Schemmel, Daniel; Büning, Julian; Rodríguez, César; Laprell, David; Wehrle, Klaus Symbolic partial-order execution for testing multi-threaded programs. (English) Zbl 07306419 Lahiri, Shuvendu Kumar (ed.) et al., Computer aided verification. 32nd international conference, CAV 2020, Los Angeles, CA, USA, July 21–24, 2020. Proceedings. Part I. Cham: Springer (ISBN 978-3-030-53287-1/pbk; 978-3-030-53288-8/ebook). Lecture Notes in Computer Science 12224, 376-400 (2020). MSC: 68Q60 PDF BibTeX XML Cite \textit{D. Schemmel} et al., Lect. Notes Comput. Sci. 12224, 376--400 (2020; Zbl 07306419) Full Text: DOI
Zhang, Qiang; Wang, Chao; Liu, Shancun; Yang, Yaodong Order execution probability and order queue in limit order markets. (English) Zbl 07300304 J. Syst. Sci. Complex. 33, No. 5, 1545-1557 (2020). MSC: 91G15 60H30 PDF BibTeX XML Cite \textit{Q. Zhang} et al., J. Syst. Sci. Complex. 33, No. 5, 1545--1557 (2020; Zbl 07300304) Full Text: DOI
Yang, Yipeng Finite horizon optimal execution with bounded rate of transaction. (English) Zbl 1430.91102 Stoch. Models 35, No. 4, 469-495 (2019). Reviewer: Andrzej Świerniak (Gliwice) MSC: 91G15 93E20 49L25 49J30 PDF BibTeX XML Cite \textit{Y. Yang}, Stoch. Models 35, No. 4, 469--495 (2019; Zbl 1430.91102) Full Text: DOI
Amaral, L. R.; Papanicolaou, A. Price impact of large orders using Hawkes processes. (English) Zbl 1417.91433 ANZIAM J. 61, No. 2, 161-194 (2019). MSC: 91G10 60G55 91B25 PDF BibTeX XML Cite \textit{L. R. Amaral} and \textit{A. Papanicolaou}, ANZIAM J. 61, No. 2, 161--194 (2019; Zbl 1417.91433) Full Text: DOI
Fruth, Antje; Schöneborn, Torsten; Urusov, Mikhail Optimal trade execution in order books with stochastic liquidity. (English) Zbl 1411.91500 Math. Finance 29, No. 2, 507-541 (2019). MSC: 91G10 PDF BibTeX XML Cite \textit{A. Fruth} et al., Math. Finance 29, No. 2, 507--541 (2019; Zbl 1411.91500) Full Text: DOI
Siu, Chi Chung; Guo, Ivan; Zhu, Song-Ping; Elliott, Robert J. Optimal execution with regime-switching market resilience. (English) Zbl 1411.91648 J. Econ. Dyn. Control 101, 17-40 (2019). MSC: 91G99 93E20 PDF BibTeX XML Cite \textit{C. C. Siu} et al., J. Econ. Dyn. Control 101, 17--40 (2019; Zbl 1411.91648) Full Text: DOI
Mishra, Rajiv Kumar; Sinha, Abhinav Event-triggered sliding mode based consensus tracking in second order heterogeneous nonlinear multi-agent systems. (English) Zbl 1405.93062 Eur. J. Control 45, 30-44 (2019). MSC: 93B12 93C65 93A14 68T42 93B50 93B35 93C10 93D05 PDF BibTeX XML Cite \textit{R. K. Mishra} and \textit{A. Sinha}, Eur. J. Control 45, 30--44 (2019; Zbl 1405.93062) Full Text: DOI
Shen, Jiahui; Chen, Tianyu; Wang, Lei; Ma, Yuan An efficiency optimization scheme for the on-the-fly statistical randomness test. (English) Zbl 1452.94083 Qing, Sihan (ed.) et al., Information and communications security. 19th international conference, ICICS 2017, Beijing, China, December 6–8, 2017. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 10631, 17-35 (2018). MSC: 94A60 PDF BibTeX XML Cite \textit{J. Shen} et al., Lect. Notes Comput. Sci. 10631, 17--35 (2018; Zbl 1452.94083) Full Text: DOI
