215 search results - page 1 / 43 » Experimental Analysis of an Online Trading Algorithm |
ENDM
2010
13 years 4 months ago
2010
Trading decisions in financial markets can be supported by the use of online algorithms. We evaluate the empirical performance of a threat-based online algorithm and compare it to...
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...
ICPADS
2007
IEEE
13 years 11 months ago
2007
IEEE
This paper proposes a new priority scheduling algorithm to maximise site revenue of session-based multi-tier Internet services in a multicluster environment. This research is part...
COCOON
2008
Springer
13 years 6 months ago
2008
Springer
Consider a trader who exchanges one dollar into yen and assume that the exchange rate fluctuates within the interval [m, M]. The game ends without advance notice, then the trader ...
GECCO
2010
Springer
13 years 8 months ago
2010
Springer
Foreign exchange (forex) market trading using evolutionary algorithms is an active and controversial area of research. We investigate the use of a linear genetic programming (LGP)...