The Reference Model for Open Distributed Processing (RM–ODP) defines an architecture which allows heterogeneous software components to interact, where entities in the system are Objects. In RM–ODP, entire applications may be considered to be Objects. In order to allow dynamic location of services/resources, a Trading function has been defined which is performed by a Trader instance. In this pap...

In this paper, we study a model incorporating the retail trader's reluctance to sell into losses. We show that in this setup the informed trader always buys the asset when he receives a favorable signal. However, when the informed trader receives an unfavorable signal, he may not always sell the asset if the signal is moderately bad and the retail trader is reluctant to realize losses. Hence th...

Increasing corn production requires a supply chain to channel from farmers consumers. The of as raw material for animal feed in Central Java Province is not yet well managed, because each farmer or business still carried out individually. aim the study was analyze picture based on Food Supply Chain Network and efficiency agribusiness Java. Sampling techniques using proportional random sampling ...

An Object-Z formal speciication of the ODP Trader is presented which concisely captures the hierarchical context structure, the distribution of information and the communication aspects of the Trader. Particular use is made of generic classes, class inheritance and object aggregation (i.e. the instantiation of collections of similar objects) to give a structured speciication that can be readily...

We present a universal algorithm for online trading in Stock Market which performs asymptotically at least as good as any stationary trading strategy that computes the investment at each step using a fixed function of the side information that belongs to a given RKHS (Reproducing Kernel Hilbert Space). Using a universal kernel, we extend this result for any continuous stationary strategy. In th...

In technical analysis, each trading strategy can trigger a buy or sell action whenever the specified conditions are satisfied. When a set of strategies are applied to a particular stock, a trader often receives conflicting recommendations from each strategy. In this paper, we propose a unified data mining approach in which the outcomes of each strategy are taken into consideration for decision ...

Abstract I introduce parameterised response zero intelligence (PRZI), a new form of (ZI) trader intended for use in simulation studies the dynamics continuous double auction markets. Like Gode and Sunder’s classic ZIC trader, PRZI generates quote prices from random distribution over some specified domain discretely valued allowable prices. Unlike ZIC, which uses uniform to generate prices, prob...

in this study, a prediction model based on support vector machines (svm) improved by introducing a volume weighted penalty function to the model was introduced to increase the accuracy of forecasting short term trends on the stock market to develop the optimal trading strategy. along with vw-svm classifier, a hybrid feature selection method was used that consisted of f-score as the filter part ...