Relevant bibliographies by topics / Time trading

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Time trading'

Author: Grafiati
Published: 7 June 2025
Last updated: 2 August 2025

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Journal articles on the topic "Time trading"

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Djankov, Simeon, Caroline Freund, and Cong S. Pham. "Trading on Time." Review of Economics and Statistics 92, no. 1 (2010): 166–73. http://dx.doi.org/10.1162/rest.2009.11498.

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SAYYED, ZAID. "Real Time-Cutting Algorithmic Trading." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 06 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem35766.

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a. Brief overview of algorithmic trading. Algorithmic trading, also known as algo trading or automated trading, refers to the use of computer algorithms and mathematical models to execute trading orders in financial markets. The primary goal of algorithmic trading is to achieve efficient and optimized execution of trading strategies, leveraging the speed and precision of computer systems. Here is a brief overview of algorithmic trading: 1. **Automation:** Algorithmic trading involves automating the process of buying or selling financial instruments, such as stocks, bonds, currencies, or commod
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Li, Tong, Yuheng Li, Junpeng Gao, Benhua Qian, and Hai Zhao. "A Reputation-Based Pricing Strategy for Distributed Diverse Entity Systems: Enhancing Market Efficiency Through Real-Time Reputation Updates." Sustainability 16, no. 24 (2024): 11216. https://doi.org/10.3390/su162411216.

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Although existing studies address the reduction of default rates by adjusting electricity trading rankings based on reputation values, the mechanisms for penalizing electricity trading defaults remain incomplete. Therefore, this paper proposes a real-time reputation-based pricing method for distributed diverse entity systems to mitigate electricity trading defaults. First, a reputation reward and penalty mechanism evaluates the trading behavior of diverse entities. Next, a ‘price-dominant, reputation-auxiliary’ pricing concept guides the process. Following this, a reputation-driven pricing str
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Lei, Qin, and Xuewu Wang. "Time-Varying Liquidity Trading, Private Information and Insider Trading." European Financial Management 20, no. 2 (2012): 321–51. http://dx.doi.org/10.1111/j.1468-036x.2011.00634.x.

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Asem, Ebenezer, and Aditya Kaul. "Trading time and trading activity: evidence from extensions of the NYSE trading day." European Journal of Finance 14, no. 3 (2008): 225–42. http://dx.doi.org/10.1080/13518470801892236.

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Snell, Daniel C. "Marketless Trading in Our Time." Journal of the Economic and Social History of the Orient 34, no. 3 (1991): 129. http://dx.doi.org/10.2307/3632241.

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Jain, Vanita, Dharmender Saini, and Akshit Ahluwalia. "Real-time autonomous trading system." Journal of Statistics and Management Systems 22, no. 2 (2019): 403–13. http://dx.doi.org/10.1080/09720510.2019.1582881.

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Snell, Daniel C. "Marketless Trading in Our Time." Journal of the Economic and Social History of the Orient 34, no. 2 (1991): 129–41. http://dx.doi.org/10.1163/156852091x00085.

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Back, Kerry. "Insider Trading in Continuous Time." Review of Financial Studies 5, no. 3 (1992): 387–409. http://dx.doi.org/10.1093/rfs/5.3.387.

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Valiente, Gabriel. "Trading uninitialized space for time." Information Processing Letters 92, no. 1 (2004): 9–13. http://dx.doi.org/10.1016/j.ipl.2004.06.002.

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Dissertations / Theses on the topic "Time trading"

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Loh, Elaine Y. L. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange." University of Western Australia. Dept. of Economics, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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[Truncated abstract] This thesis examines and compares the performance of three classes of stock trading strategies in the Australian stock market from 1980 to 2002. ... The first segment of this thesis examines some simple technical trading rules with a twostep methodology ... Our standard test results show that technical trading rules generate excess returns higher than that of the buy-and-hold portfolio equivalent prior to 1991, but generate lower returns in the period post-1991. Bootstrap test results also show that addressing nonnormality, time-dependence and conditional heteroskedasticit
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Loh, Elaine. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange /." Connect to this title, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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Stapleton, Emily. "Barrier options, time-lagged trading and optimisation." Thesis, University of Bath, 1998. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.285314.

