; ""2 Stylized traders in the literature""; ""3 What are algorithmic trading models doing?""; ""4 Why algorithmic trading models are different""; ""4.1 Are algorithmic trading models informed traders?""; ""4.2 Are algorithmic trading models momentum traders?""; ""4.3 Are algorithmic trading models noise traders?""; ""4.4 What are algorithmic trading models after all?""; ""5 Conclusion""; ""References""; ""Paper 3: Assessing the impact of Algorithmic Trading on markets : A simulation approach ""
""1 Introduction""""2 Related work""; ""2.1 Algorithmic Trading""; ""2.2 Simulation of financial markets""; ""3 The simulation model""; ""3.1 Behavior of Traders""; ""3.2 Parameterizatio n""; ""4 Results obtained""; ""5 Conclusion and Outlook""; ""References""; ""Paper 4: The Behavior of Algorithmic Traders in Equity Markets - Empirical Evidence from Xetra ""; ""1 Introduction""; ""2 Related Work""; ""3 The Xetra Trading System""; ""3.1 Continuous Trading""; ""3.2 Call Auctions""; ""3.3 Trading Schedule""; ""3.4 Dataset and Methodology""; ""4 Results""; ""4.1 Continuous Trading""
""4.2 Call Auctions""
Record Nr. UNINA-9910809106303321
Gsell Markus  
Stuttgart : , : Ibidem Verlag, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Investiment management : decision support and expert system / Robert R. Trippi, Efraim Turban
Investiment management : decision support and expert system / Robert R. Trippi, Efraim Turban
Autore TRIPPI, Robert R.
Pubbl/distr/stampa Boston : Boyd & fraser publishing company, c1990
Descrizione fisica XX, 292 p. ; 23 cm
Disciplina 332.60285
Soggetto topico Investimenti
ISBN 0-534-98193-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-990000996210203316
TRIPPI, Robert R.  
Boston : Boyd & fraser publishing company, c1990
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Investment strategies optimization based on a SAX-GA methodology / / Antonio M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta
Investment strategies optimization based on a SAX-GA methodology / / Antonio M.L. Canelas, Rui F.M.F. Neves, Nuno C.G. Horta
Autore Canelas Antonio, M.L.
Edizione [1st ed. 2013.]
Pubbl/distr/stampa New York, : Springer, 2013
Descrizione fisica 1 online resource (89 p.)
Disciplina 332.60285
Altri autori (Persone) NevesRui F. M. F
HortaNuno C. G
Collana SpringerBriefs in applied sciences and technology
Soggetto topico Portfolio management
Investments
Genetic algorithms
ISBN 1-283-90903-0
3-642-33110-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- Market Analysis Background and Related Work -- SAX-GA Approach -- Results -- Conclusions and Future Work.
Record Nr. UNINA-9910438058903321
Canelas Antonio, M.L.  
New York, : Springer, 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Le applicazioni dell'intelligenza artificiale negli intermediari finanziari : le opportunità per il trading, la gestione del risparmio, il data warehouse e il data mining, la gestione dei crediti / Davide Maspero, Cecilia Rossignoli (a cura di) ; saggi di G. Gabbi ... [et al.] ; Newfin, Centro studi sull'innovazione finanziaria
Le applicazioni dell'intelligenza artificiale negli intermediari finanziari : le opportunità per il trading, la gestione del risparmio, il data warehouse e il data mining, la gestione dei crediti / Davide Maspero, Cecilia Rossignoli (a cura di) ; saggi di G. Gabbi ... [et al.] ; Newfin, Centro studi sull'innovazione finanziaria
Pubbl/distr/stampa Roma, : Bancaria, [2000]
Descrizione fisica 150 p. ; 24 cm.
Disciplina 332.60285
Collana Banca e mercati
Soggetto topico Mercati finanziari - Applicazioni dell'elaboratore
ISBN 8844902648
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNICAS-TO00913079
Roma, : Bancaria, [2000]
Materiale a stampa
Lo trovi qui: Univ. di Cassino e del Lazio Meridionale
Opac: Controlla la disponibilità qui
Multicriteria portfolio construction with Python / / Elissaios Sarmas, Panos Xidonas and Haris Doukas
Multicriteria portfolio construction with Python / / Elissaios Sarmas, Panos Xidonas and Haris Doukas
Autore Sarmas Elissaios
Edizione [1st ed. 2020.]
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2020]
Descrizione fisica 1 online resource (IX, 176 p. 138 illus., 47 illus. in color.)
Disciplina 332.60285
Collana Springer Optimization and Its Applications
Soggetto topico Applied mathematics
Decision making
Operations research
ISBN 3-030-53743-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Introduction -- 2. The Portfolio Management Problem -- 3. Multicriteria Decision Analysis Methods -- 3. Literature Review -- 5. The Proposed Methodology -- 6. Information System in Python.-7. Empirical Testing -- 8. Conclusions -- Bibliography.
Record Nr. UNISA-996418192403316
Sarmas Elissaios  
Cham, Switzerland : , : Springer, , [2020]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Multicriteria portfolio construction with Python / / Elissaios Sarmas, Panos Xidonas and Haris Doukas
Multicriteria portfolio construction with Python / / Elissaios Sarmas, Panos Xidonas and Haris Doukas
Autore Sarmas Elissaios
Edizione [1st ed. 2020.]
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2020]
Descrizione fisica 1 online resource (IX, 176 p. 138 illus., 47 illus. in color.)
Disciplina 332.60285
Collana Springer Optimization and Its Applications
Soggetto topico Applied mathematics
Decision making
Operations research
ISBN 3-030-53743-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Introduction -- 2. The Portfolio Management Problem -- 3. Multicriteria Decision Analysis Methods -- 3. Literature Review -- 5. The Proposed Methodology -- 6. Information System in Python.-7. Empirical Testing -- 8. Conclusions -- Bibliography.
Record Nr. UNINA-9910483845903321
Sarmas Elissaios  
Cham, Switzerland : , : Springer, , [2020]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Operazioni finanziarie al computer / Mario Trovato
Operazioni finanziarie al computer / Mario Trovato
Autore TROVATO, Mario
Pubbl/distr/stampa Milano : ETAS libri, 1989
Descrizione fisica 189 p. ; 24 cm + 1 floppy disk
Disciplina 332.60285
Collana Gestione d'impresa, Finanza
Soggetto topico Operazioni finanziarie - automazione
ISBN 88-453-0372-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ita
Record Nr. UNISA-990002753270203316
TROVATO, Mario  
Milano : ETAS libri, 1989
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui