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Using a differential evolutionary algorithm to test the efficient market hypothesis

Simmons, Phillip Ray - In: Computational economics 40 (2012) 4, pp. 377-385

Persistent link: https://www.econbiz.de/10009692016

Front-running scalping strategies and market manipulation : why does high-frequency trading need stricter regulation?

Manahov, Viktor - In: The financial review : the official publication of the … 51 (2016) 3, pp. 363-402

Persistent link: https://www.econbiz.de/10011550911

Dynamical agent's strategies and the fractal market hypothesis

Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 14 (2005) 2, pp. 163-170

Persistent link: https://www.econbiz.de/10002909142

Toward a computable approach to the efficient market hypothesis : an application of genetic programming

Chen, Shu-Heng - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1043-1063

Persistent link: https://www.econbiz.de/10001335979

Second order of stochastic dominance efficiency vs mean variance efficiency

Malavasi, Matteo; Ortobelli Lozza, Sergio; Trück, Stefan - In: European journal of operational research : EJOR 290 (2021) 3, pp. 1192-1206

Persistent link: https://www.econbiz.de/10012495268

Procurement strategy with credit risk

Wang, Hsiao-fan; Su, Ray - In: International journal of operations and quantitative … 19 (2013) 3, pp. 179-200

Persistent link: https://www.econbiz.de/10010253593

A maximum principle for control problems with monotonicity constraints

Hellwig, Martin (contributor) - 2008

The paper develops a version of Pontryagin's maximum principle for optimal control problems with monotonicity constraints on control variables. Whereas the literature handles such constraints by imposing an assumption of piecewise smoothness on the control variable and treating the slope of this...