Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10367257 | Decision Support Systems | 2013 | 8 Pages |
Abstract
⺠We propose Weighted Interval Scheduling for trading team composition. ⺠Our trading team is multistock and multiresolution. ⺠The trading team is based on atomic traders with opportunity detectors. ⺠The detectors are based on Partial Least Squares. ⺠Regarding profit, our strategy outperforms by 380% the baseline.
Related Topics
Physical Sciences and Engineering
Computer Science
Information Systems
Authors
Leandro G.M. Alvim, Ruy L. Milidiú,