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Pairs Trading Using HFT in OMX Baltic Market

Mantas Vaitonis
2017 Baltic Journal of Modern Computing  
The contribution of this paper is to test pairs trading strategy proposed by J. Caldeira and G. V. Moura with OMX Baltic stocks and to incorporate a trading pair selection algorithm.  ...  In this paper the database for testing covers 14 OMX Baltic stocks for 6 months between 2014-10-01 and 2015-03-31.  ...  Acknowledgements I would like to thank the AB NASDAQ OMX Vilnius for providing me a high frequency data of 14 OMX Baltic region stocks for this research.  ... 
doi:10.22364/bjmc.2017.5.1.03 fatcat:4vfkt6ky35h6pn3pnj3leu3jsu

Locally Constrained Ontologies

Karlis Podnieks
2016 Baltic Journal of Modern Computing  
It appears that the principal cause of the "tree phenomenon" is the local character of ontology constraints expressed by graphical means of UML class diagrams (roughly, each of such constraints involves  ...  In 2014, Barzdins, Rencis and Sostaks introduced granular ontologies as a specific organization of databases allowing for extremely fast processing of ad hoc queries, and proved the following Granularity  ...  Acknowledgements This work has been supported by the European Regional Development Fund (ERDF) project Nr. 2014/0020/2DP/2.1.1.1.0/14/ APIA/VIAA/072 at the Institute of Mathematics and Computer Science  ... 
doi:10.22364/bjmc.2016.4.4.08 fatcat:gv6ncsolh5gm5o4dgk4qoe7224

His Second Student

Juris Borzovs
2016 Baltic Journal of Modern Computing  
He shares some memories of that time and presents some results in reducibility theory that were not published in peer-reviewed journals before.  ...  The author claims to be the second graduate student of Rūsiņš Mārtiņš Freivalds.  ...  I decided to never risk like that again, while realizing that the theoretical computer science is not my cup of tea.  ... 
doi:10.22364/bjmc.2016.4.4.07 fatcat:uvbokmegjfdz7inmi6ak6q72xu

Key Drivers of Digitalization; EU Context and Baltic Case

Girts Karnitis, Andris Virtmanis, Edvins Karnitis
2019 Baltic Journal of Modern Computing  
Current strengths and weaknesses of the Baltic States are analysed in more detail and recommendations are elaborated.  ...  use of the DESI.  ...  countries of lower earnings, including Baltic States.  ... 
doi:10.22364/bjmc.2018.7.1.06 fatcat:gv5kul2qwvgmnmc6gmxmyqctoq

Domino Exclusion Problem

Andrejs Cibulis, Walter Trump
2020 Baltic Journal of Modern Computing  
With new theoretical insights and a specially designed computer program we were able to expand the sequence from n =18 to n = 33. New upper bounds of d(n) thought to be sharp have been obtained.  ...  The classic domino exclusion problem consists of finding minimum number d(n) of dominoes on an n n chessboard to prevent placement of another domino.  ...  Some generalizations Conclusions The article contains the theorems of pure mathematics, as well as computer-assisted proofs.  ... 
doi:10.22364/bjmc.2020.8.4.02 fatcat:ztc6o34i7rewve3iqmy7tuqbhi

Tetrads and their Counting

Juris Čerņenoks, Andrejs Cibulis
2018 Baltic Journal of Modern Computing  
There is no known formula yielding the number of distinct polyominoes of the given number of squares. The same can be said about tetrads made of polyominoes or another polyforms.  ...  All n-ominoes up to n = 17 have been checked, the number of tetrads and the number of full tetrads have been determined. Some open problems have been proposed.  ...  Buckley in the Journal of Recreational Mathematics (1975, Vol. 8.) .  ... 
doi:10.22364/bjmc.2018.6.2.01 fatcat:dy4cr7j7kzgz5c3zncto5ivhua

Oddities of Quantum Colorings

Laura Mančinska, David E. Roberson
2016 Baltic Journal of Modern Computing  
We build on an insight of Burgdorf and Piovesan (Burgdorf and Piovesan, 2015) , who used a computer system for algebraic computations (GAP) to observe that G 13 is not quantum 3-colorable.  ...  In particular, they used the GAP package GBNP made for computing Groebner bases of ideals of non-commutative polynomials.  ... 
doi:10.22364/bjmc.2016.4.4.16 fatcat:p3zkfmx6lrhkphzvgkq6yavy3a

