The proposed implementations offer significant improvements compared to existing algorithms and make the related sensitivity analysis problem practically solvable. OR professionals in every field of ...

This paper presents the Levinson algorithm, its rediscoveries and extensions. A review is given of the applications of the procedure to several areas of interest in the field of time series analysis. ...

Algorithmic trading provides a more systematic approach to active trading than one based on intuition or instinct. Learn how hedge funds use computer programs to trade.