Sciweavers

ICASSP
2011
IEEE
12 years 8 months ago
Risk management for trading in multiple frequencies
We present fundamental concepts of risk and propose two methods for risk management of a portfolio in this paper. Moreover, we introduce their novel extensions to trading in multi...
Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda
ATAL
2004
Springer
13 years 10 months ago
Risk Management Methods for Speculative Actions
In multiagent systems, a cooperative action requires a mutual agreement among multiple agents and the agreement is generally reached by exchanging messages between them, but the d...
Yasuhiko Kitamura, Takuya Murao