Chen, Yuanyuan; Gao, Xuefeng; Li, Duan Optimal order execution using hidden orders. (English) Zbl 1402.91941 J. Econ. Dyn. Control 94, 89-116 (2018). MSC: 91G80 93E20 90C39 PDF BibTeX XML Cite \textit{Y. Chen} et al., J. Econ. Dyn. Control 94, 89--116 (2018; Zbl 1402.91941) Full Text: DOI
Wu, Wei-Ping; Gao, Jian-Jun Explicit solution for constrained optimal execution problem with general correlated market depth. (English) Zbl 1413.90302 J. Oper. Res. Soc. China 6, No. 1, 159-174 (2018). MSC: 90C39 90C15 PDF BibTeX XML Cite \textit{W.-P. Wu} and \textit{J.-J. Gao}, J. Oper. Res. Soc. China 6, No. 1, 159--174 (2018; Zbl 1413.90302) Full Text: DOI
Ahuja, Saran; Papanicolaou, George; Ren, Weiluo; Yang, Tzu-Wei Limit order trading with a mean reverting reference price. (English) Zbl 1409.91292 Risk Decis. Anal. 6, No. 2, 121-136 (2017). MSC: 91G99 93E20 PDF BibTeX XML Cite \textit{S. Ahuja} et al., Risk Decis. Anal. 6, No. 2, 121--136 (2017; Zbl 1409.91292) Full Text: DOI
Cheng, Xue; Di Giacinto, Marina; Wang, Tai-Ho Optimal execution with uncertain order fills in Almgren-Chriss framework. (English) Zbl 1402.91674 Quant. Finance 17, No. 1, 55-69 (2017). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{X. Cheng} et al., Quant. Finance 17, No. 1, 55--69 (2017; Zbl 1402.91674) Full Text: DOI
Cont, Rama; Kukanov, Arseniy Optimal order placement in limit order markets. (English) Zbl 1402.91678 Quant. Finance 17, No. 1, 21-39 (2017). MSC: 91G10 PDF BibTeX XML Cite \textit{R. Cont} and \textit{A. Kukanov}, Quant. Finance 17, No. 1, 21--39 (2017; Zbl 1402.91678) Full Text: DOI
Lin, Hua-Yi; Fahim, Arash Optimal portfolio execution under time-varying liquidity constraints. (English) Zbl 1398.91536 Appl. Math. Finance 24, No. 5-6, 387-416 (2017). MSC: 91G10 90C25 PDF BibTeX XML Cite \textit{H.-Y. Lin} and \textit{A. Fahim}, Appl. Math. Finance 24, No. 5--6, 387--416 (2017; Zbl 1398.91536) Full Text: DOI
Bauer, S.; Mohr, M.; Rüde, U.; Weismüller, J.; Wittmann, M.; Wohlmuth, B. A two-scale approach for efficient on-the-fly operator assembly in massively parallel high performance multigrid codes. (English) Zbl 1375.65168 Appl. Numer. Math. 122, 14-38 (2017). MSC: 65N55 65N30 35J25 65Y05 65Y15 65F35 PDF BibTeX XML Cite \textit{S. Bauer} et al., Appl. Numer. Math. 122, 14--38 (2017; Zbl 1375.65168) Full Text: DOI
Codish, Michael; Cruz-Filipe, Luís; Nebel, Markus; Schneider-Kamp, Peter Optimizing sorting algorithms by using sorting networks. (English) Zbl 1365.68191 Formal Asp. Comput. 29, No. 3, 559-579 (2017). Reviewer: Peter Sanders (Karlsruhe) MSC: 68P10 PDF BibTeX XML Cite \textit{M. Codish} et al., Formal Asp. Comput. 29, No. 3, 559--579 (2017; Zbl 1365.68191) Full Text: DOI