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Nacaskul, Poomjai. "Evolutionary optimisation and financial model-trading." Thesis, Imperial College London, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.298802.

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Lin, Shinn-Juh. "Modelling high frequency financial time series with trading information." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp02/NQ31160.pdf.

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Dong, Juntao. "Reinforcement Learning for Multiple Time Series: Forex Trading Application." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1613745680121778.

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Raykhel, Ilya. "Real-time automatic price prediction for eBay online trading /." Diss., CLICK HERE for online access, 2008. http://contentdm.lib.byu.edu/ETD/image/etd2697.pdf.

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Raykhel, Ilya Igorevitch. "Real-Time Automatic Price Prediction for eBay Online Trading." BYU ScholarsArchive, 2008. https://scholarsarchive.byu.edu/etd/1631.

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While Machine Learning is one of the most popular research areas in Computer Science, there are still only a few deployed applications intended for use by the general public. We have developed an exemplary application that can be directly applied to eBay trading. Our system predicts how much an item would sell for on eBay based on that item's attributes. We ran our experiments on the eBay laptop category, with prior trades used as training data. The system implements a feature-weighted k-Nearest Neighbor algorithm, using genetic algorithms to determine feature weights. Our results demonstrate
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Christensen, Hugh Launcelot. "Some problems in algorithmic time series prediction." Thesis, University of Cambridge, 2014. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.648898.

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Thomas, Nordia D. "Time frame and its impact on commodity trading advisor performance." Link to electronic thesis, 2004. http://www.wpi.edu/Pubs/ETD/Available/etd-0503104-183909/.

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Books on the topic "Time trading"

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Jankovsky, Jason Alan, ed. Time Compression Trading. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119199854.

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Djankov, Simeon. Trading on time. World Bank, 2006.

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Kirkland, Wendy. Option Trading in Your Spare Time. Sourcebooks, Inc., 2010.

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Huang, Bo Zhong. Real-time foreign exchange trading techniques. Etpress, 2004.

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Kirkland, Wendy. Option trading in your spare time. Sourcebooks, 2009.

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Downey, Shaun. Trading time: New methods in technical analysis. Oasis Research, 2007.

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Jankovsky, Jason Alan. Time compression trading: Exploiting multiple time frames in zero-sum markets. John Wiley & Sons, 2010.

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Willain, Pascal. Value in time: Better trading through effective volume. Wiley, 2008.

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Willain, Pascal. Value in time: Better trading through effective volume. John Wiley & Sons, 2008.

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Hunter, Ian. Robert Laidlaw: Man for our time. Hunter Pub., 2011.

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Book chapters on the topic "Time trading"

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Baker, Andrew, John D. Kimball, Julian Kenny, and Thomas H. Belknap. "Trading limits, war risks clauses." In Time Charters, 8th ed. Informa Law from Routledge, 2025. https://doi.org/10.4324/9781003046950-6.

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Păun, Gheorghe. "Trading Space for Time." In Membrane Computing. Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-642-56196-2_7.

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Jarrow, Robert A. "The Trading Constrained Market." In Continuous-Time Asset Pricing Theory. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77821-1_18.

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Jarrow, Robert A. "The Trading Constrained Market." In Continuous-Time Asset Pricing Theory. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74410-6_18.

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Amen, Saeed. "The Father of History: This Time Is Sometimes Different in Markets." In Trading Thalesians. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137399533_9.

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Horsey, Martin. "Using Tharp Think to go from Full-Time Broker to Full-Time Trader." In Trading Beyond the Matrix. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119204770.ch5.

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Kallianpur, Gopinath, and Rajeeva L. Karandikar. "Introduction to Continuous Time Trading." In Introduction to Option Pricing Theory. Birkhäuser Boston, 2000. http://dx.doi.org/10.1007/978-1-4612-0511-1_7.

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Müller, Sigrid. "The Continuous-time Trading Model." In Arbitrage Pricing of Contingent Claims. Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-642-46560-4_4.

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"Time banking." In Trading Time. Policy Press, 2015. http://dx.doi.org/10.56687/9781447318316-005.

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"Time banking." In Trading Time. Policy Press, 2015. http://dx.doi.org/10.51952/9781447318316.ch004.

