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GECCO
2009
Springer
148views Optimization» more  GECCO 2009»
13 years 7 months ago
Genetic programming for quantitative stock selection
We provide an overview of using genetic programming (GP) to model stock returns. Our models employ GP terminals (model decision variables) that are financial factors identified by...
Ying L. Becker, Una-May O'Reilly
SIGCSE
2009
ACM
179views Education» more  SIGCSE 2009»
14 years 10 months ago
Methods, metrics and motivation for a green computer science program
Computer science educators are uniquely positioned to promote greater awareness of Green Computing, using the academic setting to encourage environmentally conscious use of techno...
Mujtaba Talebi, Thomas Way
CCR
2004
100views more  CCR 2004»
13 years 9 months ago
A real options framework to value network, protocol, and service architecture
This paper proposes a real options framework for evaluating architectural choices and the economic value of these alternative choices of networks, protocols, and services. Using p...
Mark Gaynor, Scott Bradner
STOC
2006
ACM
130views Algorithms» more  STOC 2006»
14 years 10 months ago
Online trading algorithms and robust option pricing
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
Peter DeMarzo, Ilan Kremer, Yishay Mansour
ACMICEC
2007
ACM
102views ECommerce» more  ACMICEC 2007»
14 years 1 months ago
Learning to trade with insider information
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...
Sanmay Das