Biskup, Joachim Selected results and related issues of confidentiality-preserving Controlled Interaction Execution. (English) Zbl 06582822 Gyssens, Marc (ed.) et al., Foundations of information and knowledge systems. 9th international symposium, FoIKS 2016, Linz, Austria, March 7–11, 2016. Proceedings. Cham: Springer (ISBN 978-3-319-30023-8/pbk; 978-3-319-30024-5/ebook). Lecture Notes in Computer Science 9616, 211-234 (2016). MSC: 68P15 68T27 68T35 68U35 PDF BibTeX XML Cite \textit{J. Biskup}, Lect. Notes Comput. Sci. 9616, 211--234 (2016; Zbl 06582822) Full Text: DOI
Khatskevich, V. L. Some properties of Legendre polynomials and an approximate solution of the Black-Scholes equation governing option pricing. (English. Russian original) Zbl 1330.35069 Differ. Equ. 51, No. 9, 1157-1164 (2015); translation from Differ. Uravn. 51, No. 9, 1166-1173 (2015). MSC: 35C10 91G80 33C47 35K20 PDF BibTeX XML Cite \textit{V. L. Khatskevich}, Differ. Equ. 51, No. 9, 1157--1164 (2015; Zbl 1330.35069); translation from Differ. Uravn. 51, No. 9, 1166--1173 (2015) Full Text: DOI
Bechler, Kyle; Ludkovski, Michael Optimal execution with dynamic order flow imbalance. (English) Zbl 1326.93128 SIAM J. Financ. Math. 6, 1123-1151 (2015). MSC: 93E20 91G80 91B99 PDF BibTeX XML Cite \textit{K. Bechler} and \textit{M. Ludkovski}, SIAM J. Financ. Math. 6, 1123--1151 (2015; Zbl 1326.93128) Full Text: DOI
Ma, Jin; Wang, Xinyang; Zhang, Jianfeng Dynamic equilibrium limit order book model and optimal execution problem. (English) Zbl 1336.91052 Math. Control Relat. Fields 5, No. 3, 557-583 (2015). MSC: 91B51 49L25 93E20 PDF BibTeX XML Cite \textit{J. Ma} et al., Math. Control Relat. Fields 5, No. 3, 557--583 (2015; Zbl 1336.91052) Full Text: DOI arXiv
Alfonsi, Aurélien; Acevedo, José Infante Optimal execution and price manipulations in time-varying limit order books. (English) Zbl 1395.91394 Appl. Math. Finance 21, No. 3-4, 201-237 (2014). MSC: 91G10 PDF BibTeX XML Cite \textit{A. Alfonsi} and \textit{J. I. Acevedo}, Appl. Math. Finance 21, No. 3--4, 201--237 (2014; Zbl 1395.91394) Full Text: DOI
Nguyen, Phúc C.; Tobin-Hochstadt, Sam; Van Horn, David Soft contract verification. (English) Zbl 1346.68062 Proceedings of the 19th ACM SIGPLAN international conference on functional programming, ICFP ’14, Gothenburg, Sweden, September 1–3, 2014. New York, NY: Association for Computing Machinery (ACM) (ISBN 978-1-4503-2873-9). 139-152 (2014). MSC: 68N30 68N18 68Q55 PDF BibTeX XML Cite \textit{P. C. Nguyen} et al., in: Proceedings of the 19th ACM SIGPLAN international conference on functional programming, ICFP '14, Gothenburg, Sweden, September 1--3, 2014. New York, NY: Association for Computing Machinery (ACM). 139--152 (2014; Zbl 1346.68062) Full Text: DOI
Bank, Peter; Fruth, Antje Optimal order scheduling for deterministic liquidity patterns. (English) Zbl 1308.91198 SIAM J. Financ. Math. 5, 137-152 (2014). MSC: 91G99 91B26 49N90 90B35 90C25 PDF BibTeX XML Cite \textit{P. Bank} and \textit{A. Fruth}, SIAM J. Financ. Math. 5, 137--152 (2014; Zbl 1308.91198) Full Text: DOI
Løkka, Arne Optimal liquidation in a limit order book for a risk-averse investor. (English) Zbl 1314.91250 Math. Finance 24, No. 4, 696-727 (2014). MSC: 91G10 49N90 91G80 PDF BibTeX XML Cite \textit{A. Løkka}, Math. Finance 24, No. 4, 696--727 (2014; Zbl 1314.91250) Full Text: DOI
