We present a lightweight approach to sequence classification using Ensemble Methods for Hidden Markov Models (HMMs). HMMs offer significant advantages in scenarios with …
We investigate the relationship between market liquidity and spoofing, a manipulative practice involving the submission of deceptive orders aimed at misleading other traders …
Tools to identify and characterise the various types of agents in financial markets are essential for both regulators and practitioners. We introduce a methodology that combines …
M Shearer, G Rauterberg, MP Wellman - Proceedings of the Fourth ACM …, 2023 - dl.acm.org
Financial benchmarks estimate market values or reference rates used in a wide variety of contexts, but are often calculated from data generated by parties who have incentives to …
The financial trading industry is amid a technological (r) evolution, fuelled by Artificial Intelligence (AI) and its subfield of Machine Learning (ML). As AI-based algorithmic trading …
S Kim, J Son, M Jung, Y Kwak - NeurIPS 2024 Third Table …, 1975 - openreview.net
Access to financial tabular data is often restricted owing to strict regulations surrounding personal information. Despite the advanced generative capabilities of large language …