Dynamic trading under integer constraints

Finance and Stochastics ◽

10.1007/s00780-018-0369-3 ◽

2018 ◽

Vol 22 (4) ◽

pp. 919-957

Author(s):

Stefan Gerhold ◽

Paul Krühner

Keyword(s):

Dynamic Trading ◽

Integer Constraints

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Algorithm-Independent Framework for Verifying Integer Constraints

10.21236/ada436487 ◽

2000 ◽

Author(s):

David Teller ◽

Zhong Shao

Keyword(s):

Integer Constraints

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Imperfect Competition, Integer Constraints and Industry Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.939530 ◽

2004 ◽

Author(s):

Rabah Amir ◽

Val E. Lambson

Keyword(s):

Imperfect Competition ◽

Industry Dynamics ◽

Integer Constraints

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Distributed ADMM using Private Blockchain for Power Flow Optimization in Distribution Network with Coupled and Mixed-Integer Constraints

IEEE Access ◽

10.1109/access.2021.3066970 ◽

2021 ◽

pp. 1-1

Author(s):

Chinmay Shah ◽

Jennifer King ◽

Richard Wies

Keyword(s):

Distribution Network ◽

Mixed Integer ◽

Flow Optimization ◽

Integer Constraints

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

Journal of Systems Engineering and Electronics ◽

10.23919/jsee.2020.000056 ◽

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

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Implications of Dynamic Trading for Insurance Markets

SSRN Electronic Journal ◽

10.2139/ssrn.563244 ◽

2003 ◽

Author(s):

José S Penalva

Keyword(s):

Insurance Markets ◽

Dynamic Trading

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Dynamic Trading with Predictable Returns and Transaction Costs

SSRN Electronic Journal ◽

10.2139/ssrn.1658736 ◽

2010 ◽

Author(s):

Nicolae Bogdan Garleanu ◽

Lasse Heje Pedersen

Keyword(s):

Transaction Costs ◽

Dynamic Trading ◽

Predictable Returns

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A Markov Chain Monte Carlo Sampler for Mixed Boolean/Integer Constraints

Computer Aided Verification - Lecture Notes in Computer Science ◽

10.1007/978-3-642-02658-4_34 ◽

2009 ◽

pp. 446-461 ◽

Author(s):

Nathan Kitchen ◽

Andreas Kuehlmann

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Integer Constraints

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UPPER AND LOWER BOUNDS IN QUADRATIC MAXIMIZATION WITH INTEGER CONSTRAINTS

Recent Trends in Optimization Theory and Applications ◽

10.1142/9789812798862_0019 ◽

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

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Estimating Risk of Dynamic Trading Strategies from High Frequency Data Flow

Lecture Notes in Computer Science - Advances in Data Mining: Applications and Theoretical Aspects ◽

10.1007/978-3-319-20910-4_12 ◽

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

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Dynamic Trading Strategies and Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.594845 ◽

2004 ◽

Author(s):

Ravi Bansal ◽

Campbell R. Harvey ◽

Magnus Dahlquist

Keyword(s):

Portfolio Choice ◽

Trading Strategies ◽

Dynamic Trading

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