Parallel Algorithm Portfolio with Market Trading-Based Time Allocation.
Dimitris SouravliasKonstantinos E. ParsopoulosEnrique AlbaPublished in: OR (2014)
Keyphrases
- parallel algorithm
- market data
- financial markets
- investment strategies
- foreign exchange
- trading strategies
- electronic markets
- futures market
- trading systems
- stock exchange
- portfolio selection
- parallel computation
- portfolio management
- stock market
- agent mediated
- electricity markets
- parallel programming
- stock data
- shared memory
- resource allocation
- trading agents
- market conditions
- parallel implementations
- financial data
- cluster of workstations
- stock price
- electronic commerce
- sharpe ratio
- portfolio optimization
- transaction costs
- double auction
- binary search trees
- discovery of association rules
- processor array
- exchange rate
- decision making
- parallel version