Theoretical and Applied Economics
No. 2 / 2006 (497)
An Algoritm for the Alocation Optimization of Trading Executions
Abstract. In this paper, I wish to propose the Integer Allocation employing Tabu Search in conjunction with Simulated Annealing Heuristics for optimizing the distribution of trading executions in investors’ accounts. There is no polynomial algorithm discovered for Integer Linear Programming (a problem which is NP-complete). Generally, the practical experience shows that large-scale integer linear programs seem as yet practically unsolvable or extremely time-consuming. The algorithm described herein proposes an alternative approach to the problem. The algorithm consists of three steps: allocate the total executed quantity proportionally on the accounts, based on the allocation instructions (pro-rata basis); construct an initial solution, distributing the executed prices; improve the solution iteratively, employing Tabu Search in conjunction with Simulated Annealing heuristics.
Contents
In memoriam – Nicholas Georgescu- Roegen. A New Paradigm
European Level Test of Romanian Enterprise Governance
Investment Patterns on Emerging Stock Markets
Capitals Cost and the Investments Actualisation Rate
Public Sector and Europeanization Challenges
Credit Institutions Management Evaluation using Quantitative Methods
Oportunities and Dimensions of a Romanian Environment Code
Financial Investment Services Regulation
Local Public Administration Reform. The Romanian Case
An Algoritm for the Alocation Optimization of Trading Executions
Unemployment in Romania. A Retrospective Study
Sistemic Approach – a Complexity Management Instrument
Knowledge Society and the Communication Economy in Romania
Demographic Evolution in Romania – Convergence or Peripherisation?
Macroeconomic Proportions and Corellations
Romania's Dilemmas in Perspective of EMU Integration
Supranational as Intermediate State. An Escape Project from Adversity Era