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We summarize the fundamental issues at stake in algorithmic trading, and the progress made in this field over the last twenty years. We first present the key problems of algorithmic trading, describing the concepts of optimal execution,…

Trading and Market Microstructure · Quantitative Finance 2020-06-11 Michaël Karpe

The successes of Artificial Intelligence in recent years in areas such as image analysis, natural language understanding and strategy games have sparked interest from the world of finance. Specifically, there are high expectations, and…

Artificial Intelligence · Computer Science 2021-08-30 Remo Pareschi , Federico Zappone

The algorithmic trading comes from digitalisation of the processing of trading assets on financial markets. Since 1980 the computerization of the stock market offers real time processing of financial information. This technological…

Trading and Market Microstructure · Quantitative Finance 2009-03-19 Victor Lebreton

The rapid integration of agentic AI into high-stakes real-world applications requires robust oversight mechanisms. The emerging field of AI Control (AIC) aims to provide such an oversight mechanism, but practical adoption depends heavily on…

Artificial Intelligence · Computer Science 2026-03-03 Mikhail Terekhov , Zhen Ning David Liu , Caglar Gulcehre , Samuel Albanie

The increasing deployment of Artificial Intelligence (AI) and other autonomous algorithmic systems presents the world with new systemic risks. While focus often lies on the function of individual algorithms, a critical and underestimated…

Computers and Society · Computer Science 2026-02-24 Maurice Chiodo , Dennis Müller

This paper brings the concept of ``optimism" to the new and promising framework of online Non-stochastic Control (NSC). Namely, we study how NSC can benefit from a prediction oracle of unknown quality responsible for forecasting future…

Machine Learning · Computer Science 2024-08-27 Naram Mhaisen , George Iosifidis

Algorithmic agents permeate every instant of our online existence. Based on our digital profiles built from the massive surveillance of our digital existence, algorithmic agents rank search results, filter our emails, hide and show news…

Computers and Society · Computer Science 2025-10-30 B. Bodo , N. Helberger , K. Irion , F. Zuiderveen Borgesius , J. Moller , B. Van der Velde , N. Bol , B. van Es , C. de Vreese

In recent years, the tendency of the number of financial institutions including cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have…

Trading and Market Microstructure · Quantitative Finance 2022-01-31 Fan Fang , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , David Martinez-Regoband , Fan Wu

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

The proposed EU AI Act is the first comprehensive attempt to regulate AI in a major jurisdiction. This article analyses Article 9, the key risk management provision in the AI Act. It gives an overview of the regulatory concept behind…

Computers and Society · Computer Science 2024-11-20 Jonas Schuett

This paper examines the role of algorithmic trading in modern financial markets. Additionally, order types, characteristics, and special features of algorithmic trading are described under the lens provided by the large development of high…

Trading and Market Microstructure · Quantitative Finance 2012-06-26 Riccardo Cesari , Massimiliano Marzo , Paolo Zagaglia

With the significant progress of artificial intelligence (AI) and consciousness science, artificial consciousness (AC) has recently gained popularity. This work provides a broad overview of the main topics and current trends in AC. The…

Computers and Society · Computer Science 2025-03-11 Aïda Elamrani

Access to the system resources. The current access control systems face many problems, such as the presence of the third-party, inefficiency, and lack of privacy. These problems can be addressed by blockchain, the technology that received…

Cryptography and Security · Computer Science 2019-08-23 Sara Rouhani , Ralph Deters

Algorithm configuration (AC) is concerned with the automated search of the most suitable parameter configuration of a parametrized algorithm. There is currently a wide variety of AC problem variants and methods proposed in the literature.…

Artificial Intelligence · Computer Science 2022-10-14 Elias Schede , Jasmin Brandt , Alexander Tornede , Marcel Wever , Viktor Bengs , Eyke Hüllermeier , Kevin Tierney

This study utilizes machine learning algorithms to analyze and organize knowledge in the field of algorithmic trading. By filtering a dataset of 136 million research papers, we identified 14,342 relevant articles published between 1956 and…

Statistical Finance · Quantitative Finance 2024-11-11 Stanisław Łaniewski , Robert Ślepaczuk

Data agents, empowered by Large Language Models (LLMs), introduce a new paradigm in transaction processing. Unlike traditional applications with fixed patterns, data agents run online-generated workflows that repeatedly issue SQL…

Databases · Computer Science 2026-03-17 Weixing Zhou , Zhiyou Wang , Zeshun Peng , Hetian Chen , Yanfeng Zhang , Ge Yu

Algorithms are becoming more widely used in business, and businesses are becoming increasingly concerned that their algorithms will cause significant reputational or financial damage. We should emphasize that any of these damages stem from…

Computers and Society · Computer Science 2021-07-30 Ramya Akula , Ivan Garibay

This paper presents the primary research challenges and key findings from the 15th International Automated Negotiating Agents Competition (ANAC 2025), one of the official competitions of IJCAI 2025. We focus on two critical domains:…

Multiagent Systems · Computer Science 2026-04-16 Reyhan Aydoğan , Tim Baarslag , Tamara C. P. Florijn , Katsuhide Fujita , Catholijn M. Jonker , Yasser Mohammad

Network Traffic Classification (NTC) has become an important feature in various network management operations, e.g., Quality of Service (QoS) provisioning and security services. Machine Learning (ML) algorithms as a popular approach for NTC…

Networking and Internet Architecture · Computer Science 2024-10-28 Amin Shahraki , Mahmoud Abbasi , Amir Taherkordi , Anca Delia Jurcut

Autonomous racing demands safe control of vehicles at their physical limits for extended periods of time, providing insights into advanced vehicle safety systems which increasingly rely on intervention provided by vehicle autonomy.…

Robotics · Computer Science 2025-09-09 James Bockman , Matthew Howe , Adrian Orenstein , Feras Dayoub
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