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Conference papers on the topic "Time trading"

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Mahmud, Tanjim, Tahmina Akter, Sakibul Anwar, Mohammad Tarek Aziz, Mohammad Shahadat Hossain, and Karl Andersson. "Predictive Modeling in Forex Trading: A Time Series Analysis Approach." In 2024 Second International Conference on Inventive Computing and Informatics (ICICI). IEEE, 2024. http://dx.doi.org/10.1109/icici62254.2024.00070.

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Cheng, Qishuo. "Trading Strategy Based on Long and Short Time Memory Network and Backtesting." In 2024 IEEE 2nd International Conference on Image Processing and Computer Applications (ICIPCA). IEEE, 2024. http://dx.doi.org/10.1109/icipca61593.2024.10709161.

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Liu, Shuai, Chun Yang, Yanzhe Lv, Yanyan Zhang, Qiang Chen, and Xiangyu Wang. "Decision-Making Algorithm for Power Trading Portfolio Based on Time-Varying Weight." In 2024 5th International Conference on Clean Energy and Electric Power Engineering (ICCEPE). IEEE, 2024. https://doi.org/10.1109/iccepe62686.2024.10931333.

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M, Gurupriya, Mouhitha A, Saranya Gujjula, and Okesh Reddy Ankireddypalli. "Crypto Trading Platform: MERN Stack with Real-Time Data and Social Features." In 2025 International Conference on Machine Learning and Autonomous Systems (ICMLAS). IEEE, 2025. https://doi.org/10.1109/icmlas64557.2025.10968956.

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Zheng, Yuli, Runhuai Jiang, Wanfu Lin, and Min Dong. "Real-Time Bidding Mechanism and Clearing Strategy for Distributed Generation Market Trading." In 2025 IEEE 3rd International Conference on Power Science and Technology (ICPST). IEEE, 2025. https://doi.org/10.1109/icpst65050.2025.11089144.

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Yan, Jiahao, Wenbo Mao, Yaping Li, and Kedong Zhu. "Real-time Regional Auxiliary Service Market Trading Strategies under High Renewable Energy Penetration." In 2024 IEEE 8th Conference on Energy Internet and Energy System Integration (EI2). IEEE, 2024. https://doi.org/10.1109/ei264398.2024.10991859.

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Liu, Yao, Shiyang Chen, Long Ma, Guolong Yang, and Kun Wan. "Real-Time Order Book Building and Snapshot Generating for High Frequency Trading on FPGA." In 2024 IEEE 35th International Conference on Application-specific Systems, Architectures and Processors (ASAP). IEEE, 2024. http://dx.doi.org/10.1109/asap61560.2024.00025.

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Kumar, Jaysheel, Gopu Srilekha, Manish Gupta, Zahraa N. Salman, Nagarjuna Thandra, and Preeti Tewari. "Blockchain and Machine Learning for Real-Time Data Validation in Peer-to-Peer Energy Trading." In 2024 7th International Conference on Contemporary Computing and Informatics (IC3I). IEEE, 2024. https://doi.org/10.1109/ic3i61595.2024.10828923.

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Fan, Yuxin, Zhuohuan Hu, Lei Fu, Yu Cheng, Liyang Wang, and Yuxiang Wang. "Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning." In 2024 6th International Conference on Intelligent Control, Measurement and Signal Processing (ICMSP). IEEE, 2024. https://doi.org/10.1109/icmsp64464.2024.10867064.

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Ji, Yu, Ying Zhang, Wenbo Wang, et al. "Multi-time Scale Low-Carbon Optimal Scheduling of Virtual Power Plants Considering Stepped Carbon Trading." In 2024 IEEE 8th Conference on Energy Internet and Energy System Integration (EI2). IEEE, 2024. https://doi.org/10.1109/ei264398.2024.10991694.

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Reports on the topic "Time trading"

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Andersen, Torben, Martin Thyrsgaard, and Viktor Todorov. Cross-Sectional Dispersion of Risk in Trading Time. National Bureau of Economic Research, 2019. http://dx.doi.org/10.3386/w26329.

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Kalda, Ankit, Benjamin Loos, Alessandro Previtero, and Andreas Hackethal. Smart(Phone) Investing? A within Investor-time Analysis of New Technologies and Trading Behavior. National Bureau of Economic Research, 2021. http://dx.doi.org/10.3386/w28363.

