5 search results - page 1 / 1 » Optimizing the Sharpe Ratio for a Rank Based Trading System |
EPIA
2001
Springer
13 years 9 months ago
2001
Springer
KES
2007
Springer
13 years 11 months ago
2007
Springer
In this paper we propose a financial trading system whose strategy is developed by means of an artificial neural network approach based on a recurrent reinforcement learning algo...
PPAM
2005
Springer
13 years 10 months ago
2005
Springer
Abstract. In this paper we deal with the problem of finding an optimal query execution plan in database systems. We improve the analysis of a polynomial-time approximation algorit...
FUIN
2006
13 years 5 months ago
2006
In this paper we deal with the problem of finding an optimal query execution plan in database systems. We improve the analysis of a polynomial-time approximation algorithm due to M...
CVPR
2009
IEEE
13 years 11 months ago
2009
IEEE
We present a catadioptric projector analogous to a catadioptric camera by combining a commodity digital projector with additional optical units. We show that, by using specially sh...