878 resultados para Algorithmic Trading
Resumo:
For the last few years, I have been working on an extensive digital model of ancient Rome as it appeared in the early 4th Century AD. This sort of visualisation lends itself to many applications in diverse fields: I am currently using it for research work into illumination and sightlines in the ancient city, have licensed it for broadcast in TV documentaries and publication in magazines, and am working with a computer games studio to turn it into an online game where players will be able to walk round the streets and buildings of the entire city (when not engaged in trading with or assassinating one another). Later this year I will be making a free online course, or MOOC, about the architecture of ancient Rome, which will largely be illustrated by this model.
Resumo:
There has been great interest in deciding whether a combinatorial structure satisfies some property, or in estimating the value of some numerical function associated with this combinatorial structure, by considering only a randomly chosen substructure of sufficiently large, but constant size. These problems are called property testing and parameter testing, where a property or parameter is said to be testable if it can be estimated accurately in this way. The algorithmic appeal is evident, as, conditional on sampling, this leads to reliable constant-time randomized estimators. Our paper addresses property testing and parameter testing for permutations in a subpermutation perspective; more precisely, we investigate permutation properties and parameters that can be well approximated based on a randomly chosen subpermutation of much smaller size. In this context, we use a theory of convergence of permutation sequences developed by the present authors [C. Hoppen, Y. Kohayakawa, C.G. Moreira, R.M. Sampaio, Limits of permutation sequences through permutation regularity, Manuscript, 2010, 34pp.] to characterize testable permutation parameters along the lines of the work of Borgs et al. [C. Borgs, J. Chayes, L Lovasz, V.T. Sos, B. Szegedy, K. Vesztergombi, Graph limits and parameter testing, in: STOC`06: Proceedings of the 38th Annual ACM Symposium on Theory of Computing, ACM, New York, 2006, pp. 261-270.] in the case of graphs. Moreover, we obtain a permutation result in the direction of a famous result of Alon and Shapira [N. Alon, A. Shapira, A characterization of the (natural) graph properties testable with one-sided error, SIAM J. Comput. 37 (6) (2008) 1703-1727.] stating that every hereditary graph property is testable. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
We study the following problem. Given two sequences x and y over a finite alphabet, find a repetition-free longest common subsequence of x and y. We show several algorithmic results, a computational complexity result, and we describe a preliminary experimental study based on the proposed algorithms. We also show that this problem is APX-hard. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and individually heterogeneous fundamentalist trading decisions which take into account the market price and the perceived fundamental value of the asset. The resulting excess demand is coupled to the market price. Rigorous analysis reveals that this feedback may lead to price oscillations, a single bounce, or monotonic price behaviour. The model is a rare example of an analytically tractable interacting-agent model which allows LIS to deduce in detail the origin of these different collective patterns. For a natural choice of initial distribution, the results are independent of the graph structure that models the peer network of agents whose decisions influence each other. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
This thesis explores two aspects of mathematical reasoning: affect and gender. I started by looking at the reasoning of upper secondary students when solving tasks. This work revealed that when not guided by an interviewer, algorithmic reasoning, based on memorising algorithms which may or may not be appropriate for the task, was predominant in the students reasoning. Given this lack of mathematical grounding in students reasoning I looked in a second study at what grounds they had for different strategy choices and conclusions. This qualitative study suggested that beliefs about safety, expectation and motivation were important in the central decisions made during task solving. But are reasoning and beliefs gendered? The third study explored upper secondary school teachers conceptions about gender and students mathematical reasoning. In this study I found that upper secondary school teachers attributed gender symbols including insecurity, use of standard methods and imitative reasoning to girls and symbols such as multiple strategies especially on the calculator, guessing and chance-taking were assigned to boys. In the fourth and final study I found that students, both male and female, shared their teachers view of rather traditional feminities and masculinities. Remarkably however, this result did not repeat itself when students were asked to reflect on their own behaviour: there were some discrepancies between the traits the students ascribed as gender different and the traits they ascribed to themselves. Taken together the thesis suggests that, contrary to conceptions, girls and boys share many of the same core beliefs about mathematics, but much work is still needed if we should create learning environments that provide better opportunities for students to develop beliefs that guide them towards well-grounded mathematical reasoning.
Resumo:
Divorces and separations: the impact of role specialisation and equality At the same time as women made their large scale entrance on the labour market divorce rates increased in most western societies. This combination of societal trends was widely understood from the perspective of the specialization and trading model, which implies undermined marital stability through decreasing interdependency between husband and wife. We argue the need to acknowledge the new roles, and perceptions of these roles, men and women have in order to explain differences in separation and stability among couples. When both partners are expecting to be in paid labour and share housework responsibilities, specialisation could actually be a risk factor for cohabitational dissolution. This article uses a ten year longitudinal database of all Swedish cohabiting first time parents in 1993. The analyses generally support what could be labelled a role balance model on separation rather than the specialization model. Looking at the father’s participation in childcare this was quite clear, where the man’s outtake of parental leave for the first child was shown to be related to reduced hazards of separation. In the same way equal distribution of the household labour market incomes between the partners was related to lower hazards of separation.