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Gaussian process-based algorithmic trading strategy identification
Steve Y. Yang
, Qifeng Qiao
, Peter A. Beling
, William T. Scherer
, Andrei A. Kirilenko
School of Business
Stevens Institute of Technology
Research output
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Contribution to journal
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Article
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peer-review
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Keyphrases
Process-based
100%
Algorithmic Trading
100%
Gaussian Process
100%
Inverse Reinforcement Learning
100%
Strategy Identification
100%
Traders
71%
Feature Space
57%
Market Participants
42%
Trader Behavior
28%
Market Operator
28%
Decision-making Process
14%
Machine Learning
14%
Optimization Model
14%
Market Conditions
14%
Computer Algorithm
14%
Statistical Methods
14%
Learning Process
14%
Computer Use
14%
Behavioral Patterns
14%
Policy Development
14%
Markov Decision Process
14%
Unsupervised Learning
14%
Accurate Classification
14%
Trading Algorithm
14%
Feature Learning
14%
Fraud Detection
14%
Reward Function
14%
Sequential Optimization
14%
Financial Markets
14%
Reinforcement Learning Algorithm
14%
Audit Trail
14%
New Behaviors
14%
Data Feed
14%
Classification Rules
14%
Futures Contracts
14%
Trading Decisions
14%
Buying Behaviour
14%
Limit Orders
14%
E-mini Futures
14%
Selling Behavior
14%
Data Audit
14%
Advanced Data
14%
World Data
14%
Linear Inverse
14%
Social Sciences
Gaussian Process
100%
Learning Method
50%
Decision-Making Process
50%
Behavior Pattern
50%
Optimization Model
50%
Financial Market
50%
Summary Statistic
50%
Markov Decision Process
50%
Learning System
50%
Machine Learning
50%
Mathematics
Gaussian Process
100%
Feature Space
100%
Proposition
25%
Real-World Data
25%
Fraud Detection
25%
Summary Statistic
25%
Markov Decision Process
25%
Clustering
25%
Objective Function
25%
Classification Rule
25%
Economics, Econometrics and Finance
Algorithmic Trading
100%
Gaussian Process
100%
Financial Market
33%
Summary Statistic
33%
Machine Learning
33%
Stock
33%
Computer Science
Reinforcement Learning
100%
Feature Space
57%
Decision-Making
14%
Markov Decision Process
14%
Summary Statistic
14%
Supervised Learning
14%
Objective Function
14%
Fraud Detection
14%
Unsupervised Learning
14%
Classification Rule
14%
Individual Participant
14%
Machine Learning
14%
Learning System
14%
Behavior Pattern
14%
Psychology
Gaussian Distribution
100%
Decision-Making Process
50%
Clustering
50%