This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
This paper presents two evolutionary algorithms, ECGA and BOA, applied to constructing stock market trading expertise, which is built on the basis of a set of specific trading ru...
Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial mark...
Building upon the interactive inversion method introduced by Ashburn and Bonabeau (2004), we show how to dramatically improve the results by exploiting modularity and by letting t...
In this paper we propose a financial trading system whose strategy is developed by means of an artificial neural network approach based on a recurrent reinforcement learning algo...