Machine learning and social theory: Collective machine behaviour in algorithmic trading

Algorithmic Trading of Futures via Machine Learning

A lgorithmic trading of securities has become a staple of modern approaches to financial investment. In this project, I attempt to obtain an effective strategy for trading a collection of 27 financial futures based solely on their past trading data. All of the strategies that I consider are based on predictions of the future price and volatility of the various securities under consideration, an...

Algorithmic Trading Using Machine Learning Tech- Niques: Final Report

In this report, we present an automatic stock trading process, which relies on a hierarchy of a feature selecting method, multiple machine-learning algorithms as well as an online learning mechanism. Backward search was used in feature selection, while the local linear regression (LLR), l − 1 regularized ν-support vector machine (ν-SVM), and the multiple additive regression tree (MART), were ch...

Advanced Topics in Machine Learning and Algorithmic Game Theory

We begin by examining balanced vs. unbalanced coins, where the coins stand for statistical assumptions. Assume we have two coins, a balanced coin r with distribution r0 = 1 2 and r1 = 1 2 , and an unbalanced coin p with distribution p1 = 1 2 + and p0 = 1 2 − . This scenario is equivalent to the inspection of a given assumption, trying to figure out whether it is random or better than random. We...

Advanced Topics in Machine Learning and Algorithmic Game Theory

This lecture discusses the problem of allocating ad slots given search queries, where the advertisers have constrained budgets, and the search queries arrive online. An online algorithm is tasked with allocating each term to an advertiser, with the aim of maximizing the overall revenue, subject to the budget constraints. The main result described is an online algorithm that, for a random permut...

Algorithmic Aspects of Machine Learning