Note de cours (fourni en classe)

• Veloso, M., Balch, T., Borrajo, D., Reddy, P. & Shah, S. Artificial intelligence research in finance: discussion and examples. Oxf. Rev. Econ. Polic. 37, 564–584 (2021)

• Narang, R. K. Inside the Black Box. 11–18 (2011) doi:10.1002/9781118267738.ch2

• Algorithmic trading & DMA: An introduction to direct access trading strategies

• Subrahmanyam, A. Algorithmic trading, the Flash Crash, and coordinated circuit breakers. Borsa Istanb. Rev. 13, 4–9 (2013)

• Chakravarty, S. R. & Sarkar, P. An Introduction to Algorithmic Finance, Algorithmic Trading and Blockchain. 63–65 (2020) doi:10.1108/978-1-78973-893-320201010

• Liu, P. Quantitative Trading Strategies Using Python, Technical Analysis, Statistical Testing, and Machine Learning. (2023) doi:10.1007/978-1-4842-9675-2

• OECD. Machine Learning and Big Data in Finance: Opportunities, Challenges, and Implications for Policy Makers. (2021)

• Jansen, S. Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python. (Packt)

   

   

   

   

   

   

   

   

   

   

   

   

   

  
  
   

-