Development and calibration of a currency trading strategy using global optimization Conference

Caglayan, Mustafa Onur, Pinter, Janos D. (2013). Development and calibration of a currency trading strategy using global optimization . JOURNAL OF GLOBAL OPTIMIZATION, 56(2), 353-371. 10.1007/s10898-012-9879-2

International Collaboration

keywords

  • Aggregated risk metric
  • Currency trading model
  • Excel model implementation
  • Global optimization by excel-LGO
  • IRDAV financial indicator
  • Lipschitz global optimizer (LGO) solver engine
  • Mathematics
  • Mathematics, Applied
  • Numerical results
  • Operations Research & Management Science
  • PERFORMANCE
  • Physical Sciences
  • SOFTWARE
  • Science & Technology
  • Technology

Digital Object Identifier (DOI)

publisher

  • SPRINGER

start page

  • 353

end page

  • 371

volume

  • 56

issue

  • 2