24,278 research outputs found
Optimization of Trading Physics Models of Markets
We describe an end-to-end real-time S&P futures trading system. Inner-shell
stochastic nonlinear dynamic models are developed, and Canonical Momenta
Indicators (CMI) are derived from a fitted Lagrangian used by outer-shell
trading models dependent on these indicators. Recursive and adaptive
optimization using Adaptive Simulated Annealing (ASA) is used for fitting
parameters shared across these shells of dynamic and trading models
An overview of decision table literature 1982-1995.
This report gives an overview of the literature on decision tables over the past 15 years. As much as possible, for each reference, an author supplied abstract, a number of keywords and a classification are provided. In some cases own comments are added. The purpose of these comments is to show where, how and why decision tables are used. The literature is classified according to application area, theoretical versus practical character, year of publication, country or origin (not necessarily country of publication) and the language of the document. After a description of the scope of the interview, classification results and the classification by topic are presented. The main body of the paper is the ordered list of publications with abstract, classification and comments.
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