Performance Metrics for Algorithmic Traders

Creating Algorithmic Traders with Hierarchical Reinforcement Learning MSc Dissertation

There has recently been a considerable amount of research into algorithmic traders that learn [7, 27, 21, 19]. A variety of machine learning techniques have been used, including reinforcement learning [20, 11, 19, 5, 21]. We propose a reinforcement learning agent that can adapt to underlying market regimes by observing the market through signals generated at short and long timescales, and by us...

Studies of interactions between human traders and Algorithmic Trading Systems

...................................................................................................................................................4

Software Metrics from the Algorithmic Perspective

In this paper, software metrics and processes of program development, verification and maintenance are analyzed in the context of the theory of algorithms. This study is aimed to support the development of high quality production-grade software. The process of program design as a transition from a problem to a program is studied. Analysis of the situation shows that there are different meanings...

Algorithmic Modeling for Performance Evaluation

Performance Metrics For Configurable Computing

When evaluating architectural and packaging options for an architecture, one commonly encounters the problem of meeting performance requirements within the constraints of weight, volume and power envelope as well as the amount of computation performance that can be realized with a given physical envelope. This assessment process can be guided by a metric that we have found to be relatively cons...