Currency arbitrage detection using a binary integer programming model

10.1109/IEEM.2007.4419314

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Bibliographic Details
Main Authors: Soon, W., Ye, H.-Q.
Other Authors: DECISION SCIENCES
Format: Conference or Workshop Item
Published: 2013
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44127
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-441272024-11-14T19:52:15Z Currency arbitrage detection using a binary integer programming model Soon, W. Ye, H.-Q. DECISION SCIENCES Binary integer programming Currency arbitrage detection Network simplex method 10.1109/IEEM.2007.4419314 IEEM 2007: 2007 IEEE International Conference on Industrial Engineering and Engineering Management 867-870 2013-10-09T03:27:33Z 2013-10-09T03:27:33Z 2007 Conference Paper Soon, W., Ye, H.-Q. (2007). Currency arbitrage detection using a binary integer programming model. IEEM 2007: 2007 IEEE International Conference on Industrial Engineering and Engineering Management : 867-870. ScholarBank@NUS Repository. https://doi.org/10.1109/IEEM.2007.4419314 1424415292 http://scholarbank.nus.edu.sg/handle/10635/44127 000253974000176 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Binary integer programming
Currency arbitrage detection
Network simplex method
spellingShingle Binary integer programming
Currency arbitrage detection
Network simplex method
Soon, W.
Ye, H.-Q.
Currency arbitrage detection using a binary integer programming model
description 10.1109/IEEM.2007.4419314
author2 DECISION SCIENCES
author_facet DECISION SCIENCES
Soon, W.
Ye, H.-Q.
format Conference or Workshop Item
author Soon, W.
Ye, H.-Q.
author_sort Soon, W.
title Currency arbitrage detection using a binary integer programming model
title_short Currency arbitrage detection using a binary integer programming model
title_full Currency arbitrage detection using a binary integer programming model
title_fullStr Currency arbitrage detection using a binary integer programming model
title_full_unstemmed Currency arbitrage detection using a binary integer programming model
title_sort currency arbitrage detection using a binary integer programming model
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/44127
_version_ 1821189972550483968