A KADS based requirement analysis for the management of stock trading portfolios is presented. This provides a theoretical foundation for a stock trading system. This system is designed around portfolio management tasks that include eliciting user profiles, collecting information on the user’s portfolio position, monitoring the environment on behalf of the user, and making decision suggestions ...

This study sheds light on the resiliency of competing electronic order-driven markets by investigating the time path of liquidity after a large endogenous shock by means of an intra-day event study. We confirm earlier results that large trades, which qualify as shocks for the purpose of this analysis, are timed as they occur when liquidity in the market is extraordinarily high. Moreover, we fin...

This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining optimal position at any point in time during a activity stock markets. It proposes novel DRL strategy so as maximise resulting Sharpe ratio performance indicator broad range Denominated Trading Deep Q-Network algorithm (TDQN), this new...