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Full-Text Articles in Finance and Financial Management
Deep Reinforcement Learning Pairs Trading, Andrew Brim
Deep Reinforcement Learning Pairs Trading, Andrew Brim
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
This research applies a deep reinforcement learning technique, Deep Q-network, to a stock market pairs trading strategy for profit. Artificial intelligent methods have long since been applied to optimize trading strategies. This work trains and tests a DQN to trade co-integrated stock market prices, in a pairs trading strategy. The results demonstrate the DQN is able to consistently produce positive returns when executing a pairs trading strategy.
Procure-To-Pay Software In The Digital Age: An Exploration And Analysis Of Efficiency Gains And Cybersecurity Risks In Modern Procurement Systems, Drew Lane
MPA/MPP/MPFM Capstone Projects
Procure-to-Pay (P2P) softwares are an integral part of the payment and procurement processing functions at large-scale governmental institutions. These softwares house all of the financial functions related to procurement, accounts payable, and often human resources, helping to facilitate and automate the process from initiation of a payment or purchase, to the actual disbursal of funds. Often, these softwares contain budgeting and financial reporting tools as part of the offering. As such an integral part of the financial process, these softwares obviously come at an immense cost from a set of reputable vendors. In the case of government, these vendors mainly …
Incorporating Data Governance Frameworks In The Financial Industry, Tarlochan Singh Randhawa
Incorporating Data Governance Frameworks In The Financial Industry, Tarlochan Singh Randhawa
Walden Dissertations and Doctoral Studies
Data governance frameworks are critical to reducing operational costs and risks in the financial industry. Corporate data managers face challenges when implementing data governance frameworks. The purpose of this multiple case study was to explore the strategies that successful corporate data managers in some banks in the United States used to implement data governance frameworks to reduce operational costs and risks. The participants were 7 corporate data managers from 3 banks in North Carolina and New York. Servant leadership theory provided the conceptual framework for the study. Methodological triangulation involved assessment of nonconfidential bank documentation on the data governance framework, …
Regression Tree Construction For Reinforcement Learning Problems With A General Action Space, Anthony S. Bush Jr
Regression Tree Construction For Reinforcement Learning Problems With A General Action Space, Anthony S. Bush Jr
Electronic Theses and Dissertations
Part of the implementation of Reinforcement Learning is constructing a regression of values against states and actions and using that regression model to optimize over actions for a given state. One such common regression technique is that of a decision tree; or in the case of continuous input, a regression tree. In such a case, we fix the states and optimize over actions; however, standard regression trees do not easily optimize over a subset of the input variables\cite{Card1993}. The technique we propose in this thesis is a hybrid of regression trees and kernel regression. First, a regression tree splits over …
Adapting Financial Technology Standards To Blockchain Platforms, Gabriel Bello
Adapting Financial Technology Standards To Blockchain Platforms, Gabriel Bello
Theses and Dissertations
Traditional payment systems have standards designed to keep transaction data secure, but blockchain systems are not in scope for such security standards. We compare the Payment Application Data Security Standard’s (PA-DSS) applicability towards transaction-supported blockchain platforms to test the standard’s applicability. By highlighting the differences in implementation on traditional and decentralized transaction platforms, we critique and adapt the standards to fit the decentralized model. In two case studies, we analyze the QTUM and Ethereum blockchain platforms’ industry compliance, as their payment platforms support transactions equivalent to that of applications governed by the PA-DSS. We determine QTUM’s and Ethereum’s capabilities to …