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Previous research primarily characterized price movements according to time intervals, resulting in temporal discontinuity and overlooking crucial activities in financial markets. Directional Change (DC) is an alternative approach to…

Computational Engineering, Finance, and Science · Computer Science 2023-09-28 Bing Wu , Xiangzu Han

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

The efficient market hypothesis has far-reaching implications for financial trading and market stability. Whether or not cryptocurrencies are informationally efficient has therefore been the subject of intense recent investigation. Here, we…

Statistical Finance · Quantitative Finance 2019-02-06 Higor Y. D. Sigaki , Matjaz Perc , Haroldo V. Ribeiro

This paper examines strategic trading under incomplete information, where firms lack full knowledge of key aspects of their competitors' trading strategies such as target sizes and market impact models. We extend previous work on…

Trading and Market Microstructure · Quantitative Finance 2025-03-25 Neil A. Chriss

In this era of computerization, education has also revamped itself and is not limited to old lecture method. The regular quest is on to find out new ways to make it more effective and efficient for students. Nowadays, lots of data is…

Computers and Society · Computer Science 2021-07-23 Pooja Thakar , Anil Mehta , Manisha

The digital revolution has led to the digitization of human behavior, creating unprecedented opportunities to understand observable actions on an unmatched scale. Emerging phenomena such as crowdfunding and crowdsourcing have further…

Machine Learning · Computer Science 2023-06-27 Hannah H. Chang , Anirban Mukherjee

The paper presents a step forward into the development of the theory of meaning. Stock and financial markets are examined from communication-theoretical perspective on the dynamics of information and meaning. This study focuses on the link…

Statistical Finance · Quantitative Finance 2023-12-19 Inga Ivanova

Urban income segregation is a widespread phenomenon that challenges societies across the globe. Classical studies on segregation have largely focused on the geographic distribution of residential neighborhoods rather than on patterns of…

Social and Information Networks · Computer Science 2020-04-21 Xiaowen Dong , Alfredo J. Morales , Eaman Jahani , Esteban Moro , Bruno Lepri , Burcin Bozkaya , Carlos Sarraute , Yaneer Bar-Yam , Alex Pentland

We report on a series of experiments in which we study the coevolutionary "arms-race" dynamics among groups of agents that engage in adaptive automated trading in an accurate model of contemporary financial markets. At any one time, every…

Computational Engineering, Finance, and Science · Computer Science 2021-09-23 Nik Alexandrov , Dave Cliff , Charlie Figuero

As the most critical production factor in the era of the digital economy, data will have a significant impact on social production and development. Energy enterprises possess data that is interconnected with multiple industries,…

Computer Science and Game Theory · Computer Science 2024-03-18 Zongxian Wang , Jie Song

Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…

General Economics · Economics 2025-02-04 Viet Trinh

Game development is an interdisciplinary concept that embraces software engineering, business, management, and artistic disciplines. This research facilitates a better understanding of the business dimension of digital games. The main…

Computers and Society · Computer Science 2015-11-16 Saiqa Aleem , Luiz Fernando Capretz , Faheem Ahmed

The objective of this paper is to explore the opportunities for human information behaviour research to inform and influence the field of machine learning and the resulting machine information behaviour. Using the development of foundation…

Machine Learning · Computer Science 2022-05-03 Michael Ridley

Understanding and forecasting changing market conditions in complex economic systems like the financial market is of great importance to various stakeholders such as financial institutions and regulatory agencies. Based on the finding that…

Statistical Finance · Quantitative Finance 2023-05-10 Tobias Wand , Martin Heßler , Oliver Kamps

The increasing use of data in various parts of the economic and social systems is creating a new form of monopoly: data monopolies. We illustrate that the companies using these strategies, Datalists, are challenging the existing definitions…

General Economics · Economics 2023-07-18 Catherine E. A. Mulligan , Phil Godsiff

Stylized facts can be regarded as constraints for any modeling attempt of price dynamics on a financial market, in that an empirically reasonable model has to reproduce these stylized facts at least qualitatively. The dynamics of market…

Computational Finance · Quantitative Finance 2010-04-12 Stefan Reimann , Andreas Tupak

Data only generates value for a few organizations with expertise and resources to make data shareable, discoverable, and easy to integrate. Sharing data that is easy to discover and integrate is hard because data owners lack information…

Databases · Computer Science 2020-07-03 Raul Castro Fernandez , Pranav Subramaniam , Michael J. Franklin

Data has been increasingly recognized as a critical factor in the future economy. However, constructing an efficient data trading market faces challenges such as privacy breaches, data monopolies, and misuse. Despite numerous studies…

Computers and Society · Computer Science 2024-07-17 Yi Yu , Jingru Yu , Xuhong Wang , Juanjuan Li , Yilun Lin , Conghui He , Yanqing Yang , Yu Qiao , Li Li , Fei-Yue Wang

The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into prices through trading strategies. Traders optimise their…

Mathematical Finance · Quantitative Finance 2025-01-14 Paolo Barucca , Flaviano Morone

Involving effects of media, opinion leader and other agents on the opinion of individuals of market society, a trader based model is developed and utilized to simulate price via supply and demand. Pronounced effects are considered with…

Physics and Society · Physics 2009-11-11 Caglar Tuncay