73 search results - page 3 / 15 » Trading in Markovian Price Models |
CN
2007
13 years 7 months ago
2007
In this paper, we develop a rigorous, unified framework based on ordinary differential equations (ODEs) to study epidemic routing and its variations. These ODEs can be derived a...
IJCAI
2007
13 years 9 months ago
2007
In this paper, we describe our entrant in the travel division of the 2006 Trading Agent Competition (TAC). At a high level, the design of many successful autonomous trading agents...
JAIR
2006
13 years 7 months ago
2006
A decision process in which rewards depend on history rather than merely on the current state is called a decision process with non-Markovian rewards (NMRDP). In decisiontheoretic...
SIGECOM
2004
ACM
14 years 1 months ago
2004
ACM
We introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...
FS
2006
13 years 7 months ago
2006
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...