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Algorithmic trading systems are often completely automated, and deep learning is increasingly receiving attention in this domain.
Long Short-Term Memory
Sepp Hochreiter and Jürgen Schmidhuber. 1997 · 1997
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Technical analysis of the financial markets: A comprehensive guide to trading methods and applications
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Optimal execution of portfolio transactions
Robert Almgren and Neil Chriss. 2001 · 2001
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Data mining for credit card fraud: A comparative study
Siddhartha Bhattacharyya, Sanjeev Jha, Kurian Tharakunnel, and J Christopher Westland. 2011 · 2011
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Does algorithmic trading improve liquidity?
Terrence Hendershott, Charles M Jones, and Albert J Menkveld. 2011 · 2011
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LOBSTER: Limit order book reconstruction system
Ruihong Huang and Tomas Polak. 2011 · 2011
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Fairness in financial markets: The case of high frequency trading
James J Angel and Douglas McCabe. 2013 · 2013
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Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Alexander Beck, Young Shin Aaron Kim, Svetlozar Rachev, Michael Feindt, and Frank Fabozzi. 2013 · 2013
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Intriguing properties of neural networks
Christian Szegedy, Wojciech Zaremba, Ilya Sutskever, Joan Bruna, Dumitru Erhan, Ian Goodfellow, and Rob Fergus. 2013 · 2013
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Modelling high-frequency limit order book dynamics with support vector machines
Alec N Kercheval and Yuan Zhang. 2015 · 2015
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Putting Robo Advisors to the Test
Liz Moyer. 2015 · 2015
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Fraud detection system: A survey
Aisha Abdallah, Mohd Aizaini Maarof, and Anazida Zainal. 2016 · 2016
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High-frequency trading strategy based on deep neural networks. In International conference on intelligent computing . Springer, 424–436
Andrés Arévalo, Jaime Niño, German Hernández, and Javier Sandoval. 2016 · 2016
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Adversarial examples in the physical world
Alexey Kurakin, Ian Goodfellow, and Samy Bengio. 2016 · 2016
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Accessorize to a crime: Real and stealthy attacks on state-of-the-art face recognition. In Proceedings of the 2016 acm sigsac conference on computer and communications security . 1528–1540
Mahmood Sharif, Sruti Bhagavatula, Lujo Bauer, and Michael K Reiter. 2016 · 2016
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We’re all high frequency traders now
A Avramovic, V Lin, and M Krishnan. 2017 · 2017
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Fairness in machine learning: Lessons from political philosophy
Reuben Binns. 2017 · 2017
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The flash crash: High-frequency trading in an electronic market
Andrei Kirilenko, Albert S Kyle, Mehrdad Samadi, and Tugkan Tuzun. 2017 · 2017
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Robust physical-world attacks on deep learning visual classification. In Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition . 1625–1634
Kevin Eykholt, Ivan Evtimov, Earlence Fernandes, Bo Li, Amir Rahmati, Chaowei Xiao, Atul Prakash, Tadayoshi Kohno, and Dawn Song. 2018 · 2018
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The Problem With Prosecuting Spoofing
Peter J. Henning. 2018 · 2018
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Limit Order Execution Assumptions
MultiCharts. 2018 · 2018
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Credit card fraud detection using AdaBoost and majority voting
Kuldeep Randhawa, Chu Kiong Loo, Manjeevan Seera, Chee Peng Lim, and Asoke K Nandi. 2018 · 2018
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Universal adversarial training
Ali Shafahi, Mahyar Najibi, Zheng Xu, John Dickerson, Larry S Davis, and Tom Goldstein. 2018 · 2018
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The market impact of high-frequency trading systems and potential regulation
Tim Klaus and Brian Elzweig. 2017 · 2017
Cited alongside, same era.
Robo Advisors: Online Financial Advisors That Fit in Your Pocket
Andrew Meola. 2017 · 2017
Cited alongside, same era.
Universal adversarial perturbations. In Proceedings of the IEEE conference on computer vision and pattern recognition . 1765–1773
Seyed-Mohsen Moosavi-Dezfooli, Alhussein Fawzi, Omar Fawzi, and Pascal Frossard. 2017 · 2017
Cited alongside, same era.
Dodd-Frank and the Spoofing Prohibition in Commodities Markets
Meric Sar. 2017 · 2017
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Generating natural language adversarial examples
Moustafa Alzantot, Yash Sharma, Ahmed Elgohary, Bo-Jhang Ho, Mani Srivastava, and Kai-Wei Chang. 2018 · 2018
Cited alongside, same era.
Adversarial attack on graph structured data
Hanjun Dai, Hui Li, Tian Tian, Xin Huang, Lin Wang, Jun Zhu, and Le Song. 2018 · 2018
Cited alongside, same era.
Advances in financial machine learning
Marcos Lopez De Prado. 2018 · 2018
Cited alongside, same era.
An ensemble of LSTM neural networks for high-frequency stock market classification
Svetlana Borovkova and Ioannis Tsiamas. 2019 · 2019
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Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency
David Byrd and Tucker Hybinette Balch. 2019 · 2019
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WITCHcraft: Efficient PGD attacks with random step size
Ping-Yeh Chiang, Jonas Geiping, Micah Goldblum, Tom Goldstein, Renkun Ni, Steven Reich, and Ali Shafahi. 2019 · 2019
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Trading via Image Classification
Naftali Cohen, Tucker Balch, and Manuela Veloso. 2019 · 2019
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Efficiently inefficient: how smart money invests and market prices are determined
Lasse Heje Pedersen. 2019 · 2019
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Adversarial attacks on copyright detection systems
Parsa Saadatpanah, Ali Shafahi, and Tom Goldstein. 2019 · 2019
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The Nasdaq Stock Market LLC Rules
Wolters Kluwer. 2020 · 2020
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