Výsledky vyhledávání - "Tsang, Edward"

Report

Supporting Crowd-Powered Science in Economics: FRACTI, a Conceptual Framework for Large-Scale Collaboration and Transparent Investigation in Financial Markets

Autor: Faleiro, Jorge, Tsang, Edward

Modern investigation in economics and in other sciences requires the ability to store, share, and replicate results and methods of experiments that are often multidisciplinary and yield a massive amount of data. Given the increasing complexity and gr

Externí odkaz: http://arxiv.org/abs/1808.07959

Zobrazit plný text záznamu

Report

Black Magic Investigation Made Simple: Monte Carlo Simulations and Historical Back Testing of Momentum Cross-Over Strategies Using FRACTI Patterns

Autor: Faleiro, Jorge, Tsang, Edward

To promote economic stability, finance should be studied as a hard science, where scientific methods apply. When a trading strategy is proposed, the underlying model should be transparent and defined robustly to allow other researchers to understand

Externí odkaz: http://arxiv.org/abs/1808.07949

Zobrazit plný text záznamu

Report

EB-GLS: An Improved Guided Local Search Based on the Big Valley Structure

Autor: Shi, Jialong, Zhang, Qingfu, Tsang, Edward

Publikováno v: Memetic Computing, 2017: 1-18

Local search is a basic building block in memetic algorithms. Guided Local Search (GLS) can improve the efficiency of local search. By changing the guide function, GLS guides a local search to escape from locally optimal solutions and find better sol

Externí odkaz: http://arxiv.org/abs/1709.07576

Zobrazit plný text záznamu