122 search results - page 13 / 25 » Optimal Dynamic Trading Strategies with Risk Limits |
EVOW
2011
Springer
12 years 11 months ago
2011
Springer
This paper extends a previous model where we examined the markets’ microstructure dynamics by using Genetic Programming as a trading rule inference engine, and Self Organizing Ma...
TCS
2010
13 years 5 months ago
2010
The concept of stigmergy provides a simple framework for interaction and coordination in multi-agent systems. However, determining the global system behavior that will arise from ...
CGO
2006
IEEE
14 years 1 months ago
2006
IEEE
Dynamic optimization relies on phase detection for two important functions (1) To detect change in code working set and (2) To detect change in performance characteristics that ca...
GECCO
2004
Springer
14 years 26 days ago
2004
Springer
Application-specific, parameterized local search algorithms (PLSAs), in which optimization accuracy can be traded off with runtime, arise naturally in many optimization contexts....
OOPSLA
2007
Springer
14 years 1 months ago
2007
Springer
All high-performance production JVMs employ an adaptive strategy for program execution. Methods are first executed unoptimized and then an online profiling mechanism is used to ...