搜索筛选:
搜索耗时4.9848秒,为你在为你在102,285,761篇论文里面共找到 4 篇相符的论文内容
类      型:
[会议论文] 作者:Gao Xuefeng, 来源:第八届工业与应用数学国际大会 年份:2015
  We investigate the dynamics of the limit order book shape on the “macroscopic"time scale,motivated by study of price impact and optimal execution....
[会议论文] 作者:Chen Yuanyuan,Li Duan,Gao Xuefeng, 来源:第八届工业与应用数学国际大会 年份:2015
  We study a multi-stage optimal exposure problem which a large buyer faces.The buyer needs to decide at each time t whether to submit limit order or hidden o...
[会议论文] 作者:Ludkovski Mike,Leung Tim,Gao Xuefeng, 来源:第八届工业与应用数学国际大会 年份:2015
  The availability of high frequency financial data opens up new arenas for the application of continuous time stochastic modeling and introduces new problems...
[期刊论文] 作者:Chao CHEN,Liping GAO,Xuefeng XIE,Zhu WANG, 来源:计算机科学前沿 年份:2004
Traditional route planners commonly focus on finding the shortest path between two points in terms of travel distance or time over road networks.However,in real...
相关搜索: