Optimizing strategies for VWAP based trading algorithms
Wijetunge, K.P.H.C.
creator
Dr. Sanath Jayasena
sup
Dr. Sanith Wijesinghe
sup
xxu
[2008]
eng
ix, 57p. : tables CD-Rom included
TH1771
CS FAC_ENG University of Moratuwa 08
COMPUTER SCIENCE AND ENGINEERING - Dissertation
COMPUTER SCIENCE - Dissertation
COMPUTER PROGRAMMING - Algorithms
VOLUME WIGHTED AVERAGE PRICE ALGORITHM
STOCK EXCHANGES
004(043)
http://dl.lib.mrt.ac.lk/handle/123/733
http://dl.lib.mrt.ac.lk/handle/123/733
160721