156 search results - page 1 / 32 » Optimal Allocation Strategies for the Dark Pool Problem |
JMLR
2010
12 years 11 months ago
2010
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuousvalued allocations are allowed. We also propose a...
CACM
2010
13 years 4 months ago
2010
We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove t...
LCTRTS
2001
Springer
13 years 9 months ago
2001
Springer
Strict control over the scheduling and execution of processor resources is essential for many fixed-priority real-time applications. To facilitate this common requirement, the Re...
CGO
2010
IEEE
13 years 2 months ago
2010
IEEE
Dynamic memory allocation is widely used in modern programs. General-purpose heap allocators often focus more on reducing their run-time overhead and memory space utilization, but...
IAT
2007
IEEE
13 years 11 months ago
2007
IEEE
We consider the problem of resource allocation and scheduling where information and decisions are decentralized, and our goal is to propose a market mechanism that allows resource...