An improvement on El-Yaniv-Fiat-Karp-Turpin's money-making bi-directional trading strategy (Q1129108)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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