Alfred K. Ma

Publication Activity (10 Years)

Years Active: 2018-2018
Publications (10 Years): 1

Top Topics

Integer Program

Dantzig Wolfe Decomposition

Financial Markets

Top Venues

Algorithmic Finance

Publications

Raymond H. Chan, Kelvin K. Kan, Alfred K. Ma
An integer programming based strategy for Asian-style futures arbitrage over the settlement period. Algorithmic Finance 7 (1-2) (2018)