Models for selecting an effective order fulfilment
The problems of modelling cash flows are considered, which are determined by the procedures for optimising the order of execution of portfolio orders. The objective function assumes the maximisation of the average expected total income (accumulated on the deposit, taking into account the monetary am...
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Format: | Article |
Language: | English |
Published: |
EDP Sciences
2021-01-01
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Series: | MATEC Web of Conferences |
Online Access: | https://www.matec-conferences.org/articles/matecconf/pdf/2021/10/matecconf_itmts2021_00042.pdf |