scholarly journals Dynamic trading under integer constraints

2018 ◽  
Vol 22 (4) ◽  
pp. 919-957
Author(s):  
Stefan Gerhold ◽  
Paul Krühner
Keyword(s):  
Dynamic Trading ◽  
Integer Constraints

Algorithm-Independent Framework for Verifying Integer Constraints

2000 ◽  
Author(s):  
David Teller ◽  
Zhong Shao
Keyword(s):  
Integer Constraints

Imperfect Competition, Integer Constraints and Industry Dynamics

2004 ◽  
Author(s):  
Rabah Amir ◽  
Val E. Lambson
Keyword(s):  
Imperfect Competition ◽  
Industry Dynamics ◽  
Integer Constraints

scholarly journals Control allocation for a class of morphing aircraft with integer constraints based on Lévy flight

2020 ◽  
Vol 31 (4) ◽  
pp. 826-840
Author(s):  
Lu Yao ◽  
Sun You ◽  
Liu Xiaodong ◽  
Gao Bo
Keyword(s):  
Control Allocation ◽  
Lévy Flight ◽  
Levy Flight ◽  
Morphing Aircraft ◽  
Integer Constraints

scholarly journals Implications of Dynamic Trading for Insurance Markets

2003 ◽  
Author(s):  
José S Penalva
Keyword(s):  
Insurance Markets ◽  
Dynamic Trading

scholarly journals Dynamic Trading with Predictable Returns and Transaction Costs

2010 ◽  
Author(s):  
Nicolae Bogdan Garleanu ◽  
Lasse Heje Pedersen
Keyword(s):  
Transaction Costs ◽  
Dynamic Trading ◽  
Predictable Returns

UPPER AND LOWER BOUNDS IN QUADRATIC MAXIMIZATION WITH INTEGER CONSTRAINTS

1995 ◽  
pp. 297-310
Author(s):  
PIERLUIGI MAPONI ◽  
GRAZIELLA PACELLI ◽  
MARIA CRISTINA RECCHIONI ◽  
FRANCESCO ZIRILLI
Keyword(s):  
Lower Bounds ◽  
Upper And Lower Bounds ◽  
Integer Constraints

Estimating Risk of Dynamic Trading Strategies from High Frequency Data Flow

2015 ◽  
pp. 153-165
Author(s):  
Yuri Balasanov ◽  
Alexander Doynikov ◽  
Victor Lavrent’ev ◽  
Leonid Nazarov
Keyword(s):  
High Frequency ◽  
Data Flow ◽  
Trading Strategies ◽  
High Frequency Data ◽  
Frequency Data ◽  
Dynamic Trading

scholarly journals Dynamic Trading Strategies and Portfolio Choice

2004 ◽  
Author(s):  
Ravi Bansal ◽  
Campbell R. Harvey ◽  
Magnus Dahlquist
Keyword(s):  
Portfolio Choice ◽  
Trading Strategies ◽  
Dynamic Trading
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