4 search results - page 1 / 1 » Stock market trading via stochastic network optimization |
CDC
2010
IEEE
13 years 7 days ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
GECCO
2006
Springer
13 years 9 months ago
2006
Springer
Trading rules are widely used by practitioners as an effective means to mechanize aspects of their reasoning about stock price trends. However, due to the simplicity of these rule...
INFOCOM
2011
IEEE
12 years 8 months ago
2011
IEEE
Abstract—Market-based mechanisms offer promising approaches for spectrum access in cognitive radio networks. In this paper, we focus on two market models, one with a monopoly pri...
PODS
2009
ACM
14 years 5 months ago
2009
ACM
Database technology is playing an increasingly important role in understanding and solving large-scale and complex scientific and societal problems and phenomena, for instance, un...