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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Bibliographic Details
Main Author: Shidlovskii Ivan
Format: Article
Language:English
Published: EDP Sciences 2021-01-01
Series:MATEC Web of Conferences
Online Access:https://www.matec-conferences.org/articles/matecconf/pdf/2021/10/matecconf_itmts2021_00042.pdf