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ICASSP
2011
IEEE
14 years 17 days 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
15 years 2 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