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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Technologie et régulations dans les organisations : le cas de l'ordre de bourse dans les salles de marché / Technology and regulation in organization : a study of the stock market order

Delorme, François 30 January 2015 (has links)
La question de la règle est d'abord traitée d'une façon très théorique, et pour le moins statique, par les Philosophes et les Pères de la sociologie. Introduire l'acteur dans le raisonnement conduit à lui donner une forme dynamique et à étudier à la fois son origine et ses évolutions, mais aussi sa diversité. Routines, conventions, et régulations sont autant de formes revêtant des implications différentes, notamment en termes de contrôle.La technique intervient ainsi sur ce dernier point. Devenue omniprésente et indiscutable dans nos quotidiens, elle n'est pourtant pas une notion évidente et anodine.C'est surtout le lien entre les trois variables cités, acteur, régulation et technologie qui retient notre attention. Il fait naître une notion de régulation socio matérielle, réintroduisant dans un propos théorique la matière qui pondère une technologie devenue moins visible.Adoptant la méthode de l'étude de cas pour étudier cette problématique, nous nous attacherons, en étudiant le processus de passage d'ordre de Bourse, à mettre en évidence les articulations concrètes des notions et les différents processus réglementaires qu'elles produisent. / The question of the rule is first treated in a very theoretical and static way, for the philosophers and the Fathers of Sociology. Insert the actor in the reasoning leads to give it a dynamic form and study both its origin and evolution, as well as its diversity. Routines, conventions, and regulations are forms coating different implications, particularly in terms of control.The technique and works on this last point. Become ubiquitous in our daily and indisputable, it is nevertheless not an obvious and trivial concept.This is especially the link between the three variables mentioned, actor, regulation and technology that holds our attention. It raises a notion of social control hardware, reintroducing a theoretical matter about which weights become a less visible technology.Adopting the method of case study to examine this issue, we will work by studying the order management process Stock Exchange, to highlight the concrete joints concepts and different regulatory processes they produce.
2

Modeling Stock Order Flows and Learning Market-Making from Data

Kim, Adlar J., Shelton, Christian R. 01 June 2002 (has links)
Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling the market as a dynamic system and a reinforcement learning algorithm that learns profitable market-making strategies when run on this model. The sequence of buys and sells for a particular stock, the order flow, we model as an Input-Output Hidden Markov Model fit to historical data. When combined with the dynamics of the order book, this creates a highly non-linear and difficult dynamic system. Our reinforcement learning algorithm, based on likelihood ratios, is run on this partially-observable environment. We demonstrate learning results for two separate real stocks.

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