Browsing International Finance by Subject "Lipschitz global optimizer (LGO) solver engine"
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Development and calibration of a currency trading strategy using global optimization
(Springer Science+Business Media, 2013-06)We have developed a new financial indicator—called the Interest Rate Differentials Adjusted for Volatility (IRDAV) measure—to assist investors in currency markets. On a monthly basis, we rank currency pairs according to ...
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