122 search results - page 11 / 25 » Optimal Dynamic Trading Strategies with Risk Limits |
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
Abstract-- Studies on dynamic real-time optimization (DRTO) of waterflooding strategies in petroleum reservoirs have demonstrated that there exists a large potential to improve eco...
GECCO
2009
Springer
14 years 2 months ago
2009
Springer
We investigate the dynamics of trader behaviors using a co-evolutionary genetic programming system to simulate a double-auction market. The objective of this study is twofold. Fir...
INFOCOM
2010
IEEE
13 years 6 months ago
2010
IEEE
—Malware attacks constitute a serious security risk that threatens to slow down the large scale proliferation of wireless applications. As a first step towards thwarting this se...
ALGORITHMICA
2010
13 years 7 months ago
2010
We study the equilibrium behavior of informed traders interacting with market scoring rule (MSR) market makers. One attractive feature of MSR is that it is myopically incentive com...
ICRA
2010
IEEE
13 years 6 months ago
2010
IEEE
Abstract— For robotic manipulation tasks in uncertain environments, good force control can provide significant benefits. The design of force-controlled actuators typically revo...