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Richardson, J. David, and Chi Zhang. Revealing Comparative Advantage: Chaotic or Coherent Patterns Across Time and Sector and U.S. Trading Partner? National Bureau of Economic Research, 1999. http://dx.doi.org/10.3386/w7212.

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Bhardwaj, Geetesh, Gary Gorton, and K. Geert Rouwenhorst. Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors. National Bureau of Economic Research, 2008. http://dx.doi.org/10.3386/w14424.

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Kim, Kijin, Jerome Abesamis, and Zemma Ardaniel. The Impact of COVID-19 Mobility Restrictions on Trade Facilitation at Borders in the Central Asia Regional Economic Cooperation Region. Asian Development Bank, 2022. http://dx.doi.org/10.22617/wps220581-3.

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This paper investigates the impact of COVID-19 mobility restrictions on the time taken for cargo to clear borders in the Central Asia Regional Economic Cooperation (CAREC) area. The findings suggest that cargo processing time could increase by up to 70% when the most stringent level of mobility restrictions was imposed. The results also suggest that outbound border-crossing points were more affected by measures than inbound points, but were more resilient in that impact was short-lived. The study found that both inbound and outbound times increased when mobility restrictions in a trading partn
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Miller, Eric T. Financial Services in the Trading System: Progress and Prospects. Inter-American Development Bank, 1999. http://dx.doi.org/10.18235/0008609.

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In the winter of 1996, Canada's third largest financial institution, the Bank of Montreal, launched a now infamous advertising campaign in which it asked the question: Can a bank change? While the resulting ads naturally responded in the affirmative, many other large financial institutions were asking themselves the same question. The dramatic acceleration since the mid-to-late 1980's of the rate at which banks are establishing branches and/or investing in financial institutions outside of their home markets combined with the dismantling by governments around the world of many traditional regu
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Herreño, Juan, Matías Morales, and Mathieu O. Pedemonte. The effect of local economic shocks on local and national elections. Federal Reserve Bank of Cleveland, 2023. http://dx.doi.org/10.26509/frbc-wp-202308.

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We study the reaction of voters to shifts in local economic conditions. Using the departure from the gold standard of US trading partners in 1931 and the US in 1933, we exploit heterogeneity in export destinations, creating local differences in expenditure-switching in US counties by isolating the aggregate effects of the monetary shocks using time fixed effects. We find significant changes in local voting behavior in response to both shocks, one originating abroad, and another domestically. The response to both shocks have similar magnitude. We argue that voters punished and rewarded incumben
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Pasupuleti, Murali Krishna. Smart Nanomaterials and AI-Integrated Grids for Sustainable Renewable Energy. National Education Services, 2025. https://doi.org/10.62311/nesx/rr1025.

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Abstract: The transition to sustainable and intelligent renewable energy systems is being driven by advancements in smart nanomaterials and AI-integrated smart grids. Nanotechnology has enabled the development of high-performance energy materials, such as graphene, perovskites, quantum dots, and MXenes, which enhance the efficiency, durability, and scalability of renewable energy solutions. Simultaneously, AI-driven smart grids leverage machine learning, deep learning, and digital twins to optimize energy distribution, predictive maintenance, and real-time load balancing in renewable energy ne
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Maggio, Marco Di, Amir Kermani, and Zhaogang Song. The Value of Trading Relationships in Turbulent Times. National Bureau of Economic Research, 2016. http://dx.doi.org/10.3386/w22332.

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Delera, Micehele, Nanditha Mathew, and Tania Treibich. Good for business, not so much for the environment? Entry into importing and the energy intensity of Indian plants. UNU-MERIT, 2025. https://doi.org/10.53330/wcog1682.

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The global fragmentation of production has important implications for the environment. As emerging economies increase their participation in trade, scale effects increase environmental impacts worldwide. Yet at the same time, access to international markets might help offset these impacts by increasing the efficiency of production. Existing literature suggests that trading firms tend to be more energy efficient than non-traders. However, this literature does not take into account the effect of firms’ product baskets. In this paper, we leverage a rich plantand product-level database from India
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