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Futures Trading: Design of a Strategy

  1. 1.
    SYSNO0331462
    TitleFutures Trading: Design of a Strategy
    TitleZměny v budoucnosti: Popis strategie
    Author(s) Zeman, Jan (UTIA-B)
    Source Title Proceedings of the International Conference on Operations Research and Financial Engineering 2009. S. 951-955. - Venecia : WASET, 2009
    Conference ICORFE 2009 : "International Conference on Operations Research and Financial Engineering", Venice, 28.10.2009-30.10.2009
    Document TypeKonferenční příspěvek (zahraniční konf.)
    Grant GA102/08/0567 GA ČR - Czech Science Foundation (CSF)
    2C06001 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryIT
    Keywords futures trading * time series * dynamic programming
    URL http://library.utia.cas.cz/separaty/2009/AS/zeman-futures trading design of a strategy.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0176967
     
Number of the records: 1  

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