5 search results - page 1 / 1 » Optimizing the Sharpe Ratio for a Rank Based Trading System |
EPIA
2001
Springer
14 years 1 months ago
2001
Springer
KES
2007
Springer
14 years 3 months ago
2007
Springer
In this paper we propose a financial trading system whose strategy is developed by means of an artificial neural network approach based on a recurrent reinforcement learning algo...
PPAM
2005
Springer
14 years 2 months ago
2005
Springer
Abstract. In this paper we deal with the problem of finding an optimal query execution plan in database systems. We improve the analysis of a polynomial-time approximation algorit...
31
Voted
FUIN
2006
13 years 9 months ago
2006
In this paper we deal with the problem of finding an optimal query execution plan in database systems. We improve the analysis of a polynomial-time approximation algorithm due to M...
CVPR
2009
IEEE
14 years 3 months ago
2009
IEEE
We present a catadioptric projector analogous to a catadioptric camera by combining a commodity digital projector with additional optical units. We show that, by using specially sh...