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Abstract

In this paper a new minimal cost graph flow problem is defined. Such kind of problem appears by optimal solving of certain financial tasks connected to the currency exchange at the cash currency markets. The initial problem containing absolute values in the objective function which provides the total costs of the financial transaction is transformed to a linear programming problem in the standard form. An example of the solution of the simple graph annihilation problem is given.

Keywords

Currency markets directed graph cash flow assets annihilation linear programming 

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References

  1. 1.
    Arthanari, T.S., Dodge, Y.: Mathematical Programming in Statistics. Wiley, New York (1981)zbMATHGoogle Scholar
  2. 2.
    Plesník, J., Dupačová, J., Vlach, M.: Linear Programming (Lineárne programovanie, in Czech/Slovak). ALFA, Bratislava, p. 320 (1990)Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Ján Buša
    • 1
    • 2
  1. 1.SORS ResearchKošiceSlovakia
  2. 2.Department of Mathematics and Theoretical Informatics, Faculty of Electrical Engineering and InformaticsTechnical University of KošiceKošiceSlovakia

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