113 search results - page 5 / 23 » Financial Optimization |
AAIM
2005
Springer
15 years 3 months ago
2005
Springer
Abstract. In this paper we study the computational problem of arbitrage in a frictional market with a finite number of bonds and finite and discrete times to maturity. Types of f...
GECCO
2005
Springer
15 years 3 months ago
2005
Springer
Building upon the interactive inversion method introduced by Ashburn and Bonabeau (2004), we show how to dramatically improve the results by exploiting modularity and by letting t...
GECCO
2005
Springer
15 years 3 months ago
2005
Springer
In this paper, we propose a neuro-genetic stock prediction system based on financial correlation between companies. A number of input variables are produced from the relatively h...
GECCO
2005
Springer
15 years 3 months ago
2005
Springer
This study reports the work to date on the analysis of different methodologies for constant creation with the aim of applying the most advantageous method to the dynamic real wor...
GECCO
2008
Springer
14 years 11 months ago
2008
Springer
A major difficulty for anomaly detection lies in discovering boundaries between normal and anomalous behavior, due to the deficiency of abnormal samples in the training phase. In...