Sciweavers

CEC
2010
IEEE
14 years 23 days ago
Evolving efficient limit order strategy using Grammatical Evolution
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how ...
Wei Cui, Anthony Brabazon, Michael O'Neill
EVOW
2010
Springer
14 years 4 months ago
Evolving Dynamic Trade Execution Strategies Using Grammatical Evolution
Abstract. Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of...
Wei Cui, Anthony Brabazon, Michael O'Neill