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(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. ...
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(IEEE Press, 2010-07)Designing a suitable objective function is an essential step in successfully applying an evolutionary algorithm to a problem. In this study we apply a grammar-based Genetic Programming algorithm called Grammatical Evolution ...
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(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 ...
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(Institute for International Integration Studies (IIIS), 2005-10)We estimate productivity dynamics within 4-digit manufacturing industries, using FAME data on UK Companies, from 1994 to 2003. We extend the algorithm in Olley and Pakes (1996) to allow for a selection bias driven by the ...
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(Springer, 2010-04)Trading-rule representation is an important factor to consider when designing a quantitative trading system. This study implements a trading strategy as a rule-based policy. The result is an intuitive human-readable format ...
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(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 ...
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(Institute for the Study of Labor, 2007-05)Within a structural model we explicitly allow for the trade orientation of companies to estimate productivity dynamics within 4-digit UK manufacturing industries. We use the FAME data on UK companies over the period ...
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(University College Dublin. Department of Economics, 1998-03)This paper focuses on the appropriate measurement of intra-industry trade as indicator of structural adjustment costs. Vertical intra-industry trade is distinguished from horizontal trade on the basis of industrial ...
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(Optical Society of America, 2006-04-17)The Fourier plane encryption algorithm is subjected to a known-plaintext attack. The simulated annealing heuristic algorithm is used to estimate the key, using a known plaintext-ciphertext pair, which decrypts the ciphertext ...
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(IEEE Computer Society, 2008-12)This paper analyses the advantages and disadvantages of the K-means algorithm and the DENCLUE algorithm. In order to realise the automation of clustering analysis and eliminate human factors, both partitioning and ...