[PDF][PDF] Unsupervised asset cluster analysis implemented with parallel genetic algorithms on the Nvidia CUDA platform
D Cieslakiewicz - 2014 - wiredspace.wits.ac.za
Cluster analysis is applied to financial time series data in order to identify securities with
related returns, so that one can diversify and thus optimise a financial portfolio [2]. Clustering …
related returns, so that one can diversify and thus optimise a financial portfolio [2]. Clustering …
Evaluating performance capacity of high frequency trading strategies, based on comparative ratios and market inefficiency at Helsinki Stock Exchange
N Sapkota - 2014 - oulurepo.oulu.fi
High frequency trading is not only about the speed but also about the effective trading
strategies it uses to perform the trade. Performance capacity evaluation of high frequency …
strategies it uses to perform the trade. Performance capacity evaluation of high frequency …