Harnessing Artificial Intelligence for Optimized Securities Trading: Scalable Systems in Global Financial Markets and Algorithmic Finance

Harnessing Artificial Intelligence for Optimized Securities Trading: Scalable Systems in Global Financial Markets and Algorithmic Finance | Authorea try { document.documentElement.classList.add('js'); } catch (e) { } var _gaq = _gaq || []; _gaq.push(['_setAccount', 'G-8VDV14Y67G']); _gaq.push(['_trackPageview']); (function() { var ga = document.createElement('script'); ga.type = 'text/javascript'; ga.async = true; ga.src = ('https:' == document.location.protocol ? 'https://ssl' : 'http://www') + '.google-analytics.com/ga.js'; var s = document.getElementsByTagName('script')[0]; s.parentNode.insertBefore(ga, s); })(); Skip to main content Preprints Collections Wiley Open Research IET Open Research Ecological Society of Japan All Collections About About Authorea FAQs Contact Us Quick Search anywhere Search for preprint articles, keywords, etc. Search Search ADVANCED SEARCH SCROLL This is a preprint and has not been peer reviewed. Data may be preliminary. 10 June 2025 V1 Latest version Share on Harnessing Artificial Intelligence for Optimized Securities Trading: Scalable Systems in Global Financial Markets and Algorithmic Finance Author : Zahid Hussain 0009-0002-3407-5783 [email protected] Authors Info & Affiliations https://doi.org/10.22541/au.174957735.59808159/v1 230 views 119 downloads Contents Abstract Supplementary Material Information & Authors Metrics & Citations View Options References Figures Tables Media Share Abstract Artificial Intelligence (AI) has emerged as a transformative force in securities trading, driving innovation in speed, precision, and scalability. This paper explores how AI optimizes trading strategies through algorithmic models capable of real-time market learning and prediction. It discusses current applications such as deep learning, reinforcement learning, and natural language processing (NLP) in financial trading. The paper also highlights critical challenges, including market volatility, data quality, ethical concerns, and regulatory barriers. Finally, it proposes a scalable AI framework for dynamic global financial markets and outlines future directions in algorithmic finance. Supplementary Material File (paper 4.pdf) Download 94.31 KB Information & Authors Information Version history V1 Version 1 10 June 2025 Copyright This work is licensed under a Non Exclusive No Reuse License. Keywords algorithmic trading artificial intelligence deep learning global financial markets nlp in finance reinforcement learning scalable trading systems securities trading Authors Affiliations Zahid Hussain 0009-0002-3407-5783 [email protected] University of Lahore View all articles by this author Metrics & Citations Metrics Article Usage 230 views 119 downloads .FvxKWukQNSOunydq8rnd { width: 100px; } Citations Download citation Zahid Hussain. Harnessing Artificial Intelligence for Optimized Securities Trading: Scalable Systems in Global Financial Markets and Algorithmic Finance. Authorea . 10 June 2025. DOI: https://doi.org/10.22541/au.174957735.59808159/v1 If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download. For more information or tips please see 'Downloading to a citation manager' in the Help menu . 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