Currency arbitrage detection using a binary integer programming model

In this article, we examine the use of a new binary integer programming (BIP) model to detect arbitrage opportunities in currency exchanges. This model showcases an excellent application of mathematics to the real world. The concepts involved are easily accessible to undergraduate students with basi...

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Vydané v:	International journal of mathematical education in science and technology Ročník 42; číslo 3; s. 369 - 376
Hlavní autori:	Soon, Wanmei, Ye, Heng-Qing
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	London Taylor & Francis Group 01.04.2011 Taylor & Francis, Ltd Taylor & Francis Ltd
Predmet:	binary integer programming Computation Currency currency arbitrage detection Equations (Mathematics) Foreign Countries Higher Education Integer programming Linear programming Mathematical Applications Mathematical Concepts Mathematical Models Mathematics Mathematics Education Monetary Systems network simplex method Numbers Operations Research Programming Studies Undergraduate Students
ISSN:	0020-739X, 1464-5211
On-line prístup:	Získať plný text
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