b***k
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guevara (格瓦拉) 于 (Sun Jul 26 04:42:10 2009, 美东) 提到:
1. The trading system needs to execute large trades that are broken down
into smaller trades. Lets say you need to sell X shares. You can only do one
sell order per minute. You are given a cost matrix C, where C(i,j) is the
cost of selling i-shares at minute j. How would you efficiently find the
cheapest way to sell X shares?
2. You are trying to buy a stock at the best price. You need to buy it in
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