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How Complexity and Uncertainty Grew with Algorithmic Trading

The machine-learning paradigm promises traders to reduce uncertainty through better predictions done by ever more complex algorithms. We ask about detectable results of both uncertainty and complexity at the aggregated market level. We analyzed almost one billion trades of eight currency pairs (2007...

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Detalles Bibliográficos
Autores principales: Hilbert, Martin, Darmon, David
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516984/
https://www.ncbi.nlm.nih.gov/pubmed/33286272
http://dx.doi.org/10.3390/e22050499

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