题目列表
显示 16 / 646 道可提交题。 当前筛选:标签:Dynamic Programming,难度:困难
Almgren-Chriss Static Optimal Execution Trajectory
Bounded K Transactions: 2D DP for Maximum Profit
Credit Portfolio MC Loss Distribution (Single-Factor Gaussian Copula)
Weighted Edit Distance with Per-Character Cost Matrices
Optimal Execution Trajectory Under Hard Per-Bucket Volume Caps
Maximum Cumulative Carry Under a Bounded Sign-Flip Budget
Maximum Grid PnL Path With At-Most-K Cell Skips (Right/Down)
Max-Reward Sequence Alignment Across Trade-Action Streams
Multi-Period DP for Optimal Execution Under Impact and Risk
Multi-Period Impact P&L with Exponential Decay Between Periods
Fit the Square-Root Market-Impact Coefficient by Weighted Least-Squares
Two-Budget Strike-Premium Knapsack (Delta and Vega Caps)
Weighted-Cost Edit Distance Between Trade-Action Paths