Multi-dimensional trading problem in multi-participant settings

Result code in IS VaVaI
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Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Multi-dimensional trading problem in multi-participant settings
Original language description
The dimensionality of optimization problem arising within multi-market trading task grows exponentially with a growing number of markets. To prevent the dimensionality problem, multi-market trading is represented as a multi-participant decision making problem with finite common capital. Each local DM task is a single-market trading enriched by an ability to share a part of local capital with other local DM tasks (participants). The paper provides formulation of the problem and basic algorithmic steps. The approach is illustrated on the real market data.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Decision Making with Multiple Imperfect Decision Makers
ISBN
978-80-903834-5-6
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
Institute of Information Theory and Automation Academy of Sciences of the Czech Republic
Place of publication
Prague
Event location
Whistler, B.C. Canada
Event date
Dec 6, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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