Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...
A novel algorithm for actively trading stocks is presented. While traditional universal algorithms (and technical trading heuristics) attempt to predict winners or trends, our app...
Recently, a form of memory usage was introduced for genetic programming (GP) called “soft memory.” Rather than have a new value completely overwrite the old value in a registe...
This paper considers resource allocation algorithms for processing streams of events on computational grids. For example, financial trading applications are executed on large comp...