Fruth, Antje; Schöneborn, Torsten; Urusov, Mikhail Optimal trade execution and price manipulation in order books with time-varying liquidity. (English) Zbl 1314.91194 Math. Finance 24, No. 4, 651-695 (2014). MSC: 91G10 91B24 91B26 PDF BibTeX XML Cite \textit{A. Fruth} et al., Math. Finance 24, No. 4, 651--695 (2014; Zbl 1314.91194) Full Text: DOI arXiv
Kühn, Christoph; Stroh, Maximilian Continuous time trading of a small investor in a limit order market. (English) Zbl 1290.91148 Stochastic Processes Appl. 123, No. 6, 2011-2053 (2013). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 91B24 60G57 PDF BibTeX XML Cite \textit{C. Kühn} and \textit{M. Stroh}, Stochastic Processes Appl. 123, No. 6, 2011--2053 (2013; Zbl 1290.91148) Full Text: DOI
Alfonsi, Aurélien; Schied, Alexander Capacitary measures for completely monotone kernels via singular control. (English) Zbl 1268.49001 SIAM J. Control Optim. 51, No. 2, 1758-1780 (2013). MSC: 49J15 49K15 31C15 49N90 91G80 34G20 PDF BibTeX XML Cite \textit{A. Alfonsi} and \textit{A. Schied}, SIAM J. Control Optim. 51, No. 2, 1758--1780 (2013; Zbl 1268.49001) Full Text: DOI
Gatheral, Jim; Schied, Alexander; Slynko, Alla Transient linear price impact and Fredholm integral equations. (English) Zbl 1278.91061 Math. Finance 22, No. 3, 445-474 (2012). MSC: 91B24 91G80 45B05 PDF BibTeX XML Cite \textit{J. Gatheral} et al., Math. Finance 22, No. 3, 445--474 (2012; Zbl 1278.91061) Full Text: DOI
Alfonsi, Aurélien; Schied, Alexander; Slynko, Alla Order book resilience, price manipulation, and the positive portfolio problem. (English) Zbl 1255.91412 SIAM J. Financ. Math. 3, 511-533 (2012). MSC: 91G30 15A63 42A82 91B24 91B26 PDF BibTeX XML Cite \textit{A. Alfonsi} et al., SIAM J. Financ. Math. 3, 511--533 (2012; Zbl 1255.91412) Full Text: DOI
Jha, Navnit; Mohanty, R. K. TAGE iterative algorithm and nonpolynomial spline basis for the solution of nonlinear singular second order ordinary differential equations. (English) Zbl 1244.65111 Appl. Math. Comput. 218, No. 7, 3289-3296 (2011). MSC: 65L10 34B16 65Y05 65L20 65L12 PDF BibTeX XML Cite \textit{N. Jha} and \textit{R. K. Mohanty}, Appl. Math. Comput. 218, No. 7, 3289--3296 (2011; Zbl 1244.65111) Full Text: DOI
Bayraktar, Erhan; Ludkovski, Michael Optimal trade execution in illiquid markets. (English) Zbl 1233.91335 Math. Finance 21, No. 4, 681-701 (2011). MSC: 91G80 91G10 60K10 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{M. Ludkovski}, Math. Finance 21, No. 4, 681--701 (2011; Zbl 1233.91335) Full Text: DOI
Predoiu, Silviu; Shaikhet, Gennady; Shreve, Steven Optimal execution in a general one-sided limit-order book. (English) Zbl 1222.91062 SIAM J. Financ. Math. 2, 183-212 (2011). Reviewer: Georgiy Shevchenko (Kiev) MSC: 91G20 91G80 90C25 93E20 PDF BibTeX XML Cite \textit{S. Predoiu} et al., SIAM J. Financ. Math. 2, 183--212 (2011; Zbl 1222.91062) Full Text: DOI
