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Full-Text Articles in Business
Predicting Intraday Financial Market Dynamics Using Takens' Vectors; Incorporating Causality Testing And Machine Learning Techniques, Abubakar-Sadiq Bouda Abdulai
Predicting Intraday Financial Market Dynamics Using Takens' Vectors; Incorporating Causality Testing And Machine Learning Techniques, Abubakar-Sadiq Bouda Abdulai
Electronic Theses and Dissertations
Traditional approaches to predicting financial market dynamics tend to be linear and stationary, whereas financial time series data is increasingly nonlinear and non-stationary. Lately, advances in dynamical systems theory have enabled the extraction of complex dynamics from time series data. These developments include theory of time delay embedding and phase space reconstruction of dynamical systems from a scalar time series. In this thesis, a time delay embedding approach for predicting intraday stock or stock index movement is developed. The approach combines methods of nonlinear time series analysis with those of causality testing, theory of dynamical systems and machine learning (artificial …
Functions Of Strategic Liner Shipping Alliance Under The Market Downturn Environment, Zuwei He
Functions Of Strategic Liner Shipping Alliance Under The Market Downturn Environment, Zuwei He
World Maritime University Dissertations
No abstract provided.
Research On Shanghai Port Logistics Collection And Distribution Network Optimization, Chaoyang Gong
Research On Shanghai Port Logistics Collection And Distribution Network Optimization, Chaoyang Gong
World Maritime University Dissertations
No abstract provided.
A Pure-Jump Market-Making Model For High-Frequency Trading, Chi Wai Law
A Pure-Jump Market-Making Model For High-Frequency Trading, Chi Wai Law
Open Access Dissertations
We propose a new market-making model which incorporates a number of realistic features relevant for high-frequency trading. In particular, we model the dependency structure of prices and order arrivals with novel self- and cross-exciting point processes. Furthermore, instead of assuming the bid and ask prices can be adjusted continuously by the market maker, we formulate the market maker's decisions as an optimal switching problem. Moreover, the risk of overtrading has been taken into consideration by allowing each order to have different size, and the market maker can make use of market orders, which are treated as impulse control, to get …