260 search results - page 3 / 52 » Efficient Computation of Optimal Trading Strategies |
P2P
2005
IEEE
14 years 1 months ago
2005
IEEE
Our research proposes a simple buyer/seller game that captures the incentives dictating the interaction between peers in resource trading peer-to-peer networks. We prove that for ...
GECCO
2007
Springer
14 years 1 months ago
2007
Springer
This paper presents two evolutionary algorithms, ECGA and BOA, applied to constructing stock market trading expertise, which is built on the basis of a set of specific trading ru...
GECCO
2006
Springer
13 years 11 months ago
2006
Springer
First, the covariance matrix adaptation (CMA) with rankone update is introduced into the (1+1)-evolution strategy. An improved implementation of the 1/5-th success rule is propose...
SIAMJO
2010
13 years 2 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
ECCV
2008
Springer
14 years 9 months ago
2008
Springer
Computer vision has traditionally focused on extracting structure, such as depth, from images acquired using thin-lens or pinhole optics. The development of computational imaging i...