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» Online trading algorithms and robust option pricing
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IAT
2006
IEEE
14 years 4 months ago
Strategic Issues in Trading Agent Competition: TAC-Classic
With the advancement of Internet Technology, increasing number of electronic marketplaces and online auction houses provides real-time transaction services for buyers and sellers ...
Francisco Oliveira, Yain-Whar Si
SCHEDULING
2011
13 years 5 months ago
On robust online scheduling algorithms
While standard parallel machine scheduling is concerned with good assignments of jobs to machines, we aim to understand how the quality of an assignment is affected if the jobsâ€...
Michael Gatto, Peter Widmayer
ECML
2007
Springer
14 years 5 months ago
Weighted Kernel Regression for Predicting Changing Dependencies
Abstract. Consider the online regression problem where the dependence of the outcome yt on the signal xt changes with time. Standard regression techniques, like Ridge Regression, d...
Steven Busuttil, Yuri Kalnishkan
GECCO
2005
Springer
102views Optimization» more  GECCO 2005»
14 years 4 months ago
Evolutionary rule-based system for IPO underpricing prediction
Academic literature has documented for a long time the existence of important price gains in the first trading day of initial public offerings (IPOs). Most of the empirical analys...
David Quintana, Cristóbal Luque del Arco-Ca...
CISIS
2011
IEEE
12 years 10 months ago
Improving Scheduling Techniques in Heterogeneous Systems with Dynamic, On-Line Optimisations
—Computational performance increasingly depends on parallelism, and many systems rely on heterogeneous resources such as GPUs and FPGAs to accelerate computationally intensive ap...
Marcin Bogdanski, Peter R. Lewis, Tobias Becker, X...