Competitive analysis of bi-directional non-preemptive conversion
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Publication:1679505
DOI10.1007/s10878-017-0131-3zbMath1374.68727OpenAlexW2607270909MaRDI QIDQ1679505
Publication date: 9 November 2017
Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10878-017-0131-3
competitive analysisonline algorithmstime series searchone-way tradingconversion problembi-directional conversioncurrency conversionfinancial games
Financial applications of other theories (91G80) Probabilistic games; gambling (91A60) Online algorithms; streaming algorithms (68W27)
Related Items (4)
An online trading problem with an increasing number of available products ⋮ Online two-way trading: randomization and advice ⋮ Optimal online two-way trading with bounded number of transactions ⋮ Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices
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- Online algorithms for the general \(k\)-search problem
- Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns
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