| bibtype |
K -
Conference Paper (Czech conference)
|
| ARLID |
0315642 |
| utime |
20240111140710.9 |
| mtime |
20081210235959.9 |
| title
(primary) (eng) |
Strategy design for futures trading |
| specification |
| page_count |
10 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0315641 |
| title
|
Doktorandské dny 2008 |
| page_num |
205-214 |
| publisher |
| place |
Praha |
| name |
FJFI ČVUT |
| year |
2008 |
|
|
| title
(cze) |
Návrh strategie pro obchodování s futures kontrakty |
| keyword |
futures |
| keyword |
decision making |
| author
(primary) |
| ARLID |
cav_un_auth*0223019 |
| name1 |
Zeman |
| name2 |
Jan |
| institution |
UTIA-B |
| full_dept |
Department of Decision Making Theory |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA102/08/0567 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0239566 |
|
| project |
| project_id |
2C06001 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0217685 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The paper considers by design of trading strategy for futures markets. The problem is defined as dynamic decision making task and it is solved using iteration spread in time and Monte Carlo method. The paper includes results on experiments with real data. |
| abstract
(cze) |
Článek se zabývá návrhem strategie pro trh s futures kontrakty. Úloha je řešena pomocí dynamického programování, kde jsou užity mtoedy: iterace rozložené v čase a Monte Catlo. Článek obsahuje také výsledky experimentů provedených na reálných datech. |
| action |
| ARLID |
cav_un_auth*0244443 |
| name |
Doktorandské dny 2008 |
| place |
Praha |
| dates |
07.11.2008 |
| country |
CZ |
|
| reportyear |
2009 |
| RIV |
BD |
| permalink |
http://hdl.handle.net/11104/0165787 |
| arlyear |
2008 |
| mrcbU56 |
pdf |
| mrcbU63 |
cav_un_epca*0315641 Doktorandské dny 2008 205 214 Praha FJFI ČVUT 2008 |
|