Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Osterrieder, Joerg"'
Autor:
Osterrieder, Joerg, Chan, Stephen, Chu, Jeffrey, Zhang, Yuanyuan, Misheva, Branka Hadji, Mare, Codruta
Blockchain technology, a foundational distributed ledger system, enables secure and transparent multi-party transactions. Despite its advantages, blockchain networks are susceptible to anomalies and frauds, posing significant risks to their integrity
Externí odkaz:
http://arxiv.org/abs/2402.11231
Machine learning and deep learning have become increasingly prevalent in financial prediction and forecasting tasks, offering advantages such as enhanced customer experience, democratising financial services, improving consumer protection, and enhanc
Externí odkaz:
http://arxiv.org/abs/2311.07513
Autor:
Seigne, Michael, Osterrieder, Joerg
We delve into the intricate world of share buy-backs, a strategic corporate capital allocation tool that has gained significant prominence over the past few decades. Despite being the subject of extensive research and debate, the execution phase of t
Externí odkaz:
http://arxiv.org/abs/2307.09617
Autor:
Lu, Jun, Osterrieder, Joerg
In this paper, we propose a probabilistic model for computing an interpolative decomposition (ID) in which each column of the observed matrix has its own priority or importance, so that the end result of the decomposition finds a set of features that
Externí odkaz:
http://arxiv.org/abs/2209.14532
Financial time series simulation is a central topic since it extends the limited real data for training and evaluation of trading strategies. It is also challenging because of the complex statistical properties of the real financial data. We introduc
Externí odkaz:
http://arxiv.org/abs/2207.00493
This paper presents a Double Deep Q-Network algorithm for trading single assets, namely the E-mini S&P 500 continuous futures contract. We use a proven setup as the foundation for our environment with multiple extensions. The features of our trading
Externí odkaz:
http://arxiv.org/abs/2206.14267
Autor:
Farokhnia, Kia, Osterrieder, Joerg
In February 2018, the VIX index has seen its largest ever increase and has lead to significant losses for some major volatility related products. Despite many efforts, the precise underlying reasons are yet to be discovered. We study the role of line
Externí odkaz:
http://arxiv.org/abs/2206.13138
In this bachelor thesis, we show how four different machine learning methods (Long Short-Term Memory, Random Forest, Support Vector Machine Regression, and k-Nearest Neighbor) perform compared to already successfully applied trading strategies such a
Externí odkaz:
http://arxiv.org/abs/2208.07168
Autor:
Kraehenbuehl, Mike, Osterrieder, Joerg
This study examines the weak form of the efficient market hypothesis for Bitcoin using a feedforward neural network. Due to the increasing popularity of cryptocurrencies in recent years, the question has arisen, as to whether market inefficiencies co
Externí odkaz:
http://arxiv.org/abs/2208.07254
Autor:
Chan, Stephen, Chandrashekhar, Durga, Almazloum, Ward, Zhang, Yuanyuan, Lord, Nicholas, Osterrieder, Joerg, Chu, Jeffrey
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 1 November 2024 653