题目列表
显示 40 / 646 道可提交题。 当前筛选:标签:Optimization,难度:中等
Binary-State Strategy — Best PnL With Post-Exit Cooldown
Periodic Yield To Maturity of a Fixed-Rate Coupon Bond via Bisection
Multi-Strike Portfolio with Per-Strike Share Cap (Bounded Knapsack)
Best Realized PnL Bound Under K Disjoint Round-Trips with Per-Roundtrip Impact Cost
Periodic IRR of an Equally-Spaced Cashflow Stream Under the Standard-Project Assumption via Bisection
Sequenced Limit Orders — Earliest K-th Fire Day With Per-Order Threshold And Cooldown Gap
Toy Equal-Risk-Contribution Solver (Fixed-Point Iteration)
Budget-Constrained Ticker Selection (0/1 Knapsack)
Longest Stair-Stepping Subsequence Of Cumulative-PnL Reports Under A Minimum-Gain Gate
Maximum Realised Cumulative Return When Allowed To Skip At Most K Periods
Winning-Streak Counting — Maximum Disjoint Positive-Sum Runs of Minimum Length
Disjoint Risk-Bucket Hedge Selection under a Bucket-Budget Bitmask
Maximum Total Reward From Timestamped Trade Candidates Under A Compliance Hold-Period Gap
Three-State Action Path — Max Cumulative Reward With Flat Per-Flip Switching Penalty
Max Sum of a Min-Step-Monotone Reward Subsequence (Stair-Step PnL Ceiling)
Earliest Second Where the Algo Hits Its Volume Target Without Tripping the Slippage Cap
Minimum Constant Maker Fill-Rate to Meet a Parent-Order Deadline Under Per-Minute Supply Caps
Best Single Round-Trip Realized PnL Under a Minimum-Holding-Period Compliance Rule
Calibrating the Minimum Leverage Cap for a Target Risk Budget
Largest Uniform Collateral Haircut Covering a Liability via Bisection
Tear-Sheet Bucketing — Fewest Strictly-Positive-Sum Cover Chunks With Per-Block Length Cap
Smallest Slippage Cutoff Meeting a Target Absolute Weighted Cost via Bisection
Minimum Spread Tolerance for Target Fill Rate
Smallest Slice Length Whose Every Window Meets a Volume Target
Whole-Share Portfolio Allocator under a Single-Name Cap
Smallest Position Size Meeting Risk Budget
Sticky Binary-State Strategy — Best PnL With Per-Flip Tax And Initial-State Anchor
Transaction-Cost-Aware Target Weights from Alpha Signal