An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment

An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment

The advancement of information technology in financial applications nowadays have led to fast market-driven events that prompt flash decision-making and actions issued by computer algorithms. As a result, today's markets experience intense activity in the highly dynamic environment where trading systems respond to others at a much faster pace than before. This new breed of technology involves t...

An Evolutionary Bootstrap Method for Selecting Dynamic Trading Strategies

This paper combines techniques drawn from the literature on evolutionary optimization algorithms along with bootstrap based statistical tests. Bootstrapping and cross validation are used as a general framework for estimating objectives out of sample by redrawing subsets from a training sample. Evolution is used to search the large space of potential network architectures. The combination of the...

Financial Modeling and Forecasting with an Evolutionary Artifical Neural Network

In this chapter, I consider a design framework of a computational experiment in finance. The examination of statistics used for economic forecasts evaluation and profitability of investment decisions, based on those forecasts, reveals only weak relationships between them. The “degree of improvement over efficient prediction” combined with directional accuracy are proposed in an estimation techn...

High Speed Autofocus for Microscopic Images

2 Computational Theory The processing of biological specimens or the 2.1 Overview examination of material surfaces for quality control requires a fast and precise autofocus system. In order to process several fields of view per second, a high speed autofocus was developed and integrated in an ASIC-chip. The system is able to process a specimen without any supervision. The system operates on the...

Crashes and high frequency trading: an evaluation of risks posed by high-speed algorithmic trading