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Author : Daniel M. Reeves
Publisher :
ISBN 13 :
Total Pages : 452 pages
Book Rating : 4.3/5 (91 download)
Download or read book Generating Trading Agent Strategies written by Daniel M. Reeves and published by . This book was released on 2005 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stefan Jansen
Publisher : Packt Publishing Ltd
ISBN 13 : 1839216786
Total Pages : 822 pages
Book Rating : 4.8/5 (392 download)
Download or read book Machine Learning for Algorithmic Trading written by Stefan Jansen and published by Packt Publishing Ltd. This book was released on 2020-07-31 with total page 822 pages. Available in PDF, EPUB and Kindle. Book excerpt: Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required.
Author : Esther David
Publisher : Springer Science & Business Media
ISBN 13 : 3642151167
Total Pages : 285 pages
Book Rating : 4.6/5 (421 download)
Download or read book Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets written by Esther David and published by Springer Science & Business Media. This book was released on 2010-09-09 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 18 thoroughly refereed and revised papers detailing recent advances in research on designing trading agents and mechanisms for agent-mediated e-commerce. They were originally presented at the 11th International Workshop on Agent-Mediated Electronic Commerce (AMEC 2009) collocated with AAMAS 2009 in Budapest, Hungary, or the 2009 Workshop on Trading Agent Design and Analysis (TADA 2009) collocated with IJCAI 2009 in Pasadena, CA, USA. The papers focus on topics such as individual agent behavior and agent interaction, collective behavior, mechanism design, and computational aspects, all in the context of e-commerce applications like trading, auctions, or negotiations. They combine approaches from different fields of mathematics, computer science, and economics such as artificial intelligence, distributed systems, operations research, and game theory.
Author : Lakhmi C Jain
Publisher : Springer Science & Business Media
ISBN 13 : 3540880488
Total Pages : 325 pages
Book Rating : 4.5/5 (48 download)
Download or read book Knowledge Processing and Decision Making in Agent-Based Systems written by Lakhmi C Jain and published by Springer Science & Business Media. This book was released on 2009-01-17 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Knowledge processing and decision making in agent-based systems constitute the key components of intelligent machines. The contributions included in the book are: Innovations in Knowledge Processing and Decision Making in Agent-Based Systems Towards Real-World HTN Planning Agents Mobile Agent-Based System for Distributed Software Maintenance Software Agents in New Generation Networks: Towards the Automation of Telecom Processes Multi-agent Systems and Paraconsistent Knowledge An Agent-based Negotiation Platform for Collaborative Decision-Making in Construction Supply Chain An Event-Driven Algorithm for Agents at the Web A Generic Mobile Agent Framework Toward Ambient Intelligence Developing Actionable Trading Strategies Agent Uncertainty Model and Quantum Mechanics Representation Agent Transportation Layer Adaptation System Software Agents to Enable Service Composition through Negotiation Advanced Technology Towards Developing Decentralized Autonomous Flexible Manufacturing Systems
Author : Geun Sik Jo
Publisher : Springer
ISBN 13 : 3540785825
Total Pages : 928 pages
Book Rating : 4.5/5 (47 download)
Download or read book Agent and Multi-Agent Systems: Technologies and Applications written by Geun Sik Jo and published by Springer. This book was released on 2008-04-03 with total page 928 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following from the very successful First KES Symposium on Agent and Multi-Agent Systems – Technologies and Applications (KES-AMSTA 2007), held in Wroclaw, Poland, 31 May–1 June 2007, the second event in the KES-AMSTA symposium series (KES-AMSTA 2008) was held in Incheon, Korea, March 26–28, 2008. The symposium was organized by the School of Computer and Information Engineering, Inha University, KES International and the KES Focus Group on Agent and Mul- agent Systems. The KES-AMSTA Symposium Series is a sub-series of the KES Conference Series. The aim of the symposium was to provide an international forum for scientific research into the technologies and applications of agent and multi-agent systems. Agent and multi-agent systems are related to the modern software which has long been recognized as a promising technology for constructing autonomous, complex and intelligent systems. A key development in the field of agent and multi-agent systems has been the specification of agent communication languages and formalization of ontologies. Agent communication languages are intended to provide standard declarative mechanisms for agents to communicate knowledge and make requests of each other, whereas ontologies are intended for conceptualization of the knowledge domain. The symposium attracted a very large number of scientists and practitioners who submitted their papers for nine main tracks concerning the methodology and applications of agent and multi-agent systems, a doctoral track and two special sessions.
