المنشورات و المؤلفات
Purpose
The purpose of this paper is to investigate the way that Saudi universities are engaging their audience via social media platforms by means of the five meaningful themes: visibility, branding, authenticity, commitment, and engagement....
This paper presents an autonomous effective trading system devoted to the support of decision-making processes in the financial market domain. Genetic programming (GP) has been used effectively as an artificial intelligence technique in the...
The development of computational intelligence based trading strategies for financial markets has been the focus of research over the last few years. To develop efficient and effective automated trading strategies, we need to understand the workings...
One of the most critical issues that developers face in developing automatic systems for electronic markets is that of endowing the agents with appropriate trading strategies. In this article, we examine the problem in the foreign exchange (FX)...
An event-based framework of directional changes (DC) and overshoots maps financial market (FM) price time series into the so-called intrinsic time where events are the time scale of the price time series. This allows for multi-scale analysis of...
We introduce a set of time series analysis indicators under an event based framework of directional changes (DC) and overshoots. Our aim is to map continuous financial market price data into the so-called DC Framework - A state-based discretization...
Many investors seek a trading strategy in order to maximize their profit. In the light of this, this paper derived a new trading strategy (DCT1) based on the Zero-Intelligence Directional Change Trading Strategy ZI-DCT0, and found that the resulting...
To understand the behavior of financial markets, and predict possible financial crises, we have to analyze market microstructure. Agent-based simulation is one of the most successful innovations in modeling complex behavior. The availability of...
In this thesis, we use an agent-based modelling (ABM) approach to model the trading activity in the Foreign Exchange (FX) market which is the most liquid financial market in the world. We first establish the statistical properties (stylized facts)...
In this paper, we show that a minimal agent-based model for the Foreign Exchange (FX) market is capable of reproducing, to a certain extent, FX market trading activity. The model is minimal in that it has the advantage of having the minimum set of...
Financial markets witness high levels of activity at certain times but remain calm at others. This makes the flow of physical time discontinuous. Therefore, to use physical time scales for studying financial time series runs the risk of missing...
The foreign exchange market generates millions of daily tick data, often referred to as high frequency data (HFD), as a result of market participants decisions. By analyzing these data, one could reveal many of the market properties. However, HFD...
In this chapter, the authors use an Agent-Based Modeling (ABM) approach to model trading behavior in the Foreign Exchange (FX) market. They establish statistical properties (stylized facts) of the traders’ trading behavior in the FX market using a...
In the challenge of observing precious periodic patterns in the financial time series based on physical time changes, we propose intrinsic time as an alternative to physical time, where events of different magnitudes are the time-scale of the time...
The Foreign Exchange (FOREX) market is the largest and most complex financial market in the world. With the advent of behavioural and micro-structural studies, many properties of the market have been revealed. However, previous studies contain only...
In this paper, we focus on studying the statistical properties (stylized facts) of the transactions data in the Foreign Exchange (FX) market which is the most liquid financial market in the world. We use a unique high-frequency dataset of anonymised...
Today the World Wide Web provides users with a vast array of information, and commercial activity on the Web has increased to the point where hundreds of new companies are adding web pages daily. This has led to the problem of information overload....
We use an agent-based approach to model trading behaviour in high-frequency markets. This study focuses on the Foreign Exchange (FX) market. The initial part of this study is to observe the micro-behaviour of traders to define the stylized facts of...