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Comparison of trading algorithms
- 1.0352394 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Zeman, Jan
Comparison of trading algorithms.
Doktorandské dny 2010. Praha: Nakladatelství ČVUT-výroba Zikova 4, 2010 - (Ambrož, P.; Masáková, Z.), s. 1-10. ISBN 978-80-01-04644-9.
[Doktorandské dny 2010. Praha (CZ), 19.11.2010-26.11.2010]
R&D Projects: GA MŠMT 1M0572
Institutional research plan: CEZ:AV0Z10750506
Keywords : trading problem * Multi-dimension comparing
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2010/AS/zeman-comparison of trading algorithms.pdf
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.
Permanent Link: http://hdl.handle.net/11104/0191907
Number of the records: 1