Utility-based performance evaluation: stock trading
Evaluation of stock trading performance of students using a web-based virtual stock trading system
... for trading in the stock ...virtual stock trading (VST) system, embedded with provided functions for financial ratio analysis, was designed to simulate a stock trading ...virtual ...
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On Performance Limits of Feedback Control-Based Stock Trading Strategies
... dg S dt = −ρ(t)(I 0 + Kg S ) with initial conditions g L (0) = g S (0) = 0. The setup above leads to many results which are consistent with common sense. For example, with K > 0 and price p(t) increasing, I L (t) will ...
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The Performance Evaluation of the Stock Company Based on the Balanced Scorecard
... Ekonomická krize, jež zasáhla v roce 2008 celý svět, způsobila, že mnoho podniků zaznamenalo nevyhnutelný pokles výkonnosti, co v mnoha případech vedlo k jejich zániku. I kd[r] ...
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A Sarsa based Autonomous Stock Trading Agent
... the performance of the Sarsa-trader in different market ...best performance in a rising market condition as price rise enables it to make profits even when some of the buy options are executed at less than ...
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EVALUATION OF THE IMPACT OF DAY TRADING ON THE EGYPTIAN STOCK MARKET
... security trading and forecast the trading patterns in the ...the trading behavior of liquidity traders, who trade in order to minimize their trading ...is based on the idea that an ...
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Investors' performance and trading behavior on the Norwegian stock market
... on trading data from a brokerage account to study indi- vidual investors, our research is based on the entire portfolio holdings of all individuals that are active in the market that we ...month-end ...
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Adaptive Utility-based Anonymization Model: Performance Evaluation on Big Data Sets
... definitely improve the acceptance of knowledge-based systems. Disclosing the identity of individuals will definitely de motivate the people from sharing such important information to the society. Removing explicit ...
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Performance evaluation, portfolio selection, and HARA utility
... use performance measures for choosing among alternative funds ...same performance measure of zero should be assigned to all investment funds, just expressing that – compared to direct stock holdings ...
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Pairs Trading: Evaluation of profitability and risks on the Swedish stock market
... lucrative trading strategy commences with the ”comprehensible sifting of investment options” (Baronyan et ...actual performance as there exists a significant discrepancy between the- oretically backtesting ...
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Automatic stock market trading based on Technical Analysis
... the stock market players’ general psychology towards the particular stock as an asset or the stock market as a whole ...fundamentally based scepticism during the the dotcom years combined with ...
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The Profits to Insider Trading: A Performance-Evaluation Perspective
... the performance-evaluation results for decompositions of the day0-day5 purchase and sale portfolios by trade ...separately. Based on these rankings, we divide purchases and sales into thirds: ...
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Performance Analysis of a Counter-intuitive Automated Stock-Trading Agent
... studied trading strategies from the perspectives of Artificial Intelligence [7, 8, 11], neural networks [9], technical analysis [10], ...reached based on agent exper- iments in ...
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Performance of Technical Trading Rules in the US and Swedish Stock Markets
... that stock prices could be somewhat ...is based on the perception that all available information is exactly the ...a stock under the efficient ...the stock price to be overvalued, while ...
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Performance Evaluation of Stocks: A Comparative Study of PSU’s Stock Performance and Private Sector Company’s Stock Performance
... Jensen’s Performance index The absolute risk adjusted return measure was developed by Michael Jensen and commonly known as Jensen’s ...absolute performance because a definite standard is set and against ...
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Neighborhood Evaluation in Acquiring Stock Trading Strategy Using Genetic Algorithms
... algorithmic trading in stock ...acquire trading strategy in stock ...neighborhood evaluation, involves evaluation for neighboring points of genetic individuals in fitness ...
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A Stock Market Trading System Based on Foreign and Domestic Information
... Korean stock market. Interestingly, they apply priority values when patterns are in conflict. Some other studies also exploit dynamic techniques that include the IF-THEN rule as well as other heuristics. Leigh, ...
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A Prediction of Stock Trading Signals Based on Interval Turning Points
... Recently, a method combined piecewise linear representation and weighted support vector machine (PLR-WSVM) has shown good performance in the prediction of stock trading sign[r] ...
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A New Approach to Neural Network based Stock Trading Strategy
... the stock price fluctuations ...In stock price prediction selection of the right input variables is a much more difficult problem than building and training the predictive model ...the stock price ...
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Universal Algorithm for Trading in Stock Market Based on the Method of Calibration
... algorithmic trading strategy that is in some sense always guaranteed to perform ...any trading algorithm from a broad class. Given a particular performance measure, an adaptive algorithm is strongly ...
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Complex stock trading strategy based on particle swarm optimization
... each stock is ...2014 trading days from 2003 to 2010. (Avg.hold day) for each trading rule in the testing period are also given for statistic ...the performance of these three trading ...
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