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Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting…

Machine Learning · Computer Science 2019-01-23 Tao Ma

We propose a fast approximate algorithm for large graph matching. A new projected fixed-point method is defined and a new doubly stochastic projection is adopted to derive the algorithm. Previous graph matching algorithms suffer from high…

Computer Vision and Pattern Recognition · Computer Science 2012-08-13 Yao Lu , Kaizhu Huang , Cheng-Lin Liu

Correlation-diversified portfolios can be constructed by finding the maximum independent sets (MISs) in market graphs with edges corresponding to correlations between two stocks. The computational complexity to find the MIS increases…

Emerging Technologies · Computer Science 2024-01-10 Ryo Hidaka , Yohei Hamakawa , Jun Nakayama , Kosuke Tatsumura

The report presents with the development and optimisation of an enhanced algorithmic trading strategy through the use of historical S&P 500 market data and earnings call sentiment analysis. The proposed strategy integrates various technical…

Artificial Intelligence · Computer Science 2026-03-24 Owen Nyo Wei Yuan , Victor Tan Jia Xuan , Ong Jun Yao Fabian , Ryan Tan Jun Wei

A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely applied investment strategy in the financial industry. Recently, Ekstr\"om, Lindberg and Tysk studied the problem of…

Computational Finance · Quantitative Finance 2013-07-16 Stig Larsson , Carl Lindberg , Marcus Warfheimer

In this paper we consider the problem of minimising drawdown in a portfolio of financial assets. Here drawdown represents the relative opportunity cost of the single best missed trading opportunity over a specified time period. We formulate…

Risk Management · Quantitative Finance 2019-08-26 C. A. Valle , J. E. Beasley

In an illiquid stock, traders can collude and place orders on a predetermined price and quantity at a fixed schedule. This is usually done to manipulate the price of the stock or to create artificial liquidity in the stock, which may…

Trading and Market Microstructure · Quantitative Finance 2016-10-18 Suneel Sarswat , Kandathil Mathew Abraham , Subir Kumar Ghosh

Gold and bitcoin are not new to us, but with limited cash and time, given only the past stream of the daily price of gold and bitcoin, it is a kind of new problem for us to develop a certain model and determine the best strategy to get the…

Other Computer Science · Computer Science 2022-09-09 Yueying Ma , Yan Mi , Yujing Bian

Recommender system research has oftentimes focused on approaches that operate on large-scale datasets containing millions of user interactions. However, many small businesses struggle to apply state-of-the-art models due to their very…

Graph matching---aligning a pair of graphs to minimize their edge disagreements---has received wide-spread attention from both theoretical and applied communities over the past several decades, including combinatorics, computer vision, and…

We adopt deep learning models to directly optimise the portfolio Sharpe ratio. The framework we present circumvents the requirements for forecasting expected returns and allows us to directly optimise portfolio weights by updating model…

Portfolio Management · Quantitative Finance 2021-01-26 Zihao Zhang , Stefan Zohren , Stephen Roberts

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song

This paper presents a novel framework for analyzing the optimal asset and signal combination problem. Our approach builds upon the dynamic portfolio selection problem introduced by Brandt and Santa-Clara (2006) and consists of two stages.…

Portfolio Management · Quantitative Finance 2023-07-13 Nikan Firoozye , Vincent Tan , Stefan Zohren

In this paper, we present a novel trading strategy that integrates reinforcement learning methods with clustering techniques for portfolio management in multi-period trading. Specifically, we leverage the clustering method to categorize…

Portfolio Management · Quantitative Finance 2023-10-03 Zhengyong Jiang , Jeyan Thiayagalingam , Jionglong Su , Jinjun Liang

Complementary product recommendation is a powerful strategy to improve customer experience and retail sales. However, recommending the right product is not a simple task because of the noisy and sparse nature of user-item interactions. In…

Information Retrieval · Computer Science 2025-06-12 Leandro Anghinoni , Pablo Zivic , Jorge Adrian Sanchez

This paper focuses on a dynamic multi-asset mean-variance portfolio selection problem under model uncertainty. We develop a continuous time framework for taking into account ambiguity aversion about both expected return rates and…

Portfolio Management · Quantitative Finance 2021-12-02 Huyen Pham , Xiaoli Wei , Chao Zhou

The graph is one of the most widely used mathematical structures in engineering and science because of its representational power and inherent ability to demonstrate the relationship between objects. The objective of this work is to…

Data Structures and Algorithms · Computer Science 2021-01-01 Shri Prakash Dwivedi

Partial graph matching extends traditional graph matching by allowing some nodes to remain unmatched, enabling applications in more complex scenarios. However, this flexibility introduces additional complexity, as both the subset of nodes…

Machine Learning · Computer Science 2026-02-26 Gathika Ratnayaka , James Nichols , Qing Wang

Data defined over a network have been successfully modelled by means of graph filters. However, although in many scenarios the connectivity of the network is known, e.g., smart grids, social networks, etc., the lack of well-defined…

Signal Processing · Electrical Eng. & Systems 2020-07-08 Alberto Natali , Mario Coutino , Geert Leus

Market prediction plays a major role in supporting financial decisions. An emerging approach in this domain is to use graphical modeling and analysis to for prediction of next market index fluctuations. One important question in this domain…

Statistical Finance · Quantitative Finance 2022-12-13 Alireza Jafari , Saman Haratizadeh
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