Development and calibration of a currency trading strategy using global optimization (Q2392749): Difference between revisions

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Latest revision as of 17:46, 6 July 2024

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Development and calibration of a currency trading strategy using global optimization
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    Development and calibration of a currency trading strategy using global optimization (English)
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    2 August 2013
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    currency trading model
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    IRDAV financial indicator
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    aggregated risk metric
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    Excel model implementation
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    Lipschitz global optimizer (LGO) solver engine
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    global optimization by Excel-LGO
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    numerical results
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