Author : Michael P. Wellman
Publisher : MIT Press
ISBN 13 : 026223260X
Total Pages : 251 pages
Book Rating : 4.2/5 (622 download)
Download or read book Autonomous Bidding Agents written by Michael P. Wellman and published by MIT Press. This book was released on 2007 with total page 251 pages. Available in PDF, EPUB and Kindle. Book excerpt: E-commerce increasingly provides opportunities for autonomous bidding agents: computer programs that bid in electronic markets without direct human intervention. Automated bidding strategies for an auction of a single good with a known valuation are fairly straightforward; designing strategies for simultaneous auctions with interdependent valuations is a more complex undertaking. This book presents algorithmic advances and strategy ideas within an integrated bidding agent architecture that have emerged from recent work in this fast-growing area of research in academia and industry. The authors analyze several novel bidding approaches that developed from the Trading Agent Competition (TAC), held annually since 2000. The benchmark challenge for competing agents--to buy and sell multiple goods with interdependent valuations in simultaneous auctions of different types--encourages competitors to apply innovative techniques to a common task. The book traces the evolution of TAC and follows selected agents from conception through several competitions, presenting and analyzing detailed algorithms developed for autonomous bidding. Autonomous Bidding Agents provides the first integrated treatment of methods in this rapidly developing domain of AI. The authors--who introduced TAC and created some of its most successful agents--offer both an overview of current research and new results. Michael P. Wellman is Professor of Computer Science and Engineering and member of the Artificial Intelligence Laboratory at the University of Michigan, Ann Arbor. Amy Greenwald is Assistant Professor of Computer Science at Brown University. Peter Stone is Assistant Professor of Computer Sciences, Alfred P. Sloan Research Fellow, and Director of the Learning Agents Group at the University of Texas, Austin. He is the recipient of the International Joint Conference on Artificial Intelligence (IJCAI) 2007 Computers and Thought Award.
Author : Wolfgang Ketter
Publisher : Springer Science & Business Media
ISBN 13 : 3642152368
Total Pages : 201 pages
Book Rating : 4.6/5 (421 download)
Download or read book Agent-Mediated Electronic Commerce and Trading Agent Design and Analysis written by Wolfgang Ketter and published by Springer Science & Business Media. This book was released on 2010-08-18 with total page 201 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 13 thoroughly refereed and revised papers detailing recent advances in research on trading agents, negotiating agents, dynamic pricing, and auctions. They were originally presented at the 10th International Workshop on Agent-Mediated Electronic Commerce (AMEC 2008) collocated with AAMAS 2008 in Estoril, Portugal, or the 6th Workshop on Trading Agent Design and Analysis (TADA 2008) collocated with AAAI 2008 in Chicago, IL, USA. The papers originating from AMEC 2008 address agent modeling and multi-agent problems in the context of e-negotiations and e-commerce. The TADA papers stem from the effort to design scenarios where trading agents and market designers can be pitched against each other in applications from supply chain management and procurement. They are all characterized by interdisciplinary research combining fields such as artificial intelligence, distributed systems, game theory, and economics.
