260 search results - page 1 / 52 » Efficient Computation of Optimal Trading Strategies |
CORR
2010
Springer
13 years 5 months ago
2010
Springer
Given the return series for a set of instruments, a trading strategy is a switching function that transfers wealth from one instrument to another at specified times. We present ef...
AIPS
2000
13 years 7 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...
CEC
2007
IEEE
13 years 12 months ago
2007
IEEE
Abstract— This paper investigates the performance of trading strategies identified through Computational Intelligence techniques. We focus on trading rules derived by Genetic Pr...
ITCC
2005
IEEE
13 years 11 months ago
2005
IEEE
One of the key steps in economy based grid resource allocation is to make reasonable prices for the grid resources. For resources’ prices decide the resource flow in the Grid, f...
CIG
2005
IEEE
13 years 11 months ago
2005
IEEE
The game of Monopoly® is a turn-based game of chance with a substantial element of skill. Though much of the outcome of any single game is determined by the rolling of dice, an ef...