Browsing by Subject "Financial instruments"

Now showing items 1-4 of 4

Dynamic trade execution : a grammatical evolution approach

Cui, Wei ; Brabazon, Anthony ; O'Neill, Michael (Inderscience Enterprises, 2011-02)

Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument. Investors wishing to execute large orders face a tradeoff between market impact and opportunity cost. ...
Evolutionary computation and trade execution

Cui, Wei ; Brabazon, Anthony ; O'Neill, Michael (Springer, 2010)

Although there is a plentiful literature on the use of evolutionary methodologies for the trading of Financial assets, little attention has been paid to the issue of efficient trade execution. Trade execution is concerned ...
Evolving dynamic trade execution strategies using grammatical evolution

Cui, Wei ; Brabazon, Anthony ; O'Neill, Michael (Springer, 2010)

Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of these methods for efficient trade execution. Trade ...
Evolving efficient limit order strategy using grammatical evolution

Cui, Wei ; Brabazon, Anthony ; O'Neill, Michael (IEEE Press, 2010)

Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how to trade a large order as efficiently as ...