Lovassy, Rita; Kóczy, László T.; Gál, László Optimization in fuzzy flip-flop neural networks. (English) Zbl 1211.68326 Rudas, Imre J.(ed) et al., Computational intelligence and informatics. Selected papers based on the presentations at the 10th international symposium of Hungarian researchers on computational intelligence and informatics, Budapest, Hungary, November 12–14, 2009. Berlin: Springer (ISBN 978-3-642-15219-1/hbk; 978-3-642-15220-7/ebook). Studies in Computational Intelligence 313, 337-348 (2010). MSC: 68T05 PDF BibTeX XML Cite \textit{R. Lovassy} et al., Stud. Comput. Intell. 313, 337--348 (2010; Zbl 1211.68326) Full Text: DOI
Alfonsi, Aurélien; Schied, Alexander Optimal trade execution and absence of price manipulations in limit order book models. (English) Zbl 1196.91025 SIAM J. Financ. Math. 1, 490-522 (2010). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B24 91B25 91G99 93E20 49K99 PDF BibTeX XML Cite \textit{A. Alfonsi} and \textit{A. Schied}, SIAM J. Financ. Math. 1, 490--522 (2010; Zbl 1196.91025) Full Text: DOI
Alfonsi, Aurélien; Fruth, Antje; Schied, Alexander Optimal execution strategies in limit order books with general shape functions. (English) Zbl 1185.91199 Quant. Finance 10, No. 2, 143-157 (2010). Reviewer: Nikolaos Halidias (Athens) MSC: 91G99 91G10 PDF BibTeX XML Cite \textit{A. Alfonsi} et al., Quant. Finance 10, No. 2, 143--157 (2010; Zbl 1185.91199) Full Text: DOI arXiv
Penn, Michal; Polukarov, Maria; Tennenholtz, Moshe Random order congestion games. (English) Zbl 1232.91021 Math. Oper. Res. 34, No. 3, 706-725 (2009). MSC: 91A10 91A06 91A80 PDF BibTeX XML Cite \textit{M. Penn} et al., Math. Oper. Res. 34, No. 3, 706--725 (2009; Zbl 1232.91021) Full Text: DOI
Quintana-Ortí, Gregorio; Quintana-Ortí, Enrique S.; Remón, Alfredo; van de Geijn, Robert A. An algorithm-by-blocks for supermatrix band Cholesky factorization. (English) Zbl 1204.65043 Palma, José M. Laginha M. (ed.) et al., High performance computing for computational science – VECPAR 2008. 8th international conference, Toulouse, France, June 24–27, 2008. Revised selected papers. Berlin: Springer (ISBN 978-3-540-92858-4/pbk). Lecture Notes in Computer Science 5336, 228-239 (2008). MSC: 65F30 65Y05 65Y15 PDF BibTeX XML Cite \textit{G. Quintana-Ortí} et al., Lect. Notes Comput. Sci. 5336, 228--239 (2008; Zbl 1204.65043) Full Text: DOI
Li, Xianfeng; Roychoudhury, Abhik; Mitra, Tulika Modeling out-of-order processors for WCET analysis. (English) Zbl 1103.68410 Real-Time Syst. 34, No. 3, 195-227 (2006). MSC: 68M20 68N99 PDF BibTeX XML Cite \textit{X. Li} et al., Real-Time Syst. 34, No. 3, 195--227 (2006; Zbl 1103.68410) Full Text: DOI
Collard, Jean-François Reasoning about program transformations. Imperative programming and flow of data. (English) Zbl 1030.68020 New York, NY: Springer. xviii, 237 p. (2003). Reviewer: Nikolay Yakovlevich Tikhonenko (Odessa) MSC: 68N19 68-01 PDF BibTeX XML Cite \textit{J.-F. Collard}, Reasoning about program transformations. Imperative programming and flow of data. New York, NY: Springer (2003; Zbl 1030.68020)
