A Novel Modeling Technique for the Forecasting of Multiple-Asset Trading Volumes: Innovative Initial-Value-Problem Differential Equation Algorithms for Reinforcement Machine Learning

• Published in: Complexity (New York, N.Y.) Vol. 2022; no. 1
• Main Author: Al Janabi, Mazin A. M.
• Format: Journal Article
• Language: English
• Published: Hoboken Hindawi 2022; John Wiley & Sons, Inc; Wiley
• Subjects: Agents (artificial intelligence); Algorithms; Artificial intelligence; Big Data; Differential equations; Dynamic models; Expert systems; Forecasting techniques; Forecasts and trends; International finance; Internet of Things; Investment analysis; Liquidity (Finance); Machine learning; Market prices; Methods; Multiagent systems; Optimization; Parameters; Portfolio management; Pricing; R&D; Research & development; Risk assessment; Risk management; Robustness (mathematics); Securities markets; Stock exchanges; Stock markets; Volatility

Liquidity risk arises from the inability to unwind or hedge trading positions at the prevailing market prices. The risk of liquidity is a wide and complex topic as it depends on several factors and causes. While much has been written on the subject, there exists no clear-cut mathematical description...