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» Trading in Markovian Price Models
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CAISE
2003
Springer
14 years 27 days ago
The Emergence of Knowledge e-marketplaces
Abstract. On line Knowledge e-marketplaces (Ke-markets) posses some special challenges for buyers and sellers. Unlike most markets, the product of exchange has some unique characte...
Emanuela Pauselli
SIAMAM
2008
74views more  SIAMAM 2008»
13 years 7 months ago
Optimal Liquidation by a Large Investor
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
Ajay Subramanian
RTSS
2007
IEEE
14 years 1 months ago
Chronos: Feedback Control of a Real Database System Performance
It is challenging to process transactions in a timely fashion using fresh data, e.g., current stock prices, since database workloads may considerably vary due to dynamic data/reso...
Kyoung-Don Kang, Jisu Oh, Sang Hyuk Son
CCGRID
2010
IEEE
13 years 8 months ago
An MPI-Stream Hybrid Programming Model for Computational Clusters
The MPI programming model hides network type and topology from developers, but also allows them to seamlessly distribute a computational job across multiple cores in both an intra ...
Emilio Pasquale Mancini, Gregory Marsh, Dhabaleswa...
EPS
1997
Springer
13 years 12 months ago
Modeling Speculators with Genetic Programming
In spirit of the earlier works done by Arthur (1992) and Palmer et al. (1993), this paper models speculators with genetic programming (GP) in a production economy (Muthian Economy)...
Shu-Heng Chen, Chia-Hsuan Yeh