Agencies and holding companies are pointing to customized algorithms as a way to differentiate from the competition. Tech providers, too, claim that algorithms developed in-house offer better ...

Transactions of the American Mathematical Society, Vol. 223 (Oct., 1976), pp. 103-131 (29 pages) This paper demonstrates a Remez exchange algorithm applicable to approximation of real-valued ...

Today, those shouts have been replaced by quiet screens and lightning-fast computers. The evolution of stock trading has ...

The execution algorithms from Quantitative Brokers launched on the Osaka Exchange are co-located at JPX, for close proximity to the exchange’s matching engines. Algorithmic trading specialist ...

This is a preview. Log in through your library . Abstract A Remes-type algorithm based on linear programming is presented for computing linear best Chebyshev approximations to multivariate functions.

The Chicago Mercantile Exchange is cracking down on runaway algorithms in one of the world’s biggest futures markets. Over the past two months, the volume of data generated by activity in CME’s ...