Related papers: The theory of quantitative trading
Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…
We derive the category-theoretic backbone of quantum theory from a process ontology. More specifically, we treat quantum theory as a theory of systems, processes and their interactions. In this first part of a three-part overview, we first…
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…
The purpose of this book is to provide an introduction to period theory and then to place it within the matrix of recursive function theory.
The paper discusses the main ideas of the chaos theory and presents mainly the importance of the nonlinearities in the mathematical models. Chaos and order are apparently two opposite terms. The fact that in chaos can be found a certain…
This book introduces to the theory of probabilities from the beginning. Assuming that the reader possesses the normal mathematical level acquired at the end of the secondary school, we aim to equip him with a solid basis in probability…
There is a common belief that humans and many animals follow transitive inference (choosing A over C on the basis of knowing that A is better than B and B is better than C). Transitivity seems to be the essence of rational choice. We…
This text aims to present and explain quantum machine learning algorithms to a data scientist in an accessible and consistent way. The algorithms and equations presented are not written in rigorous mathematical fashion, instead, the…
Contents: 1. Introduction: Philosophical Setting 2. Quantum Model of the Mind/Brain 3. Person and Self 4. Meeting Baars's Criteria for Consciousness 5. Qualia 6. Free-Will
The paper has a form of a survey and consists of three parts. It is focused on the relationship between the many-sorted theory, which leads to logical geometry and one-sorted theory, which is based on the important model-theoretic concepts.…
Risk control has become one of the major concern of financial institutions. The need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of financial markets is clearly expressed, in particular for…
Fair division is the problem of dividing one or several goods amongst two or more agents in a way that satisfies a suitable fairness criterion. These Notes provide a succinct introduction to the field. We cover three main topics. First, we…
This paper proposes new derivations of three well-known sorting algorithms, in their functional formulation. The approach we use is based on three main ingredients: first, the algorithms are derived from a simpler algorithm, i.e. the…
This book can be seen either as a text on theorem proving that uses techniques from general algebra, or else as a text on general algebra illustrated and made concrete by practical exercises in theorem proving. The book considers several…
We present distributions of countable models and correspondent structural characteristics of complete theories with continuum many types: for prime models over finite sets relative to Rudin-Keisler preorders, for limit models over types and…
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…
This paper consists of two parts. The first part is devoted to empirical analysis of consolidated order book (COB) for the index RTS futures. In the second part we consider Poissonian multi--agent model of the COB. By varying parameters of…
This paper develops a mathematical framework for building a position in a stock over a fixed period of time while in competition with one or more other traders doing the same thing. We develop a game-theoretic framework that takes place in…
There exist dozens of interpretations of quantum theory, but they do not seem to contribute much to understanding the theory. This paper attempts to clarify some issues that are discussed in those interpretations. The main keywords are:…
We postulates, and then show experimentally, that liquidity deficit is the driving force of the markets. In the first part of the paper a kinematic of liquidity deficit is developed. The calculus-like approach, which is based on…