Original title: Comparison of trading algorithms
Authors: Zeman, Jan
Document type: Papers
Conference/Event: Doktorandské dny 2010, Praha (CZ), 2010-11-19 / 2010-11-26
Year: 2010
Language: eng
Abstract: The paper continues the previous research of designing the trading automatic system. The paper deals with rating the quality of designed approaches. It reviews methods of rating from general to trading ones, and designs the rating algorithm, which is tested.
Keywords: Multi-dimension comparing; trading problem
Project no.: CEZ:AV0Z10750506 (CEP), 1M0572 (CEP)
Funding provider: GA MŠk
Host item entry: Doktorandské dny 2010, ISBN 978-80-01-04644-9

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2010/AS/zeman-comparison of trading algorithms.pdf
Original record: http://hdl.handle.net/11104/0191907

Permalink: http://www.nusl.cz/ntk/nusl-42206


The record appears in these collections:
Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers