Quantitative trading platform development by Ng, Tze Sheng

“…This project involves the design, development, and implementation of the NTU Quant AI platform, a web application for quantitative trading. The primary objectives of this project were to establish a strong foundation for future maintainability and extensibility, as well as to develop new features to enhance the platform’s offerings. …”
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A Quantitative Trade Model with Unemployment by Kyu Yub Lee

Subjects: “…Quantitative Trade Model…”
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An empirical analysis of quantitative trading strategies by Aiuchi, Masaharu

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Meta-reinforcement learning in quantitative trading by Wong, Wei Jie

“…However, recent approaches of reinforcement learning in quantitative trading have centred around training an agent on a narrowed task, and often lack the ability to generalize to new variations of the problem. …”
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Curriculum design for artificial intelligence and quantitative trading by Junhuan ZHANG, Zhengyi ZHU, Kewei CAI

Subjects: “…quantitative trading;artificial intelligence;curriculum design…”
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Research on OAC model for quantitative trading of digital currency by XU Bo, HE Yijun, LI Xiangxia

Subjects: “…quantitative trading;deep reinforcement learning;attention mechanism;long short-term memory;digital currency…”
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Leveraging Explainable AI to Support Cryptocurrency Investors by Jacopo Fior, Luca Cagliero, Paolo Garza

Subjects: “…quantitative trading…”
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Dual-market quantitative trading: The dynamics of liquidity and turnover in financial markets by Qing Zhu, Chenyu Han, Yuze Li

“…However, the traditional financial liquidity theory has been impacted by new machine-driven quantitative trading models. To explore high machine-driven liquidity and the impact of high turnover rates on returns, this study establishes a dual-market quantitative trading system, introduces a variational modal decomposition (VMD)-bidirectional gated recurrent unit (BiGRU) model for data prediction, and uses the back-end Hong Kong foreign exchange market to develop a quantitative trading strategy using the same rotating funds in the U.S. and Chinese stock markets. …”
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Review: the application of deep reinforcement learning to quantitative trading in financial market by XU Bo, HE Yijun, WEN Jiancheng, LI Xiangxia

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Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading by Phan Tien Dung, Paolo Giudici

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Quantum computational quantitative trading: high-frequency statistical arbitrage algorithm by Xi-Ning Zhuang, Zhao-Yun Chen, Yu-Chun Wu, Guo-Ping Guo

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Quantitative Trading through Random Perturbation Q-Network with Nonlinear Transaction Costs by Tian Zhu, Wei Zhu

“…In recent years, reinforcement learning (RL) has seen increasing applications in the financial industry, especially in quantitative trading and portfolio optimization when the focus is on the long-term reward rather than short-term profit. …”
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Real-Trading-Oriented Price Prediction With Explainable Multiobjective Optimization in Quantitative Trading by Tao Yin, Xingbo Du, Weipeng Zhang, Yunan Zhao, Bing Han, Junchi Yan

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Quantitative trading strategies : harnessing the power of quantitative techniques to create a winning trading program / by 413851 Kestner, Lars

Machine learning-based quantitative trading strategies across different time intervals in the American market by Yimeng Wang, Keyue Yan

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Intelligent Optimization Based Multi-Factor Deep Learning Stock Selection Model and Quantitative Trading Strategy by Jujie Wang, Zhenzhen Zhuang, Liu Feng

“…The results show that the quantitative trading strategy based on this model achieved a Sharpe ratio of 127.08%, an annualized rate of return of 40.66%, an excess return of 13.13% and a maximum drawdown rate of −17.38% during the back test period. …”
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Leveraging the momentum effect in machine learning-based cryptocurrency trading by Gian Pietro Bellocca, Giuseppe Attanasio, Luca Cagliero, Jacopo Fior

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High-Frequency Quantitative Trading of Digital Currencies Based on Fusion of Deep Reinforcement Learning Models with Evolutionary Strategies by Yijun He, Bo Xu, Xinpu Su

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Optimal Market-Neutral Multivariate Pair Trading on the Cryptocurrency Platform by Hongshen Yang, Avinash Malik

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A New Adaptive Entropy Portfolio Selection Model by Ruidi Song, Yue Chan

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