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GECCO
2008
Springer
116views Optimization» more  GECCO 2008»
13 years 8 months ago
Stock trading strategies by genetic network programming with flag nodes
Genetic Network Programming (GNP) has been proposed as a graph-based evolutionary algorithm. GNP works well especially in dynamic environments due to its graph structures. In addi...
Shingo Mabu, Yan Chen, Etsushi Ohkawa, Kotaro Hira...
ELECTRONICMARKETS
1998
150views more  ELECTRONICMARKETS 1998»
13 years 7 months ago
Services of A Broker in Electronic Commerce Transactions
AbstractAbstractAbstractAbstract Current Web-based electronic commerce systems are lacking in efficient electronic brokerage. However, brokerage plays an important role in many ele...
Martin Bichler, Carrie Beam, Arie Segev
WINE
2010
Springer
153views Economy» more  WINE 2010»
13 years 5 months ago
Approximation Schemes for Sequential Posted Pricing in Multi-unit Auctions
We design algorithms for computing approximately revenue-maximizing sequential postedpricing mechanisms (SPM) in K-unit auctions, in a standard Bayesian model. A seller has K copi...
Tanmoy Chakraborty, Eyal Even-Dar, Sudipto Guha, Y...
CDC
2010
IEEE
102views Control Systems» more  CDC 2010»
13 years 2 months ago
Stock market trading via stochastic network optimization
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
Michael J. Neely
IJWET
2010
86views more  IJWET 2010»
13 years 2 months ago
Semi-automatic financial events discovery based on lexico-semantic patterns
: Due to the market sensitivity to emerging news, investors on financial markets need to continuously monitor financial events when deciding on buying and selling equities. We prop...
Jethro Borsje, Frederik Hogenboom, Flavius Frasinc...