Discrete portfolio optimisation for large scale systematic trading applications.

Aistis Raudys Zidrina Pabarskaite

Published in: BMEI (2012)

Keyphrases

market data
real world
small scale
real life
electronic commerce
database
artificial intelligence
qualitative and quantitative
data sets
case study
multiscale
investment strategies
stock data
agent mediated
stock trading
global optimisation