An Algoritm for the Alocation Optimization of Trading Executions
In this paper, I wish to propose the Integer Allocation employing Tabu Search in conjunction with Simulated Annealing Heuristics for optimizing the distribution of trading executions in investors’ accounts. There is no polynomial algorithm discovered for Integer Linear Programming (a problem which i...
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| Format: | Article |
| Language: | English |
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General Association of Economists from Romania
2006-02-01
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| Series: | Theoretical and Applied Economics |
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| Online Access: |
http://store.ectap.ro/articole/39.pdf
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