Development and calibration of a currency trading strategy using global optimization (Q2392749): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (6 intermediate revisions by 4 users not shown) | |||
| Property / author | |||
| Property / author: János D. Pintér / rank | |||
| Property / author | |||
| Property / author: János D. Pintér / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: LGO / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Excel / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1995769823 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 03:41, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Development and calibration of a currency trading strategy using global optimization |
scientific article |
Statements
Development and calibration of a currency trading strategy using global optimization (English)
0 references
2 August 2013
0 references
currency trading model
0 references
IRDAV financial indicator
0 references
aggregated risk metric
0 references
Excel model implementation
0 references
Lipschitz global optimizer (LGO) solver engine
0 references
global optimization by Excel-LGO
0 references
numerical results
0 references
