:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autore principale:	Zhāng, Wěi
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Computational Finance
Accesso online:	https://arxiv.org/abs/2508.02356
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
di: Kikuchi, Tatsuru
Pubblicazione: (2024)

Intraday Trading Algorithm for Predicting Cryptocurrency Price Movements Using Twitter Big Data Analysis
di: Jeleskovic, Vahidin, et al.
Pubblicazione: (2023)

Reinforcement Learning for Trade Execution with Market and Limit Orders
di: Cheridito, Patrick, et al.
Pubblicazione: (2025)

Multi-Agent Analysis of Off-Exchange Public Information for Cryptocurrency Market Trend Prediction
di: Hong, Kairan, et al.
Pubblicazione: (2025)

Heterogeneous Market Efficiency in Cryptocurrency Markets: A Multi‐Frequency Memory‐Based Approach
di: Shuyue Li, et al.
Pubblicazione: (2026)

Stablecoins as Dry Powder: A Copula-Based Risk Analysis of Cryptocurrency Markets
di: Jones, Elliot, et al.
Pubblicazione: (2026)

Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
di: Rahman, Abdul, et al.
Pubblicazione: (2024)

Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms
di: Hu, Zhuohuan, et al.
Pubblicazione: (2024)

Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders
di: Hiray, Arnav, et al.
Pubblicazione: (2023)

Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
di: Yu, Haoyang, et al.
Pubblicazione: (2023)

Trade Execution Flow as the Underlying Source of Market Dynamics
di: Belov, Mikhail Gennadievich, et al.
Pubblicazione: (2025)

Implementation and Security Analysis of Cryptocurrencies Based on Ethereum
di: Gao, Pengfei, et al.
Pubblicazione: (2025)

QuantAgent: Price-Driven Multi-Agent LLMs for High-Frequency Trading
di: Xiong, Fei, et al.
Pubblicazione: (2025)

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
di: Grab, Colin D.
Pubblicazione: (2024)

FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions
di: Li, Yang, et al.
Pubblicazione: (2025)

Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
di: Fabre, Timothée, et al.
Pubblicazione: (2024)

Fraud Detection in Cryptocurrency Markets with Spatio-Temporal Graph Neural Networks
di: Losavio, Lidia, et al.
Pubblicazione: (2026)

Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning
di: Fan, Yuxin, et al.
Pubblicazione: (2024)

Explainable Patterns in Cryptocurrency Microstructure
di: Bieganowski, Bartosz, et al.
Pubblicazione: (2026)

High-Frequency Options Trading | With Portfolio Optimization
di: Bhatia, Sid
Pubblicazione: (2024)

Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features
di: Liu, Chenghao, et al.
Pubblicazione: (2025)

Enhancing Price Prediction in Cryptocurrency Using Transformer Neural Network and Technical Indicators
di: Khaniki, Mohammad Ali Labbaf, et al.
Pubblicazione: (2024)

Prospects of Imitating Trading Agents in the Stock Market
di: Wilinski, Mateusz, et al.
Pubblicazione: (2025)

A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
di: Brini, Alessio, et al.
Pubblicazione: (2024)

Blockchain Metrics and Indicators in Cryptocurrency Trading
di: King, Juan C., et al.
Pubblicazione: (2024)

Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
di: Chen, Qizhao
Pubblicazione: (2025)

Deep Learning Enhanced Multi-Day Turnover Quantitative Trading Algorithm for Chinese A-Share Market
di: Du, Yimin
Pubblicazione: (2025)

Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
di: Gharanchaei, Maysam Khodayari, et al.
Pubblicazione: (2024)

Systematic Trend-Following with Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets
di: Bui, Duc, et al.
Pubblicazione: (2026)

Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
di: Deep, Akash, et al.
Pubblicazione: (2024)

Using Graph Neural Networks and Frequency Domain Data for Automated Operational Modal Analysis of Populations of Structures
di: Jian, Xudong, et al.
Pubblicazione: (2024)

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
di: Halperin, Igor
Pubblicazione: (2025)

Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting
di: Puoti, Francesco, et al.
Pubblicazione: (2025)

Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation
di: Endo, Shuto, et al.
Pubblicazione: (2025)

ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism
di: Zhao, Li, et al.
Pubblicazione: (2025)

Trust Dynamics in Cryptocurrency Markets: Centralized vs. Decentralized Exchanges
di: Wu, Xintong, et al.
Pubblicazione: (2024)

Same Returns, Different Risks: How Cryptocurrency Markets Process Infrastructure vs Regulatory Shocks
di: Farzulla, Murad
Pubblicazione: (2026)

Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks
di: Ezinwoke, Brian, et al.
Pubblicazione: (2025)

Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
di: Peik, Arash, et al.
Pubblicazione: (2025)

Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
di: Peng, Yunfei, et al.
Pubblicazione: (2024)