Fairness and optimality in trading

Fairness and optimality in trading

Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2010.

Bibliographic Details
Main Author:	Nguyen, Van Vinh, S.M. Massachusetts Institute of Technology
Other Authors:	Dimitris Bertsimas.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2011
Subjects:	Computation for Design and Optimization Program.
Online Access:	http://hdl.handle.net/1721.1/61894

Similar Items

Racing line optimization
by: Xiong, Ying, S.M. Massachusetts Institute of Technology
Published: (2011)

Empirical comparison of robust, data driven and stochastic optimization
by: Wang, Yanbo, S.M. Massachusetts Institute of Technology
Published: (2009)

Optimal Bayesian experimental design in the presence of model error
by: Feng, Chi, S.M. Massachusetts Institute of Technology
Published: (2015)

Computational experiments for local search algorithms for binary and mixed integer optimization
by: Zhou, Jingting, S.M. Massachusetts Institute of Technology
Published: (2011)

Computational issues and related mathematics of an exponential annealing homotropy for conic optimization
by: Chen, Jeremy, S.M. Massachusetts Institute of Technology
Published: (2008)

Low rank decompositions for sum of squares optimization
by: Sun, Jia Li, S.M. Massachusetts Institute of Technology
Published: (2007)

Multi-period optimal network flow and pricing strategy for commodity online retailer
by: Wang, Jie, S.M. Massachusetts Institute of Technology
Published: (2010)

A simulation-based resource optimization and time reduction model using design structure matrix
by: Zhang, Yifeng, S.M. Massachusetts Institute of Technology
Published: (2009)

Logistic regression for a better matching of buyers and suppliers in e-procurement
by: Tian, Shuo, S.M. Massachusetts Institute of Technology
Published: (2011)

A decentralized incentive mechanism for company-wide energy consumption reduction
by: Wang, Jingxi, S.M. Massachusetts Institute of Technology
Published: (2011)

A tactical planning model for a serial flow manufacturing system
by: Huang, Bin, S.M. Massachusetts Institute of Technology
Published: (2011)

Relative effectiveness of inhibition strategies for control of biological signaling pathways
by: Li, Meng, S.M. Massachusetts Institute of Technology
Published: (2011)

The effectiveness of a simple policy for coordinating inventory control and pricing strategies
by: Sun, Zhibo, S.M. Massachusetts Institute of Technology
Published: (2011)

Impact of carbon emission regulatory policies on the electricity market : a simulation study
by: Tiwari, Sandeep, S.M. Massachusetts Institute of Technology
Published: (2011)

Recovery of primal solution in dual subgradient schemes
by: Ma, Jing, S.M. Massachusetts Institute of Technology
Published: (2008)

Robust fluid control of multiclass queueing networks
by: Su, Hua, S.M. Massachusetts Institute of Technology
Published: (2007)

Robust option pricing : An [epsilon]-arbitrage approach
by: Chen, Si, S.M. Massachusetts Institute of Technology
Published: (2010)

Iterative algorithms for a joint pricing and inventory control problem with nonlinear demand functions
by: Mazumdar, Anupam, S.M. Massachusetts Institute of Technology
Published: (2010)

A shifting method for dynamic system Model Order Reduction
by: Xu, Song, S.M. Massachusetts Institute of Technology
Published: (2008)

A nonsmooth exclusion test for finding all solutions of nonlinear equations
by: Kumar, Vinay, S.M. Massachusetts Institute of Technology
Published: (2008)

Modelling pandemic influenza progression using Spatiotemporal Epidemiological Modeller (STEM)
by: Zhang, Hui, S.M. Massachusetts Institute of Technology
Published: (2010)

Robust adaptive high-order RANS methods
by: Kudo, Jun, S.M. Massachusetts Institute of Technology
Published: (2015)

Price of anarchy in a Bertrand oligopoly market
by: Sun, Wei, S.M. Massachusetts Institute of Technology
Published: (2007)

Simulation and visualization of malaria transmission In West Africa
by: Qiu, Xin, S.M. Massachusetts Institute of Technology
Published: (2016)

Evaluation of cost balancing policies in multi-echelon stochastic inventory control problems
by: Yu, Qian, S.M. Massachusetts Institute of Technology
Published: (2010)

Improving the efficiency of an automated manufacturing system through a tri-part approach
by: Song, Chen, S.M. Massachusetts Institute of Technology
Published: (2013)

Learning to trust in forecast information sharing
by: Zhang, Pengbo, S.M. Massachusetts Institute of Technology.
Published: (2021)

High-resolution simulation of pattern formation and coarsening dynamics in 3D convective mixing
by: Fu, Xiaojing, S.M. Massachusetts Institute of Technology
Published: (2017)

Testing for jumps and cojumps in financial markets
by: Ju, Cheng, S.M. Massachusetts Institute of Technology
Published: (2010)

Enhancements and computational evaluation of the hit-and-run random walk on polyhedra
by: Liang, Jiajie, S.M. Massachusetts Institute of Technology
Published: (2007)

Semidefinite relaxation based branch-and-bound method for nonconvex quadratic programming
by: Hu, Sha, S.M. Massachusetts Institute of Technology
Published: (2007)

Low rank matrix completion
by: Nan, Feng, S.M. Massachusetts Institute of Technology
Published: (2010)

Setting optimal production lot sizes and planned lead times in a job shop system
by: Yuan, Rong, Ph. D. Massachusetts Institute of Technology
Published: (2013)

A quantitative approach to patient risk assessment and safety optimization in intensive care units
by: Hu, Yiqun (Computational design expert) Massachusetts Institute of Technology
Published: (2018)

Scheduling of biological samples for DNA sequencing
by: Hu, Yuwei, S.M. Massachusetts Institute of Technology, et al.
Published: (2010)

Analysis of additive manufacturing in an automobile service part supply chain
by: Wei, Yijin,S. M.Massachusetts Institute of Technology.
Published: (2019)

Incentive design for quality investment by smallholder producers
by: Yang, Yilin,S.M.Massachusetts Institute of Technology.
Published: (2019)

Application of robust and inverse optimization in transportation
by: Nguyen, Thai Dung
Published: (2011)

Variational constitutive updates for strain gradient isotropic plasticity
by: Qiao, Lei, Ph. D. Massachusetts Institute of Technology
Published: (2010)

Massively parallel solver for the high-order Galerkin Least-Squares method
by: Yano, Masayuki, Ph. D. Massachusetts Institute of Technology
Published: (2010)