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The Journal of Financial Data Science

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Machine Trading: Theory, Advances, and Applications

Dilip B. Madan and Yazid M. Sharaiha
The Journal of Financial Data Science Summer 2020, 2 (3) 8-24; DOI: https://doi.org/10.3905/jfds.2020.1.039
Dilip B. Madan
is professor emeritus at the Robert H. Smith School of Business in College Park, MD
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Yazid M. Sharaiha
is global head of Systematic Strategies at Norges Bank Investment Management in London, UK
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The Journal of Financial Data Science: 2 (3)
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Summer 2020
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Machine Trading: Theory, Advances, and Applications
Dilip B. Madan, Yazid M. Sharaiha
The Journal of Financial Data Science Jul 2020, 2 (3) 8-24; DOI: 10.3905/jfds.2020.1.039

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Machine Trading: Theory, Advances, and Applications
Dilip B. Madan, Yazid M. Sharaiha
The Journal of Financial Data Science Jul 2020, 2 (3) 8-24; DOI: 10.3905/jfds.2020.1.039
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  • Article
    • Abstract
    • PROFITABILITY AND POSITIONING
    • PREDICTION TECHNOLOGIES
    • DESIGN OF TRADING STRATEGIES
    • RESULTS FOR THE FOUR TRAINING CRITERIA
    • CONCLUSION
    • ADDITIONAL READING
    • Disclaimer
    • REFERENCES
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