SYSTEMS, METHODS AND COMPUTER PROGRAM PRODUCTS FOR ADAPTIVE TRANSACTION COST ESTIMATION

A system, method and computer program product are provided for forecasting the transaction costs of a trade using empirical data and user-defined modeling constraints based on real-time data regarding changes in market conditions. In preferred embodiments, the invention acts as a forecaster whereby...

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Bibliographische Detailangaben
Hauptverfasser: SCHWEIGER, AARON, TYURIN, KONSTANTIN, DOMOWITZ, IAN, BORKOVEC, MILAN, HEIDLE, HANS G, EL-GAMAL, MAHMOUD
Format: Patent
Sprache:eng ; fre
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