Author : Michael Thomaz
Publisher : Springer Nature
ISBN 13 : 3031015541
Total Pages : 93 pages
Book Rating : 4.0/5 (31 download)
Download or read book Trading Agents written by Michael Thomaz and published by Springer Nature. This book was released on 2022-05-31 with total page 93 pages. Available in PDF, EPUB and Kindle. Book excerpt: Automated trading in electronic markets is one of the most common and consequential applications of autonomous software agents. Design of effective trading strategies requires thorough understanding of how market mechanisms operate, and appreciation of strategic issues that commonly manifest in trading scenarios. Drawing on research in auction theory and artificial intelligence, this book presents core principles of strategic reasoning that apply to market situations. The author illustrates trading strategy choices through examples of concrete market environments, such as eBay, as well as abstract market models defined by configurations of auctions and traders. Techniques for addressing these choices constitute essential building blocks for the design of trading strategies for rich market applications. The lecture assumes no prior background in game theory or auction theory, or artificial intelligence. Table of Contents: Introduction / Example: Bidding on eBay / Auction Fundamentals / Continuous Double Auctions / Interdependent Markets / Conclusion
Author : Fabio-Cesare Bagliano
Publisher : OUP Oxford
ISBN 13 : 0191532932
Total Pages : 296 pages
Book Rating : 4.1/5 (915 download)
Download or read book Models for Dynamic Macroeconomics written by Fabio-Cesare Bagliano and published by OUP Oxford. This book was released on 2004-02-05 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic Approaches to Macroeconomics provides the advanced student with key methodological tools for the dynamic analysis of a core selection of macroeconomic phenomena, including consumption and investment choices, employment and unemployment outcomes, and economic growth. The technical treatment of these tools will enable the student to handle current journal literature, while not assuming any particular familiarity with advanced analytical tools or mathematical notions. As these tools are introduced, they are related to particular applications to illustrate their use. Chapters are linked by various formal and substantive threads. Discrete-time optimization under uncertainty, introduced in Chapter 1, is motivated and discussed by applications to consumption theory, with particular attention to empirical implementation. Chapter 2 focuses on continuous-time optimization techniques, and discusses the relevant insights in the context of partial-equilibrium investment models. Chapter 3 revisits many of the previous chapters' formal derivations with applications to dynamic labour demand, in comparison to optimal investment models, and characterizes labor market equilibrium when not only individual firms' labor demand, but also individual labor supply by workers, is subject to adjustment costs. Chapter 4 proposes broader applications of methods introduced in the previous chapters and studies continuous-time equilibrium dynamics of representative agent economies, featuring both consumption and investment choices, with applications to long-run growth frameworks of analysis. Chapter 5 illustrates the role of decentralized trading in determining aggregate equilibria, and characterizes aggregate labor market dynamics in the presence of frictional unemployment. Chapters 4 and 5 pay particular attention to strategic interactions and externalities: even when each agent correctly solves his or her individual dynamic problem, modern microfounded macroeconomic models recognize that macroeconomic equilibrium need not have unambiguously desirable properties. By bridging the gap between undergraduate economics and modern microfounded macroeconomic research, this book will be of interest to graduate students in economics, and as a technical reference for economic researchers.
Author : Dipti Srinivasan
Publisher : Springer
ISBN 13 : 3642144357
Total Pages : 303 pages
Book Rating : 4.6/5 (421 download)
Download or read book Innovations in Multi-Agent Systems and Application – 1 written by Dipti Srinivasan and published by Springer. This book was released on 2010-07-17 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: In today’s world, the increasing requirement for emulating the behavior of real-world applications for achieving effective management and control has necessitated the usage of advanced computational techniques. Computational intelligence-based techniques that combine a variety of problem solvers are becoming increasingly pervasive. The ability of these methods to adapt to the dynamically changing environment and learn in an online manner has increased their usefulness in simulating intelligent behaviors as observed in humans. These intelligent systems are able to handle the stochastic and uncertain nature of the real-world problems. Application domains requiring interaction of people or organizations with different, even possibly conflicting goals and proprietary information handling are growing exponentially. To efficiently handle these types of complex interactions, distributed problem solving systems like multiagent systems have become a necessity. The rapid advancements in network communication technologies have provided the platform for successful implementation of such intelligent agent-based problem solvers. An agent can be viewed as a self-contained, concurrently executing thread of control that encapsulates some state and communicates with its environment, and possibly other agents via message passing. Agent-based systems offer advantages when independently developed components must interoperate in a heterogenous environment. Such agent-based systems are increasingly being applied in a wide range of areas including telecommunications, Business process modeling, computer games, distributed system control and robot systems.
