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Browsing Faculty of Engineering, Computer Science & Engineering by Author "Wijetunge, KPHC"

Browsing Faculty of Engineering, Computer Science & Engineering by Author "Wijetunge, KPHC"

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  • Optimizing strategies for VWAP based trading algorithms 
    Wijetunge, KPHC [Thesis-Abstract]
    In this thesis I propose optimization strategies to an existing VWAP algorithm. The report provides information on the extent of literature review done to acquire the knowledge required to complete the identified research. ...