An improvement on El-Yaniv-Fiat-Karp-Turpin's money-making bi-directional trading strategy (Q1129108): Difference between revisions

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Latest revision as of 15:47, 28 May 2024

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An improvement on El-Yaniv-Fiat-Karp-Turpin's money-making bi-directional trading strategy
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    An improvement on El-Yaniv-Fiat-Karp-Turpin's money-making bi-directional trading strategy (English)
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    13 August 1998
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    This paper presents a bidirectional on-line algorithm for currency conversion. The algorithm is applied in particular to dollar-yen conversion. It improves on the lower bound of existing mechanisms, and involves a new unidirectional algorithm as well.
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    algorithms
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    on-line algorithms
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    financial strategy
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