Author : Maria Fasli
Publisher : Springer
ISBN 13 : 3540725024
Total Pages : 256 pages
Book Rating : 4.5/5 (47 download)
Download or read book Agent-Mediated Electronic Commerce. Automated Negotiation and Strategy Design for Electronic Markets written by Maria Fasli and published by Springer. This book was released on 2007-06-06 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-proceedings of the joint International Workshops on Trading Agent Design and Analysis, TADA 2006, and on Agent Mediated Electronic Commerce, AMEC VIII 2006, held in Hakodate, Japan. The papers address a mix of both theoretical and practical issues in trading agent design and technologies, theoretical and empirical evaluation of strategies in complex trading scenarios as well as mechanism design.
Author : Longbing Cao
Publisher : Springer Science & Business Media
ISBN 13 : 1441957375
Total Pages : 251 pages
Book Rating : 4.4/5 (419 download)
Download or read book Domain Driven Data Mining written by Longbing Cao and published by Springer Science & Business Media. This book was released on 2010-01-08 with total page 251 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers state-of the-art research and development outcomes on methodologies, techniques, approaches and successful applications in domain driven, actionable knowledge discovery. It bridges the gap between business expectations and research output.
Author : Emilio Barucci
Publisher : Springer Science & Business Media
ISBN 13 : 1447100891
Total Pages : 473 pages
Book Rating : 4.4/5 (471 download)
Download or read book Financial Markets Theory written by Emilio Barucci and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results. Tools for understanding the economic analysis are provided, and mathematical models are presented in discrete time/finite state space for simplicity. Examples and exercises included.
Author : Daryl Guppy
Publisher : John Wiley & Sons
ISBN 13 : 1118395581
Total Pages : 970 pages
Book Rating : 4.1/5 (183 download)
Download or read book The 36 Strategies of the Chinese for Financial Traders written by Daryl Guppy and published by John Wiley & Sons. This book was released on 2016-05-04 with total page 970 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ancient strategies provide a valuable link to enhance your abilityto survive and prosper in modern financial markets. In thisfascinating book, experienced trader and best-selling author DarylGuppy explains how The 36 Strategies of the Chinese areapplied to trading financial markets. In trading there is rarely asingle answer to any trading situation. The best answer, and itseffective application, depends on the trader. The strategies bythemselves do not guarantee success. The trader’s skill inanalyzing and assessing the situation determines how effective heis in selecting and applying the right strategy. Guppy was introduced to the book of The 36 Strategies of theChinese by a Chinese friend. An ancient and classic text, it isa compilation of political and military strategies dating back morethan 1800 years, drawn from classic Chinese poetry, history,philosophy, biographies and novels. This book includes specific methods for active investors andtraders that are consistent with the meaning of the originalancient strategies. The 36 Strategies of the Chinese forFinancial Traders follow the structure of the original 36Strategies of the Chinese. The first 18 strategies are appliedwhen you have the advantage -- the luxury of time andresources to examine techniques to recognize and maximize thereturn from these market opportunities. The second 18 strategiesare applied when you are at a disadvantage -- they arestrategies used against investors and traders to inhibit success.Many of the strategies are enhanced using derivatives.
