Optimization of trading physics models of markets

IEEE Transactions on Neural Networks

Volumn 12, Issue 4, 2001, Pages 776-790

  Ingber, Lester ^a,b   Mondescu, Radu Paul ^b  

^a Wacker Dr PO Sears Tower   (United States)

^b DRW Investments LLC   (United States)

Author keywords

Simulated annealing; Statistical mechanics; Trading financial markets

Indexed keywords

COMPUTER SIMULATION; GENETIC ALGORITHMS; LAGRANGE MULTIPLIERS; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; PARTIAL DIFFERENTIAL EQUATIONS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; SIMULATED ANNEALING; STATISTICAL MECHANICS;

CANONICAL MOMENTA INDICATORS; TRADING FINANCIAL MARKETS;

NEURAL NETWORKS;

EID: 0035390997     PISSN: 10459227     EISSN: None     Source Type: Journal    
DOI: 10.1109/72.935091     Document Type: Article

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