paper-with-me

홈 › Papers

Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets

2024-09-08 · Tejas Ramdas, Martin T. Wells

In this study, we leverage powerful non-linear machine learning methods to identify the characteristics of trades that contain valuable information. First, we demonstrate the effectiveness of our optimized neural network predictor in accurately predicting future market movements. Then, we utilize the information from this successful neural network predictor to pinpoint the individual trades within each data point (trading window) that had the most impact on the optimized neural network's prediction of future price movements. This approach helps us uncover important insights about the heterogeneity in information content provided by trades of different sizes, venues, trading contexts, and over time.

📄 PDF Abstract BibTeX arXiv:2409.05192

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

A Stock Trading System for a Medium Volatile Asset using Multi Layer Perceptron

2022-01-17 · Ivan Letteri, Giuseppe Della Penna, Giovanni De Gasperis, Abeer Dyoub

Stock market forecasting is a lucrative field of interest with promising profits but not without its difficulties and for some people could be even causes of failure. Financial markets by their nature are complex, non-li…

How spread changes affect the order book: Comparing the price responses of order deletions and placements to trades

2018-12-21

We observe the effects of the three different events that cause spread changes in the order book, namely trades, deletions and placement of limit orders. By looking at the frequencies of the relative amounts of price cha…

TRADES: Generating Realistic Market Simulations with Diffusion Models

2025-01-31 · Leonardo Berti, Bardh Prenkaj, Paola Velardi

Financial markets are complex systems characterized by high statistical noise, nonlinearity, and constant evolution. Thus, modeling them is extremely hard. We address the task of generating realistic and responsive Limit…

Denoising

A Flexible Stochastic Conditional Duration Model

2020-05-19

We introduce a new stochastic duration model for transaction times in asset markets. We argue that widely accepted rules for aggregating seemingly related trades mislead inference pertaining to durations between unrelate…

model

A Genetic Algorithm for Optimizing Fantasy Football Trades with Playoff Biasing

2025-11-05 · Evan Parshall, Junaid Ali, Michael Zimmerman arxiv

Fantasy football leagues involve strategic player trades to optimize team performance. However, identifying optimal trades is complex due to varying player projections, positional needs, and league-specific scoring. Exis…