The aim of this paper is to examine the role of machine learning in algorithmic trading and to provide a general framework. The meaning of machine learning methods in algorithmic trading is analyzed based on four main areas: high-frequency trading, predictive modeling, order execution, and portfolio management. The complexity of these methods is also discussed, as well as the explainability, understandability, and manageability of machine learning techniques.
- Citation du texte
- Kerem Yalçınkaya (Auteur), 2024, Machine Learning in Algorithmic Trading, Munich, GRIN Verlag, https://www.grin.com/document/1643789
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