Showing 1 - 10 of 33,751
Modern Algorithmic Trading ("Algo") allows institutional investors and traders to liquidate or establish big security positions in a fully automated or low-touch manner. Most existing academic or industrial Algos focus on how to "slice" a big parent order into smaller child orders over a given...
Persistent link: https://www.econbiz.de/10012837206
Persistent link: https://www.econbiz.de/10001482966
Persistent link: https://www.econbiz.de/10000954911
An algorithm of incremental approximation of functions in a normed linearspace by feedforward neural networks is … the weight decay method, for optimizing the size andweights of a network in each iteration step of the algorithm. Two … alternatives, recursively incremental and generally incremental, are proposed. In the generally incremental case, the algorithm …
Persistent link: https://www.econbiz.de/10013153124
these proposal densities are used in an independent Metropolis-Hastings algorithm. A particular feature of our approach is … that smoothed estimates of the states and the marginal likelihood are obtained directly as an output of the algorithm. Our …
Persistent link: https://www.econbiz.de/10010399681
Persistent link: https://www.econbiz.de/10010380909
Persistent link: https://www.econbiz.de/10010513772
Persistent link: https://www.econbiz.de/10010500756
Persistent link: https://www.econbiz.de/10011862307
This paper examines maximum likelihood estimation via hill climbing and the expectations maximization (EM) algorithm in … technique is shown to significantly reduce the computational demands of the EM algorithm relative to a Davidon Fletcher Powell …
Persistent link: https://www.econbiz.de/10011577462