Average-case competitive analyses for one-way trading
Publication:626450
DOI10.1007/s10878-009-9239-4zbMath1209.91186OpenAlexW2135324143MaRDI QIDQ626450
Kazuo Iwama, Yoshiyuki Sekiguchi, Hiroshi Fujiwara
Publication date: 18 February 2011
Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)
Full work available at URL: https://soar-ir.repo.nii.ac.jp/record/19572/files/Average-Case_Competitive_Analyses_for_One-Way_Trading.pdf
competitive analysisonline algorithmsfunctional analysisfinancial engineeringaverage-case analysisstochastic analysisone-way tradingcurrency trading
Statistics of extreme values; tail inference (62G32) Applications of game theory (91A80) Existence of solutions for minimax problems (49J35) Financial applications of other theories (91G80) Online algorithms; streaming algorithms (68W27)
Related Items (11)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Online algorithms. The state of the art
- The average-case analysis of some on-line algorithms for bin packing
- Average-case competitive analyses for ski-rental problems
- A risk-reward framework for the competitive analysis of financial games
- Average case analysis of bounded space bin packing algorithms
- Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns
- On adequate performance measures for paging
- Optimal Algorithms for k-Search with Application in Option Pricing
- Average-Case and Smoothed Competitive Analysis of the Multilevel Feedback Algorithm
- Models and Algorithms for Stochastic Online Scheduling
- Algorithms – ESA 2004
- A new average case analysis for completion time scheduling
- Stochastic differential equations. An introduction with applications.
- Optimal search and one-way trading online algorithms
This page was built for publication: Average-case competitive analyses for one-way trading