Info
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 | ||
| ||
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 | ||
| ||
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 |
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Gsell Markus
|
||
| Stuttgart : , : Ibidem Verlag, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 |
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TRIPPI, Robert R.
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| Boston : Boyd & fraser publishing company, c1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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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 |
9781283909037
1283909030 9783642331107 3642331106 |
| 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 |
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Canelas Antonio, M.L.
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| New York, : Springer, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 | ||
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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 |
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Sarmas Elissaios
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| Cham, Switzerland : , : Springer, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
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
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| Cham, Switzerland : , : Springer, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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TROVATO, Mario
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| Milano : ETAS libri, 1989 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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