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CDC
2010
IEEE
102views Control Systems» more  CDC 2010»
14 years 6 months ago
Stock market trading via stochastic network optimization
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...
Michael J. Neely
CIDM
2007
IEEE
15 years 6 months ago
Structure Prediction in Temporal Networks using Frequent Subgraphs
— There are several types of processes which can be modeled explicitly by recording the interactions between a set of actors over time. In such applications, a common objective i...
Mayank Lahiri, Tanya Y. Berger-Wolf
ENDM
2010
130views more  ENDM 2010»
14 years 12 months ago
Experimental Analysis of an Online Trading Algorithm
Trading decisions in financial markets can be supported by the use of online algorithms. We evaluate the empirical performance of a threat-based online algorithm and compare it to...
Günter Schmidt, Esther Mohr, Mike Kersch
KDD
2002
ACM
110views Data Mining» more  KDD 2002»
16 years 8 days ago
A model for discovering customer value for E-content
There exists a huge demand for multimedia goods and services in the Internet. Currently available bandwidth speeds can support sale of downloadable content like CDs, e-books, etc....
Srinivasan Jagannathan, Jayanth Nayak, Kevin C. Al...
GECCO
2005
Springer
102views Optimization» more  GECCO 2005»
15 years 5 months ago
Evolutionary rule-based system for IPO underpricing prediction
Academic literature has documented for a long time the existence of important price gains in the first trading day of initial public offerings (IPOs). Most of the empirical analys...
David Quintana, Cristóbal Luque del Arco-Ca...