Relevant bibliographies by topics / Program trading (Securities) Computer simulation

Academic literature on the topic 'Program trading (Securities) Computer simulation'

Author: Grafiati
Published: 10 December 2022
Last updated: 29 January 2023

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Journal articles on the topic "Program trading (Securities) Computer simulation"

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BORMOTOVA, Maryna, Tetiana MASHOSHYNA, and Olena TROINIKOVA. "Certain aspects of current state of domestic financial market." Economics. Finances. Law 11/3, no. - (November 26, 2021): 8–12. http://dx.doi.org/10.37634/efp.2021.11(3).2.

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Introduction. The financial market, as a combination of exchange and redistribution relations associated with the processes of purchase and sale of financial resources is a complex system that is an indicator of the development of the economy as a whole. In the context of global challenges, the development trends of the financial market and its components are expanding. The securities market today occupies an increasing segment of the financial market, despite the fact that it is under development. Recently, it is characterized by a high level of dynamism. And already now it has positive results for the participants. Purpose. A study of the securities market, the structure of its financial instruments and the circle of participants. Results. Modern financial processes are characterized by the emergence of new financial instruments and technologies, which expands and forms an alternative to the placement and attraction of financial resources outside of banking institutions and increases the circle of participants. An example is the emergence of Internet trading. Internet trading is a system of securities work that gives the investor access to exchange information, and also makes it possible to conclude transactions on the purchase and sale of securities on the exchange in real time using a special certified program installed on a personal computer. The expansion of the range of financial instruments that contribute to the increase of the circle of participants in the financial process in the stock market occurred at the expense of Bonds of Internal Government Loans of Ukraine, whose income rates are higher then bank. They became the first hryvnia instruments included in the global indices of debt securities MVIS (MV Index Solutions. Also in October this year, the National Commission on Securities and Stock Market decided to allow the circulation of foreign securities in Ukraine. As a result, today Ukrainian investors can use the opportunity to invest in 85 securities of foreign issuers. All this makes it possible to obtain additional financial resources for both individual (households) and collective entities (communities). Conclusion. Domestic government bonds are effective financial instruments for the majority of participants in the investment process in the stock market are the first hryvnia instruments to be included in the the global MVIS debt securities indices. There is also a tendency to expand the circle of participants and the structure of financial instruments of the Ukrainian stock market due to the possibility of purchasing state securities by territorial communities, as well as admission of foreign securities by the Cabinet of Ministers of Ukraine.
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Rwegasira, Diana, Imed Ben Dhaou, Masoumeh Ebrahimi, Anders Hallén, Nerey Mvungi, and Hannu Tenhunen. "Energy trading and control of islanded DC microgrid using multi-agent systems." Multiagent and Grid Systems 17, no. 2 (August 23, 2021): 113–28. http://dx.doi.org/10.3233/mgs-210345.

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The energy sector is experiencing a revolution that is fuelled by a multitude of factors. Among them are the aging grid system, the need for cleaner energy and the increasing demands on energy sector. The demand-response program is an advanced feature in smart grid that strives to match suppliers to their demands using price-based and incentive programs. The objective of the work is to analyse the performance of the load shedding technique using dynamic pricing algorithm. The system was designed using multi-agent system (MAS) for a DC microgrid capable of real-time monitoring and controlling of power using price-based demand-response program. As a proof of concept, the system was implemented using intelligent physical agents, Java Agent Development Framework (JADE), and agent simulation platform (REPAST) with two residential houses (non-critical loads) and one hospital (critical load). The architecture has been implemented using embedded devices, relays, and sensors to control the operations of load shedding and energy trading in residential areas that have no access to electricity. The measured results show that the system can shed the load with the latency of less than 600 ms, and energy cost saving with an individual houses by 80% of the total cost with 2USD per day. The outcome of the studies demonstrates the effectiveness of the proposed multi-agent approach for real-time operation of a microgrid and the implementation of demand-response program.
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Ryu, Jeseok, and Jinho Kim. "Non-Cooperative Indirect Energy Trading with Energy Storage Systems for Mitigation of Demand Response Participation Uncertainty." Energies 13, no. 4 (February 17, 2020): 883. http://dx.doi.org/10.3390/en13040883.

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This work focuses on the demand response (DR) participation using the energy storage system (ESS). A probabilistic Gaussian mixture model based on market operating results Monte, Carlo Simulation (MCS), is required to respond to an urgent DR signal. However, there is considerable uncertainty in DR forecasting, which occasionally fails to predict DR events. Because this failure is attributable to the intermittency of the DR signals, a non-cooperative game model that is useful for decision-making on DR participation is proposed. The game is conducted with each player holding a surplus of energy but incomplete information. Consequently, each player can share unused electricity during DR events, engaging in indirect energy trading (IET) under a non-cooperative game framework. The results of the game, the Nash equilibrium (N.E.), are verified using a case study with relevant analytical data from the campus of Gwangju Institute of Science and Technology (GIST) in Korea. The results of the case study show that IET is useful in mitigating the uncertainty of the DR program.
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Herlambang, Yudha. "APLIKASI QUICK BASIC DALAM PERHITUNGAN ECONOMIC ORDER QUANTITY DAN BIAYA YANG BERHUBUNGAN." EKUITAS (Jurnal Ekonomi dan Keuangan) 3, no. 2 (November 23, 2016): 107. http://dx.doi.org/10.24034/j25485024.y1999.v3.i2.1887.