Kechadi, M.-Tahar; Dekeyser, J.-Luc Analysis and simulation of an out-of-order execution model in vector multiprocessor systems. (English) Zbl 0903.68014 Parallel Comput. 23, No. 13, 1963-1986 (1997). MSC: 68M99 PDF BibTeX XML Cite \textit{M. T. Kechadi} and \textit{J. L. Dekeyser}, Parallel Comput. 23, No. 13, 1963--1986 (1997; Zbl 0903.68014) Full Text: DOI
Barbuti, R.; De Francesco, N.; Santone, A. Algebraic computational models of OR-parallel execution of Prolog. (English) Zbl 0865.68023 Acta Inf. 34, No. 6, 449-489 (1997). Reviewer: A.Santone (Pisa) MSC: 68N17 68Q55 68Q10 PDF BibTeX XML Cite \textit{R. Barbuti} et al., Acta Inf. 34, No. 6, 449--489 (1997; Zbl 0865.68023) Full Text: DOI
Goldstein, William M.; Fisher, Donald L. Stochastic networks as models of cognition: Deriving predictions for resource-constrained mental processing. (English) Zbl 0738.92025 J. Math. Psychol. 36, No. 1, 129-145 (1992). MSC: 91E10 91E45 94C99 PDF BibTeX XML Cite \textit{W. M. Goldstein} and \textit{D. L. Fisher}, J. Math. Psychol. 36, No. 1, 129--145 (1992; Zbl 0738.92025) Full Text: DOI
Rayko, D.; Vershinin, Kirill; Romanenko, I. Algebraic programm interpreter APREX2. (English) Zbl 0776.68066 Theoretical aspects of computer science, Proc. 8th Annu. Symp., STACS ’91, Hamburg/Ger. 1991, Lect. Notes Comput. Sci. 480, 547-548 (1991). MSC: 68W30 68Q42 68Q65 68N99 PDF BibTeX XML Cite \textit{D. Rayko} et al., Lect. Notes Comput. Sci. 480, 547--548 (1991; Zbl 0776.68066)
Katz, S.; Peled, D. An efficient verification method for parallel and distributed programs. (Technical contribution). (English) Zbl 0683.68015 Linear time, branching time and partial order in logics and models for concurrency, Proc. Workshop, Noordwijkerhout/NL 1988, Lect. Notes Comput. Sci. 354, 489-507 (1989). Reviewer: N.Curteanu MSC: 68Q60 68N25 68Q45 06A06 03B45 PDF BibTeX XML
Kanamori, Tadashi Soundness and completeness of extended execution for proving properties of Prolog programs. (English) Zbl 0657.68012 Programming of future generation computers, Proc. 1st Fr.-Jap. Symp., Tokyo/Jap. 1986, 259-281 (1988). Reviewer: H.Luchian MSC: 68Q60 68T15 PDF BibTeX XML
Holenderski, Leszek The correctness of nondeterministic programs revisited. (English) Zbl 0614.68011 Inf. Process. Lett. 23, 299-303 (1986). MSC: 68Q60 PDF BibTeX XML Cite \textit{L. Holenderski}, Inf. Process. Lett. 23, 299--303 (1986; Zbl 0614.68011) Full Text: DOI
Axelsson, O.; Eijkhout, V. A note on the vectorization of scalar recursions. (English) Zbl 0613.65039 Parallel Comput. 3, 73-83 (1986). Reviewer: W.Schönauer MSC: 65F30 68Q25 68N25 PDF BibTeX XML Cite \textit{O. Axelsson} and \textit{V. Eijkhout}, Parallel Comput. 3, 73--83 (1986; Zbl 0613.65039) Full Text: DOI
Podraza, Roman Dataflow model. (Polish) Zbl 0581.68015 Podstawy Sterowania 15, 153-169 (1985). MSC: 68Q60 68N25 PDF BibTeX XML Cite \textit{R. Podraza}, Podstawy Sterowania 15, 153--169 (1985; Zbl 0581.68015)