Optimizing strategies for VWAP based trading algorithms
By: Wijetunge, K.P.H.C.
Contributor(s): Dr. Sanath Jayasena [supervisor] | Dr. Sanith Wijesinghe [supervisor].Publisher: Description: ix, 57p. : tables CD-Rom included.Subject(s): MSc in Computer Science | COMPUTER SCIENCE AND ENGINEERING - Dissertation | COMPUTER SCIENCE - Dissertation | COMPUTER PROGRAMMING - Algorithms | VOLUME WIGHTED AVERAGE PRICE ALGORITHM | STOCK EXCHANGESOnline resources: Click here to access online Dissertation note: Department of Computer Science & Engineering Faculty of Engineering University of Moratuwa 2008
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Library, University of Moratuwa
The University of Moratuwa Library (UML) is one of the most prominent technology libraries in the country. Its main subject specializations are Engineering, Architecture and Information Technology. However, the library caters to the requirements of the membership by housing books and other materials of general interest as well.
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Department of Computer Science & Engineering Faculty of Engineering University of Moratuwa 2008