Abstract: To address the limitations of ant colony optimization (ACO) algorithm in terms of convergence speed, search efficiency, local optimal traps, and dependence on high-precision maps, this ...
A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results