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Toehold purchase, defined here as purchase of one share in a firm by an investor preparing a tender offer to acquire majority of shares in it, reduces by one the number of shares this investor needs for majority. In the paper we construct…

General Finance · Quantitative Finance 2016-02-23 Iryna Banakh , Taras Banakh , Pavel Trisch , Myroslava Vovk

Tax manipulation comes in a variety of forms with different motivations and of varying complexities. In this paper, we deal with a specific technique used by tax-evaders known as circular trading. In particular, we define algorithms for the…

Data Structures and Algorithms · Computer Science 2017-11-07 Jithin Mathews , Priya Mehta , S. V. Kasi Visweswara Rao , Ch. Sobhan Babu

A security policy specifies a security property as the maximal information flow. A distributed system composed of interacting processes implicitly defines an intransitive security policy by repudiating direct information flow between…

Cryptography and Security · Computer Science 2013-10-15 Jean Quilbeuf , Georgeta Igna , Denis Bytschkow , Harald Ruess

We generalize the seminal framework of Kyle (1985) to a many-asset setting, bridging the gap between informed-trading theory and modern trading practices. Specifically, we formulate an infinite-dimensional Bayesian trading game in which the…

Mathematical Finance · Quantitative Finance 2026-03-23 Christian Keller , Michael C. Tseng

A novel algorithm for actively trading stocks is presented. While traditional expert advice and "universal" algorithms (as well as standard technical trading heuristics) attempt to predict winners or trends, our approach relies on…

Artificial Intelligence · Computer Science 2011-07-04 A. Borodin , R. El-Yaniv , V. Gogan

Trust is an absolute necessity for digital communications; but is often viewed as an implicit singular entity. The use of the internet as the primary vehicle for information exchange has made accountability and verifiability of system code…

Cryptography and Security · Computer Science 2014-03-04 Orhio Mark Creado , Bala Srinivasan , Phu Dung Le , Jefferson Tan

We investigate the dynamics of a trust game on a mixed population where individuals with the role of buyers are forced to play against a predetermined number of sellers, whom they choose dynamically. Agents with the role of sellers are also…

General Finance · Quantitative Finance 2013-01-11 Tiago P. Peixoto , Stefan Bornholdt

We deal with the optimal execution problem when the broker's goal is to reach a performance barrier avoiding a downside barrier. The performance is provided by the wealth accumulated by trading in the market, the shares detained by the…

Mathematical Finance · Quantitative Finance 2026-04-27 Emilio Barucci , Yuheng Lan

A financial market model where agents trade using realistic combinations of buy-and-hold strategies is considered. Minimal assumptions are made on the discounted asset-price process - in particular, the semimartingale property is not…

Pricing of Securities · Quantitative Finance 2009-11-02 Constantinos Kardaras , Eckhard Platen

Deep learning is an effective approach to solving image recognition problems. People draw intuitive conclusions from trading charts; this study uses the characteristics of deep learning to train computers in imitating this kind of intuition…

Computational Engineering, Finance, and Science · Computer Science 2018-01-10 Yun-Cheng Tsai , Jun-Hao Chen , Jun-Jie Wang

An insider is a team member who covertly deviates from the team's optimal collaborative strategy to pursue a private objective while still appearing cooperative. Such an insider may initially behave cooperatively but later switch to selfish…

Optimization and Control · Mathematics 2026-04-01 Gehui Xu , Kaiwen Chen , Zhong-Ping Jiang , Thomas Parisini , Andreas A. Malikopoulos

A new definition of events of game-theoretic probability zero in continuous time is proposed and used to prove results suggesting that trading in financial markets results in the emergence of properties usually associated with randomness.…

Trading and Market Microstructure · Quantitative Finance 2010-11-25 Vladimir Vovk

In the present work we develop a formalism to tackle the problem of optimal execution when trading market securities. More precisely, we introduce a utility function that balances market impact and timing risk, with this last being modelled…

Trading and Market Microstructure · Quantitative Finance 2020-07-17 David Marcos

We study the problem faced by a service provider that has to sell services to a user. In our model the service provider proposes various payment options (a menu) to the user which may be based, for example, on the quality of the service.…

Computer Science and Game Theory · Computer Science 2024-02-27 Martino Bernasconi , Matteo Castiglioni , Andrea Celli

Financial trading aims to build profitable strategies to make wise investment decisions in the financial market. It has attracted interests in the machine learning community for a long time. This paper proposes to trade financial assets…

Trading and Market Microstructure · Quantitative Finance 2021-09-14 Lin Li

Network penetration testing identifies the exploits and vulnerabilities those exist within computer network infrastructure and help to confirm the security measures. The objective of this paper is to explain methodology and methods behind…

Networking and Internet Architecture · Computer Science 2009-12-26 Nitin A. Naik , Gajanan D. Kurundkar , Santosh D. Khamitkar , Namdeo V. Kalyankar

Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…

Artificial Intelligence · Computer Science 2020-01-28 Abhishek Nan , Anandh Perumal , Osmar R. Zaiane

Monetary risk measures are usually interpreted as the smallest amount of external capital that must be added to a financial position to make it acceptable. We propose a new concept: intrinsic risk measures and argue that this approach…

Risk Management · Quantitative Finance 2016-10-28 W. Farkas , A. Smirnow

Over the past few years, the futures market has been successfully developing in the North-West region. Futures markets are one of the most effective and liquid-visible trading mechanisms. A large number of buyers are forced to compete with…

Mathematical Finance · Quantitative Finance 2018-08-16 Oleg Malafeyev , Shulga Andrey

Sealing information means making it publicly available, but with the possibility of knowing if it has been read. Commenting on [1], we will show that perfect quantum sealing is not possible for perfectly retrievable information, due to the…

Quantum Physics · Physics 2007-05-23 H. Bechmann-Pasquinucci , G. M. D'Ariano , C. Macchiavello