Author : Michael P. Wellman
Publisher : Morgan & Claypool Publishers
ISBN 13 : 9781598296051
Total Pages : 108 pages
Book Rating : 4.2/5 (96 download)
Download or read book Trading Agents written by Michael P. Wellman and published by Morgan & Claypool Publishers. This book was released on 2011 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: Automated trading in electronic markets is one of the most common and consequential applications of autonomous software agents. Design of effective trading strategies requires thorough understanding of how market mechanisms operate, and appreciation of strategic issues that commonly manifest in trading scenarios. Drawing on research in auction theory and artificial intelligence, this book presents core principles of strategic reasoning that apply to market situations. The author illustrates trading strategy choices through examples of concrete market environments, such as eBay, as well as abstract market models defined by configurations of auctions and traders. Techniques for addressing these choices constitute essential building blocks for the design of trading strategies for rich market applications.The lecture assumes no prior background in game theory or auction theory, or artificial intelligence.Table of Contents: Introduction / Example: Bidding on eBay / Auction Fundamentals / Continuous Double Auctions / Interdependent Markets / Conclusion
Author : Keiki Takadama
Publisher : Springer Science & Business Media
ISBN 13 : 4431997814
Total Pages : 278 pages
Book Rating : 4.4/5 (319 download)
Download or read book Simulating Interacting Agents and Social Phenomena written by Keiki Takadama and published by Springer Science & Business Media. This book was released on 2010-09-02 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: Agent-based modeling and social simulation have emerged as an interdisciplinary area of social science that includes computational economics, organizational science, social dynamics, and complex systems. This area contributes to enriching our understanding of the fundamental processes of social phenomena caused by complex interactions among agents. Bringing together diverse approaches to social simulation and research agendas, this book presents a unique collection of contributions from the Second World Congress on Social Simulation, held in 2008 at George Mason University in Washington DC, USA. This book in particular includes articles on norms, diffusion, social networks, economy, markets and organizations, computational modeling, and programming environments, providing new hypotheses and theories, new simulation experiments compared with various data sets, and new methods for model design and development. These works emerged from a global and interdisciplinary scientific community of the three regional scientific associations for social simulation: the North American Association for Computational Social and Organizational Science (NAACSOS; now the Computational Social Science Society, CSSS), the European Social Simulation Association (ESSA), and the Pacific Asian Association for Agent-bBased Approach in Social Systems Sciences (PAAA).
Author : Matthias Klusch
Publisher : Springer
ISBN 13 : 3540450122
Total Pages : 296 pages
Book Rating : 4.5/5 (44 download)
Download or read book Cooperative Information Agents IV - The Future of Information Agents in Cyberspace written by Matthias Klusch and published by Springer. This book was released on 2004-02-12 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: These arethe proceedingsof the Fourth InternationalWorkshopon Cooperative Information Agents, held in Boston Massachusetts, USA, July 7-9, 2000. Cooperative information agent research and development focused originally onaccessingmultiple,heterogeneous,anddistributedinformationsources. Ga- ingaccesstothesesystems,throughInternetsearchengines,applicationprogram interfaces, wrappers, and web-based screens has been an important focus of - operative intelligent agents. Research has also focused on the integration of this information into a coherent model that combined data and knowledge from the multiple sources. Finally, this information is disseminated to a wide audience, giving rise to issues such as data quality, information pedigree, source reliability, information security, personal privacy, and information value. Research in - operative information agents has expanded to include agent negotiation, agent communities, agent mobility, as well as agent collaboration for information d- covery in constrained environments. TheinterdisciplinaryCIAworkshopseriesencompassesa widevarietyoft- ics dealing with cooperative information agents. All workshop proceedings have been published by Springer as Lecture Notes in Arti?cial Intelligence, Volumes 1202 (1997), 1435 (1998), and 1652 (1999), respectively. This year, the theme of the CIA workshop was ”’The Future of Information Agents in Cyberspace”, a very ?tting topic as the use of agents for information gathering, negotiation, correlation, fusion, and dissemination becomes ever more prevalent. We noted a marked trend in CIA 2000 towards addressing issues related to communities of agents that: (1) negotiate for information resources, (2) build robust ontologies to enhance search capabilities, (3) communicate for planning and problem so- ing, (4) learn and evolve based on their experiences, and (5) assume increasing degrees of autonomy in the control of complex systems.