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As we know that the trading or manufacture company should decide the optimum quantity of the inventory must be available. The optimum Quantity called Econo-mic Order Quantity is the amount of inventory, which reach the Minimum Total Cost. When the company calculated the optimum quantity, there is some parame-ter must be known, for example : Setup Cost (Order Cost), Holding Cost, and Demand. Because all of this parameter can influence each other . In this article the author will be derived the formula of Economy Order Quantity based on the concept of Calculus Mathematic called Derivative of The Function. In order the extreem point from Total Cost reach minimum vaue, there is the First Derivative from the Total Cost has zero value. The author also design the program to calculate all the parameter above by using the Quick Basic Programming Language in Com-puter Simulation. By using the Computer Programming, we can calculate the para-meter above quickly and otomatically.
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Romanov, Petr, and Irina Romanova. "Modeling of transportation logistics processes for the urban environment." E3S Web of Conferences 91 (2019): 05021. http://dx.doi.org/10.1051/e3sconf/20199105021.

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The article deals with the approach to modeling the road transport movement in large cities (with a population of over 100 thousand people) for the delivery of goods from a large warehouse to stores belonging to a trading network company, with the task of optimizing these movements. The main purposes of this optimization task are: to reduce the transportation time; to conduct a rational distribution of vehicles; to reduce the number of required vehicles involved in these transportations; to reduce operating costs for the maintenance of vehicles. The problem statement and its solution on the basis of heuristic algorithms of the Traveling Salesman Problem are given. The article presents a comparative analysis of the most popular methods for solving the Traveling Salesman Problem (Greedy Approach, Modified Greedy Approach, Minimum Spanning Tree, Monte Carlo Simplification Model, Ant Colony Optimization, Algorithm of Little) on the basis of experimental research and simulation. As a result of the analysis, it is proposed to use the Algorithm of Little for optimizing of road transport movement in the delivery of goods. The article provides an example of solving a specific problem using the developed calculation procedure and a computer program “Traveling Salesman Problem” (developed in Pascal in the software environment Delphi 7).
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Books on the topic "Program trading (Securities) Computer simulation"

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Schwartz, Robert A. Mastering the art of equity trading through simulation: The traderEx course. Hoboken, N.J: John Wiley & Sons, 2010.

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2

Bergh, Willem Max van den. and Wood Douglas, eds. Neural network solutions for trading in financial markets. London: Financial Times, 1994.

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3

Harris, Sunny J. TradeStation made easy!: Using EasyLanguage to build profits with the world's most popular trading software. Hoboken, NJ: Wiley, 2011.

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Tennis, Samuel Knight. Ask Mr. EasyLanguage. Greenville, SC: Traders Press, 1999.

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Neural networks for financial forecasting. New York: Wiley, 1996.

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Peiseler, Eva. Börsencomputersysteme: Eine ökonomische und rechtliche Analyse. Köln: Müller Botermann, 1990.

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Steinhübel, Heinz O. Die private Computerbörse für mittelständische Unternehmen: Ökonomische Notwendigkeit und rechtliche Zulässigkeit. Sternenfels: Verlag Wissenschaft & Praxis, 1998.

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Guido, Deboeck, ed. Trading on the edge: Neural, genetic, and fuzzy systems for chaotic financial markets. New York: Wiley, 1994.

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9

Building automated trading systems: With an introduction to Visual C++.NET 2005. Burlington, MA: Academic Press, 2007.

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10

Office, General Accounting. Financial markets: Information on computer data used for stock market crash studies : report to the chairman, Committee on Agriculture, Nutrition, and Forestry, U.S. Senate. Washington, D.C: The Office, 1988.

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Book chapters on the topic "Program trading (Securities) Computer simulation"

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Warnking, Pascal. "Simulating Roman Maritime Trade." In Simulating Roman Economies, 39–68. Oxford University PressOxford, 2022. http://dx.doi.org/10.1093/oso/9780192857828.003.0002.

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Abstract To determine ancient shipping routes and travel times, a specialized navigation software program was used to simulate ancient voyages. Originally aimed solely at allowing a better understanding of the business model of a Roman trader in the first century ad by making a reliable estimate of the travel time on the main trading routes, this new method makes a contribution to a number of related debates, such as providing new aspects on the actual routes taken, the sailing capabilities of Roman merchantmen and the explanation of the shipping rates in Diocletian’s Edict on Maximum Prices. The computer permits simulating the complex interaction of a Roman sailing boat with the dynamic weather systems it encountered on its route and calculates the route under real weather conditions by virtually simulating a journey. The results obtained through this formal modelling and computational simulation, and further work on the technical sophistication of the model by adding more performance data from reconstructed ships and more ship types, such as warships, allow us to address a wider range of research questions, even beyond the Roman economy. Shipping shaped antiquity. The better we understand shipping, the better we understand antiquity. The method presented in this paper contributes to that goal.
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"The words ‘as such’ in s1(2) have given rise to two different approaches, explored in cases concerning the patentability of computer programs and biotechnological inventions. The leading case on biotechnology inventions is Genentech, which is dealt with below: it is referred to in the following cases on computer software. (a) The application can be considered without the excluded matter. If the application is for a computer with a program running on it, the court must consider whether the machine itself adds anything to the state of the art. If the invention’s novelty and inventiveness resides entirely in the program, no patent will be granted. An example of this approach is found in Re Merrill Lynch’s Application [1989] RPC 561 (CA) in the Patents Court, which concerned a data processing system for making a trading market in securities. The program used a known computer system programmed in a standard language. Claim 1 read:." In Sourcebook on Intellectual Property Law, 209–11. Routledge-Cavendish, 1997. http://dx.doi.org/10.4324/9781843142928-43.

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Conference papers on the topic "Program trading (Securities) Computer simulation"

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Wang, Ruilin. "Design and Implementation of Simulation System for Program Trading Strategy of Stock Exchange." In 2017 4th International Conference on Machinery, Materials and Computer (MACMC 2017). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/macmc-17.2018.13.

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