Competitive analysis of bi-directional non-preemptive conversion

DOI10.1007/s10878-017-0131-3zbMath1374.68727OpenAlexW2607270909MaRDI QIDQ1679505

Günter Schmidt

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

zbMATH Keywords

competitive analysisonline algorithmstime series searchone-way tradingconversion problembi-directional conversioncurrency conversionfinancial games

Mathematics Subject Classification ID

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

Cites Work

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• Online search with time-varying price bounds
• An improvement on El-Yaniv-Fiat-Karp-Turpin's money-making bi-directional trading strategy
• Online algorithms for the general \(k\)-search problem
• Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns
• Optimal search and one-way trading online algorithms

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