11 search results - page 2 / 3 » Kernel price pattern trading |
ANOR
2007
13 years 5 months ago
2007
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
CIARP
2010
Springer
13 years 2 months ago
2010
Springer
Abstract. It has been shown that many kernel methods can be equivalently formulated as minimal-enclosing-ball (MEB) problems in certain feature space. Exploiting this reduction eff...
GECCO
2005
Springer
13 years 10 months ago
2005
Springer
Academic literature has documented for a long time the existence of important price gains in the first trading day of initial public offerings (IPOs). Most of the empirical analys...
RTSS
2007
IEEE
13 years 11 months ago
2007
IEEE
It is challenging to process transactions in a timely fashion using fresh data, e.g., current stock prices, since database workloads may considerably vary due to dynamic data/reso...
ICS
2011
Tsinghua U.
12 years 8 months ago
2011
Tsinghua U.
With the fast technical improvement, flash memory based Solid State Drives (SSDs) are becoming an important part of the computer storage hierarchy to significantly improve perfo...