39 search results - page 1 / 8 » Competitive algorithms for VWAP and limit order trading |
SIGECOM
2004
ACM
13 years 10 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...
CEC
2010
IEEE
13 years 6 months ago
2010
IEEE
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 ...
EVOW
2010
Springer
13 years 9 months ago
2010
Springer
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...
WECWIS
2005
IEEE
13 years 10 months ago
2005
IEEE
In this paper, we address the importance of efficient execution in electronic markets. Due to intense competition for profit opportunities, trading costs can represent a significa...
ATAL
2010
Springer
13 years 6 months ago
2010
Springer
In the Trading Agent Competition Ad Auctions Game, agents compete to sell products by bidding to have their ads shown in a search engine's sponsored search results. We report...