Author:
Song Jung Heon,Wu Kesheng,Simon Horst D.
Reference31 articles.
1. From PIN to VPIN: An introduction to order flow toxicity;Abad;The Spanish Review of Financial Economics,2012
2. Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search;Audet;Journal of Global Optimization,2008
3. Audet , C. S. Le Digabel C. Tribes 2009 NOMAD user guide Technical Report
4. Mesh adaptive direct search algorithms for constrained optimization;Audet;SIAM Journal on Optimization,2006
5. Analysis of generalized pattern searches;SIAM Journal on Optimization,2003