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» Efficient Computation of Optimal Trading Strategies
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GECCO
2010
Springer
220views Optimization» more  GECCO 2010»
13 years 11 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
SIGMOD
2007
ACM
179views Database» more  SIGMOD 2007»
14 years 7 months ago
How to barter bits for chronons: compression and bandwidth trade offs for database scans
Two trends are converging to make the CPU cost of a table scan a more important component of database performance. First, table scans are becoming a larger fraction of the query p...
Allison L. Holloway, Vijayshankar Raman, Garret Sw...
ATAL
2006
Springer
13 years 9 months ago
Mertacor: a successful autonomous trading agent
In this paper we present the internal architecture and bidding mechanisms designed for Mertacor, a successful trading agent, which ended up first in the Classic Trading Agent Comp...
Panos Toulis, Dionisis Kehagias, Pericles A. Mitka...
ICAI
2004
13 years 9 months ago
An Efficient Heuristic Bundle Search Algorithm for Buyers in Electronic Markets
In the age of electronic commerce, with low-cost information access, it has been recognized that a bundle search in a combinatorial trade is very valuable for buyers. Optimal trav...
Linli He, Thomas R. Ioerger
CAD
2000
Springer
13 years 7 months ago
Time-critical multiresolution rendering of large complex models
Very large and geometrically complex scenes, exceeding millions of polygons and hundreds of objects, arise naturally in many areas of interactive computer graphics. Time-critical ...
Enrico Gobbetti, Eric Bouvier