122 search results - page 3 / 25 » Optimal Dynamic Trading Strategies with Risk Limits |
AIPS
2000
13 years 8 months ago
2000
Thefocus of this workis the computationof efficient strategies for commoditytrading in a multi-marketenvironment. In today's "global economy"commodities are often b...
SIAMJO
2010
13 years 2 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
CHI
1998
ACM
13 years 11 months ago
1998
ACM
Designers and researchers of human-computer interaction need tools that permit the rapid exploration and management of hypotheses about complex interactions of designs, task condi...
GECCO
2008
Springer
13 years 8 months ago
2008
Springer
Genetic Network Programming (GNP) has been proposed as a graph-based evolutionary algorithm. GNP works well especially in dynamic environments due to its graph structures. In addi...
AAAI
2008
13 years 9 months ago
2008
When controlling dynamic systems, such as mobile robots in uncertain environments, there is a trade off between risk and reward. For example, a race car can turn a corner faster b...