30 search results - page 2 / 6 » Online trading algorithms and robust option pricing |
ENDM
2010
13 years 5 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...
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
Quantum effects are a natural phenomenon and just like evolution, or immune processes, can serve as an inspiration for the design of computing algorithms. This study illustrates ...
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...
EVOW
2008
Springer
13 years 7 months ago
2008
Springer
The Bacterial Foraging Optimization (BFO) algorithm is a biologically inspired computation technique which is based on mimicking the foraging behavior of E.coli bacteria. This pape...
JETAI
2007
13 years 5 months ago
2007
The Internet has led to the development of on-line markets, and computer scientists have designed various auction algorithms, as well as automated exchanges for standardized commo...