Browsing by Subject Nonlinear optimization, stochastic optimization - Sample Average Approximation, nonmonotone line search, zero upper density convergence, algorithmic trading, performance measure
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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18-Sep-2017 | Negative Selection - An Absolute Measure of Arbitrary Algorithmic Order Execution | Lončar Sanja |