Detail The Penn-Lehman Automated Trading Project   Oleh:  Kearns, M. ; Ortiz, L. Jenis: Article from Bulletin/Magazine Dalam koleksi: IEEE Intelligent Systems vol. 18 no. 6 (2003), page 22-31. Topik: trading; penn - lehman; automated; trading project Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: II60.6 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Isi artikel The Penn - Lehman automated trading project is a broad investigation of algorithms and strategies for automated trading in financial markets. The PLAT project's centerpiece is the Penn exchange simulator (PXS), a software simulator for automated stock trading that merges automated client orders for shares with real - world, real - time order data. PXS automatically computes client profits and losses, volumes traded, simulator and external prices, and other quantities of interest. To test the effectiveness of PXS and of various trading strategies, we've held three formal competitions between automated clients. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

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