Abstract. This paper documents the development of three autonomous stocktrading agents within the framework of the Penn Exchange Simulator (PXS), a novel stock-trading simulator th...
Abstract. Two novel Natural Language Processing (NLP) classification techniques are applied to the analysis of corporate annual reports in the task of financial forecasting. The ...
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
Abstract. Real market institutions, stock and commodity exchanges for example, do not occur in isolation. Company stock is frequently listed on several stock exchanges, allowing tr...
Jinzhong Niu, Kai Cai, Simon Parsons, Elizabeth Sk...