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AUSDM
2007
Springer
104views Data Mining» more  AUSDM 2007»
13 years 11 months ago
Effectiveness of Using Quantified Intermarket Influence for Predicting Trading Signals of Stock Markets
This paper investigates the use of influence from foreign stock markets (intermarket influence) to predict the trading signals, buy, hold and sell, of the of a given stock market....
Chandima Tilakaratne, Musa A. Mammadov, Sidney A. ...
ESA
2007
Springer
118views Algorithms» more  ESA 2007»
13 years 11 months ago
A Quasi-PTAS for Profit-Maximizing Pricing on Line Graphs
We consider the problem of pricing items so as to maximize the profit made from selling these items. An instance is given by a set E of n items and a set of m clients, where each c...
Khaled M. Elbassioni, René Sitters, Yan Zha...
GECCO
2010
Springer
220views Optimization» more  GECCO 2010»
13 years 10 months ago
Interday foreign exchange trading using linear genetic programming
Foreign exchange (forex) market trading using evolutionary algorithms is an active and controversial area of research. We investigate the use of a linear genetic programming (LGP)...
Garnett Carl Wilson, Wolfgang Banzhaf
ACSW
2004
13 years 8 months ago
Application of self-organizing maps to clustering of high-frequency Financial data
This paper analyzes the clustering of trades on the Australian Stock Exchange (ASX) with respect to the trade direction variable. The ASX is a limit order market operating an elec...
Adam Blazejewski, Richard Coggins
CEC
2010
IEEE
13 years 8 months ago
Evolving efficient limit order strategy using Grammatical Evolution
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how ...
Wei Cui, Anthony Brabazon, Michael O'Neill