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Autonomous trading robots have been studied in artificial intelligence area for quite some time. Many AI techniques have been tested for building autonomous agents able to trade financial assets. These initiatives include traditional neural…

Artificial Intelligence · Computer Science 2022-06-30 Paulo André Lima de Castro

The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and…

Trading and Market Microstructure · Quantitative Finance 2019-09-10 Wonsup Shin , Seok-Jun Bu , Sung-Bae Cho

LLM-based trading agents are increasingly deployed in real-world financial markets to perform autonomous analysis and execution. However, their reliability and robustness under adversarial or faulty conditions remain largely unexamined,…

Artificial Intelligence · Computer Science 2025-12-03 Lewen Yan , Jilin Mei , Tianyi Zhou , Lige Huang , Jie Zhang , Dongrui Liu , Jing Shao

Autonomous crypto trading systems often spend most of their design effort on finding entries, while exits are left to fixed rules that are rarely tested in a systematic way. This paper examines whether better stop-loss and take-profit…

Artificial Intelligence · Computer Science 2026-05-01 Nathan Li , Aikins Laryea , Yigit Ihlamur

Autonomous trading strategies have been a subject of research within the field of artificial intelligence (AI) for aconsiderable period. Various AI techniques have been explored to develop autonomous agents capable of trading financial…

Computational Finance · Quantitative Finance 2025-08-20 Paulo André Lima de Castro

The potential of machine learning to automate and control nonlinear, complex systems is well established. These same techniques have always presented potential for use in the investment arena, specifically for the managing of equity…

Portfolio Management · Quantitative Finance 2011-10-18 Evan Hurwitz , Tshilidzi Marwala

Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze,…

Machine Learning · Computer Science 2025-05-20 Yunfei Luo , Zhangqi Duan

In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…

Trading and Market Microstructure · Quantitative Finance 2021-12-17 Koya Ishikawa , Kazuhide Nakata

In general, traders test their trading strategies by applying them on the historical market data (backtesting), and then apply to the future trades the strategy that achieved the maximum profit on such past data. In this paper, we propose a…

Trading and Market Microstructure · Quantitative Finance 2022-10-24 Ivan Letteri , Giuseppe Della Penna , Giovanni De Gasperis , Abeer Dyoub

In the context of investment analysis, we formulate an abstract online computing problem called a planning game and develop general tools for solving such a game. We then use the tools to investigate a practical buy-and-hold trading problem…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Gen-Huey Chen , Ming-Yang Kao , Yuh-Dauh Lyuu , Hsing-Kuo Wong

We consider the multi-period portfolio optimization problem with a single asset that can be held long or short. Due to the presence of transaction costs, maximizing the immediate reward at each period may prove detrimental, as frequent…

Optimization and Control · Mathematics 2025-02-07 Chutian Ma , Paul Smith

This research paper aims to investigate the efficacy of decision trees in constructing intraday trading strategies using existing technical indicators for individual equities in the NIFTY50 index. Unlike conventional methods that rely on a…

Statistical Finance · Quantitative Finance 2024-05-24 Prajwal Naga , Dinesh Balivada , Sharath Chandra Nirmala , Poornoday Tiruveedi

Testing of autonomous systems is extremely important as many of them are both safety-critical and security-critical. The architecture and mechanism of such systems are fundamentally different from traditional control software, which appears…

Software Engineering · Computer Science 2021-03-15 Qunying Song , Emelie Engström , Per Runeson

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

Computational Finance · Quantitative Finance 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

Backtest is a way of financial risk evaluation which helps to analyze how our trading algorithm would work in markets with past time frame. The high volatility situation has always been a critical situation which creates challenges for…

Computational Finance · Quantitative Finance 2023-09-20 S. M. Masrur Ahmed

Automated driving functions (ADFs) have become increasingly popular in recent years. However, their safety must be assured. Thus, the verification and validation of these functions is still an important open issue in research and…

Software Engineering · Computer Science 2023-08-10 Daniel Becker , Guido Küppers , Lutz Eckstein

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Trading and Market Microstructure · Quantitative Finance 2019-08-29 Haoqian Li , Thomas Lau

This article explores the use of machine learning models to build a market generator. The underlying idea is to simulate artificial multi-dimensional financial time series, whose statistical properties are the same as those observed in the…

Machine Learning · Computer Science 2020-07-10 Edmond Lezmi , Jules Roche , Thierry Roncalli , Jiali Xu

Today, many systems use artificial intelligence (AI) to solve complex problems. While this often increases system effectiveness, developing a production-ready AI-based system is a difficult task. Thus, solid AI engineering practices are…

Software Engineering · Computer Science 2024-09-12 Marcel Grote , Justus Bogner

The selection of an appropriate control strategy is essential for ensuring safe operation in autonomous driving. While numerous control strategies have been developed for specific driving scenarios, a comprehensive comparative assessment of…

Systems and Control · Electrical Eng. & Systems 2023-11-15 Antonio Artuñedo , Marcos Moreno-Gonzalez , Jorge Villagra
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