65 search results - page 9 / 13 » Computational Finance |
ISPAN
2009
IEEE
14 years 2 months ago
2009
IEEE
— Scientific computing often requires the availability of a massive number of computers for performing large scale experiments. Traditionally, these needs have been addressed by ...
GECCO
2007
Springer
14 years 1 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
IMCSIT
2010
13 years 5 months ago
2010
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
CEC
2005
IEEE
14 years 1 months ago
2005
IEEE
—A principal challenge in modern computational finance is efficient portfolio design – portfolio optimization followed by decision-making. Optimization based on even the widely...
GECCO
2010
Springer
13 years 10 months ago
2010
Springer
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)...