Statistics and Probability Commons^™

Intraday Algorithmic Trading Using Momentum And Long Short-Term Memory Network Strategies, Andrew R. Whitinger Ii

Undergraduate Honors Theses

Intraday stock trading is an infamously difficult and risky strategy. Momentum and reversal strategies and long short-term memory (LSTM) neural networks have been shown to be effective for selecting stocks to buy and sell over time periods of multiple days. To explore whether these strategies can be effective for intraday trading, their implementations were simulated using intraday price data for stocks in the S&P 500 index, collected at 1-second intervals between February 11, 2021 and March 9, 2021 inclusive. The study tested 160 variations of momentum and reversal strategies for profitability in long, short, and market-neutral portfolios, totaling 480 portfolios. …

Optimal Strategy For Gambling Pools, Aaron C. Brown

International Conference on Gambling & Risk Taking

In gambling pools, entrants submit predictions and the prizes are awarded to the prediction or predictions closest to actual outcomes. Some well-known examples are football pools (both the global and American game versions), toto, NCAA March Madness bracket pools and horse racing tournaments. For small pools with complete information about outcome probabilities, exact game theory optimal solutions are straightforward to compute. If there is also complete information about the number and strategy of other players, optimal exploitive strategies are even easier to derive. These problems have been treated in the literature.

This paper argues that the complete information approaches are …