Algorithmic decision-making plays an important role in financial markets. Current tools in
trading focus on popular companies which are discussed in thousands of news items …

For a taxable investor with a highly appreciated equity portfolio, replacing the portfolio
manager is likely to trigger substantial tax liabilities. We focus on transitioning an …

Measuring true slippage in algorithmic execution is a difficult task since the execution is a
function of market activity. In this paper, we propose a performance measure for execution …

Abstract Automated Order Execution is the dominant way of trading at stock markets.
Performance of numerous execution algorithms is measured through slippage from some …

Rezime: Pri razvoju i proizvodnji novih materijala i elemenata eksperiment ima značajnu
ulogu. Pristup eksperimentalnom istraživanju ne može se zamisliti bez upotrebe dizajna …

Algorithmic trading is an automated process of order execution on electronic stock markets.
It can be applied to a broad range of financial instruments, and it is characterized by a …