Assessing the impact of Algorithmic Trading on markets: A simulation approach

M Gsell - 2008 - econstor.eu
Innovative automated execution strategies like Algorithmic Trading gain significant market
share on electronic market venues worldwide, although their impact on market outcome has …

Artificial intelligence and application in finance

M Zhang - Proceedings of the 2020 11th International Conference …, 2020 - dl.acm.org
Today, the sheer volume of data generated by humans and computers far exceeds the
range of capabilities that humans can absorb, interpret and follow on complex decisions …

[PDF][PDF] The impact of algorithmic trading models on the stock market

OG Paskelian - TRADING, 2010 - imail.hservers.org
The manner in which electronic trading is conducted on international financial markets has
dramatically changed in recent decades as more and more stages of the trading process …

Investigating the Buy-Side's Adoption Decision for Technology-Driven Execution Opportunities: An Extension of TAM for an Organizational Adoption Context

B Ende, M Gsell - 2008 - aisel.aisnet.org
Within the securities trading industry recent technological innovations enable Institutional
Investors to self-directed trading and thus lead to a reassessment of their intermediation …

算法交易的兴起及最新研究进展

陈梦根 - 证券市场导报, 2013 - cqvip.com
算法交易是一种全新的交易方式, 备受机构投资者青睐, 市场份额迅速上升.
算法交易的快速发展对资本市场总体效率和微观结构影响深远, 资产定价, 组合投资和风险测度 …

[PDF][PDF] Center for Financial Studies

JP Krahnen, V Wieland - Citeseer
Securitization is a financial innovation that experiences a boom-bust cycle, as many other
innovations before. This paper analyzes possible reasons for the breakdown of primary and …