Performance Measures for Algorithmic Trading

nsbylevels

Automated Order Execution is the dominant way of executing trade orders for the last couple of years at major stock markets. There is a variety of algorithms that are designed to serve different purposes and traders preferences. In Automated Order Execution a computer-based algorithm is used to buy (or sell) a position while attempting to […]

Generalized Chaplygin gas model

sanja

My name is Sanja Ružičić and I am a first-year PhD student at Department of Mathematics and Informatics, Faculty of Sciences at University of Novi Sad. Also, I am currently employed as an Assistant at Chair of Analysis, Probability and Differential Equations at Department of Mathematics and Informatics where I received both undergraduate and graduate […]

Applied Mathematics – Data Science Master Program

Department of Mathematics and Informatics, Faculty of Science University of Novi Sad is starting with a new two year (120 ECTS) master program Applied Mathematics – Data Science from October 2016. The program will be in English and is designed in close cooperation with Biosense Research Institute (www.biosense.rs) and Engineering Department at University of Novi […]

Math PhD at University of Novi Sad

MK_slika

My name is Milena Kresoja. I hold a position of Research Assistant at Chair of Numerical Mathematics at Department of Mathematics and Informatics (DMI), Faculty of Sciences at University of Novi Sad where I received both undergraduate and graduate education in Applied Mathematics. Now, I am in the final year of my PhD in Mathematics […]

Optimization Methods for Algorithmic Trading

FillProbResponse

A group of researchers at Department of Mathematics and Informatics, Faculty of Science University of Novi Sad, in close cooperation with a London based hedge fund, is developing mathematical models for Algorithmic Trading. Algorithmic Trading, also known as Algorithmic Execution, is the automated process of trading exogenous orders in electronic (stock) exchanges. There are many […]

Vladimir Curic: Exciting world of image analysis

I am Vladimir Curic, a postdoctoral researcher at Uppsala University, Sweden. My research interests include the development of mathematical models for image analysis, morphological image processing and data analysis. The scientic problems that I have found most interesting are related to the development of mathematical models for various real world problems ranging from engineering to […]

Department of Mathematics and Informatics, Faculty of Science University of Novi Sad

University of Novi Sad is the second largest university in Serbia. It consists of 14 faculties located in Novi Sad, Sombor, Subotica and Zrenjanin. Faculty of Sciences consists of 5 departments and the Department of Mathematics and Informatics is one of these five. The Department of Mathematics and Informatics is organized in 10 chairs (7 […]