Development and calibration of a currency trading strategy using global optimization (Q2392749): Difference between revisions
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Revision as of 12:30, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Development and calibration of a currency trading strategy using global optimization |
scientific article |
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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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