Разработка генетического алгоритма и использование его для решения проблем коммивояжера

Аннотация

The currency market (Forex) reigns supreme in the global financial industry In terms of trading volumes, with a daily turnover of $5-6 trillion. The exchange rate swings of emerging countries versus the major international currencies are even more important, and for some, this is the norm for export-import activities, while for others, it is a speculative opportunity. If you have foreign exchange earnings, you can use currency swaps and interest arbitrage to get cheaper funding (currency carry trade). It is easier for Russian companies to shift currency risks to buyers, clients, and counterparty than it is for them to handle risks on their own but those who can construct strategies right will gain competitive advantages. In this regard, it should be noted that current foreign exchange market operating strategies must also consider the possibility of hedging risks.