Národní úložiště šedé literatury Nalezeno 1 záznamů.  Hledání trvalo 0.01 vteřin. 
Multi-dimensional trading problem in multi-participant settings
Zeman, Jan
The dimensionality of optimization problem arising within multi-market trading task grows exponentially with a growing number of markets. To prevent the dimensionality problem, multi-market trading is represented as a multi-participant decision making problem with finite common capital. Each local DM task is a single-market trading enriched by an ability to share a part of local capital with other local DM tasks (participants). The paper provides formulation of the problem and basic algorithmic steps. The approach is illustrated on the real market data.

Chcete být upozorněni, pokud se objeví nové záznamy odpovídající tomuto dotazu?
Přihlásit se k odběru RSS.