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Implementing the algorithm using a computer program is the final component of algorithmic trading, accompanied by backtesting (trying out the algorithm on historical periods of past stock market ...
Dimitri P. Bertsekas, The Auction Algorithm for Assignment and Other Network Flow Problems: A Tutorial, Interfaces, Vol. 20, No. 4, The Practice of Mathematical ...
These include Taylorseries, Curve fitting algorithms, and the CORDIC algorithm. This tutorial describes software implementation of the followingfixed point trigonometric routines using the CORDIC ...
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