170 search results - page 10 / 34 » Finance |
FINANCECOM
2007
Springer
14 years 5 months ago
2007
Springer
For the execution of large equity orders, institutional investors often use the Volume Weighted Average Price (VWAP) as a benchmark to measure execution quality. To achieve this, ...
ACMICEC
2007
ACM
14 years 2 months ago
2007
ACM
This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
FINANCECOM
2007
Springer
14 years 2 months ago
2007
Springer
The Service-oriented architecture (SOA) paradigm has been gaining momentum over the last few years. Although the banking industry has often been mentioned as an early adaptor of s...
CACM
2010
13 years 11 months ago
2010
We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
DSS
2008
13 years 11 months ago
2008
This study models the supply chain related cash flow risks for a business entity measured by the standard deviations of cash inflows, outflows, and netflows of each period in a pl...