Sciweavers

95
Voted
CEC
2010
IEEE
15 years 1 months ago
Evolving efficient limit order strategy using Grammatical Evolution
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how ...
Wei Cui, Anthony Brabazon, Michael O'Neill
107
Voted
EVOW
2010
Springer
15 years 5 months ago
Evolving Dynamic Trade Execution Strategies Using Grammatical Evolution
Abstract. Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of...
Wei Cui, Anthony Brabazon, Michael O'Neill