Evolutionary Computation and Trade Execution

Optimal Trade Execution in Illiquid Markets

We study optimal trade execution strategies in financial markets with discrete order flow. The agent has a finite liquidation horizon and must minimize price impact given a random number of incoming trade counterparties. Assuming that the order flow N is given by a Poisson process, we give a full analysis of the properties and computation of the optimal dynamic execution strategy. Extensions, w...

Evolving Dynamic Trade Execution Strategies Using Grammatical Evolution

Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of these methods for efficient trade execution. Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. Grammatical Evolution (GE) is an evolutionary au...

A one-model approach for Computation of congestion With productions trade-offs and weight restrictions

An Evolutionary Method for Improving the Reliability of Safetycritical Robots against Soft Errors

Nowadays, Robots account for most part of our lives in such a way that it is impossible for usto do many of affairs without them. Increasingly, the application of robots is developing fastand their functions become more sensitive and complex. One of the important requirements ofRobot use is a reliable software operation. For enhancement of reliability, it is a necessity todesign the fault toler...

Dynamic trade execution: a grammatical evolution approach

Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument. Investors wishing to execute large orders face a tradeoff between market impact and opportunity cost. Trade execution strategies are designed to balance out these costs, thereby minimising total trading cost. Despite the importance of optimising the trade execution process, ...