HomeDespre ECTAEventsPolitica editorialaTrimite un articolParteneri / link-uri utileArchiveAbonamentContact

ISSN 1841-8678   (print)
ISSN 1844-0029   (online)


Archive ECTAP

Note: for the period 1994-2003 the archive of the magazine will not be available online

Supplements ECTAP

If you cannot open the pdf file you need Adobe Reader.
download Adobe Reader

Creative Commons License

Theoretical and Applied Economics
No. 2 / 2006 (497)

An Algoritm for the Alocation Optimization of Trading Executions

Claudiu Vinte

Abstract. In this paper, I wish to propose the Integer Allocation employing Tabu Search in conjunction with Simulated Annealing Heuristics for optimizing the distribution of trading executions in investors’ accounts. There is no polynomial algorithm discovered for Integer Linear Programming (a problem which is NP-complete). Generally, the practical experience shows that large-scale integer linear programs seem as yet practically unsolvable or extremely time-consuming. The algorithm described herein proposes an alternative approach to the problem. The algorithm consists of three steps: allocate the total executed quantity proportionally on the accounts, based on the allocation instructions (pro-rata basis); construct an initial solution, distributing the executed prices; improve the solution iteratively, employing Tabu Search in conjunction with Simulated Annealing heuristics.

Keywords: integer allocation; allocation instructions; pro-rata coefficient; optimization.

Download the full article:  


Schimbarea din mers
Marin Dinu

Open acces




The Economicity. The Epistemic Landscape, Marin Dinu, 2016


ISSN 1841-8678 (ediția print) / ISSN 1844-0029 (ediția online)
© Copyright Asociația Generală a Economiștilor din România / Editura Economică
Redacția: Oficiul poștal 18, Ghișeul 3 - Căsuța poștală 31, București 014820, E-mail:

© 2006-2024 Theoretical and Applied Economics