4 citations · 9 across the 8 of their papers we have counts for
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cs.MA2022
Nonstationary Continuum-Armed Bandit Strategies for Automated Trading in a Simulated Financial Market
Bingde Liu, John Cartlidge
We approach the problem of designing an automated trading strategy that can consistently profit by adapting to changing market conditions. This challenge can be framed as a Nonstat…
cs.MA2021★ 1 cited
Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders
Henry Hanifan, Ben Watson, John Cartlidge +1
We consider issues of time in automated trading strategies in simulated financial markets containing a single exchange with public limit order book and continuous double auction ma…