Recent Trends in Database Technology

Jurgita Lieponienė
2020 Baltic Journal of Modern Computing  
Social networks, web 2.0, web 3.0 technologies, internet of things, cloud computing require new data management technologies.  ...  Rapid development of information technologies puts forward new requirements to data storage, processing and management.  ...  of the cloud computing as well as the spread of smart devices.  ... 
doi:10.22364/bjmc.2020.8.4.06 fatcat:qmaksn2fpfcdpne3ejwannhqya

Recursive AOP for Reversible Software

Vaidas Giedrimas
2019 Baltic Journal of Modern Computing  
Innovative paradigm of reversible computing (RC) is on the focus of current computer science.  ...  The set of possible applications of RC includes software debugging, faulttolerance increasing and quantum computing.  ...  Reversible computing is on the focus of current computer science.  ... 
doi:10.22364/bjmc.2019.7.3.09 fatcat:jflbkut7g5g3pct3s3ptprjfhq

Four Collaborations with Rūsiņš Freivalds

Andris Ambainis
2016 Baltic Journal of Modern Computing  
Rūsiņš Mārtiņš Freivalds (1942 -2016 was one of European pioneers of theoretical computer science, making important contributions to the theory of probabilistic algorithms and other fields of theoretical  ...  computer science.  ...  which was a starting point in quantum computing for both of us.  ... 
doi:10.22364/bjmc.2016.4.4.04 fatcat:vra7beoqr5b4xbyyvzqxuskj34

The Perfect Lambda Syntax

Mikus Vanags, Rudite Cevere
2018 Baltic Journal of Modern Computing  
This article presents a review and analysis of a set of characteristics that describe a perfect lambda syntax.  ...  Different ideas of lambda expression implementation are compared, and the perfect lambda syntax is discovered.  ...  reviewers of our paper.  ... 
doi:10.22364/bjmc.2018.6.1.02 fatcat:3ineeukcgvcdfdbehztjnh3yma

Transition Function Complexity of Finite Automata

Māris Valdats
2019 Baltic Journal of Modern Computing  
Finite automata represented with a Boolean circuit are considered also from the computational complexity point of view.  ...  This paper considers the state assignment problem of finite automata from the complexity point of view.  ...  In the final part of this work the computational complexity of this model is considered.  ... 
doi:10.22364/bjmc.2019.7.3.02 fatcat:lxubxil3njhclboqufsxgw5swm

Comparative Analysis of Biochemical Network Reconstructions

Martins Mednis
2016 Baltic Journal of Modern Computing  
Reconstruction of genome-scale metabolic network is a result of assembling various information sources about all biochemical reactions expected in the metabolic network of interest.  ...  Despite the efforts of leading bio-models databases to make comparison of biochemical networks by elements names obsolete, interest from researchers in using string similarity metrics in comparison of  ...  of algorithms and methods for biomolecular networks analysis and visualization" (Ref.  ... 
doi:10.22364/bjmc.2016.4.4.27 fatcat:izwzjqb74fa7tk5tntyhgjsbky

To the Memory of R. Freivalds

Efim Kinber
2016 Baltic Journal of Modern Computing  
In about three hours, he taught me the basics of Turing machines, computability, Church-Turing thesis, introduced me to the concept of so-called (m,n)-computation, and explained to me the results recently  ...  Frankly, I was scared -I knew nothing about computer science at the time, except for having taken a couple of courses in programming. But Prof.  ...  Taimina for a number of suggestions that greatly improved the style of the paper.  ... 
doi:10.22364/bjmc.2016.4.4.05 fatcat:tt27i6qrcnepphlv6if3dfpqsy

Dynamic System Sustainability Simulation Modelling

Normunds Mihailovs, Sarma Cakula
2020 Baltic Journal of Modern Computing  
The result of the work is a computer model that provides an opportunity to assess the sustainability of real-life system and its dimensions.  ...  The aim of the paper is to create a simulation model for sustainability of a dynamic system in order to assess and forecast the sustainability of the system under alternative development scenarios.  ...  Results The result of the work is a computer model that provides an opportunity to assess the sustainability of real-life system and its dimensions by entering data generated in the course of the study  ... 
doi:10.22364/bjmc.2020.8.1.12 fatcat:w6ybexbt3bbcfl5fcqboqbr4d4
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