14 citations · 15 across the 3 of their papers we have counts for
3 papers
Adaptive Predictive Portfolio Management Agent
Anton Kolonin, Alexey Glushchenko, Arseniy Fokin +3
The paper presents an advanced version of an adaptive market-making agent capable of performing experiential learning, exploiting a "try and fail" approach relying on a swarm of su…
Causal Analysis of Generic Time Series Data Applied for Market Prediction
Anton Kolonin, Ali Raheman, Mukul Vishwas +3
We explore the applicability of the causal analysis based on temporally shifted (lagged) Pearson correlation applied to diverse time series of different natures in context of the p…
Social Media Sentiment Analysis for Cryptocurrency Market Prediction
Ali Raheman, Anton Kolonin, Igors Fridkins +2
In this paper, we explore the usability of different natural language processing models for the sentiment analysis of social media applied to financial market prediction, using the…