Experimental analysis of an online trading algorithm

DOI10.1016/J.ENDM.2010.05.066MaRDI QIDQ2883607zbMATH OpenOpenAlexFDO

Authors Günter Schmidt, Esther Mohr, Mike Kersch

Publication date 13 May 2012

Published in Electronic Notes in Discrete Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.endm.2010.05.066

zbMATH Keywords

heuristicssimulationdecision analysisdecision support systemsinvestment analysisrisk managementuncertainty modelingOR in banking

Mathematics Subject Classification ID

Decision theory (91B06) Economic time series analysis (91B84) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Financial applications of other theories (91G80)

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Cites work

• Empirical Analysis of an Online Algorithm for Multiple Trading Problems
• Optimal search and one-way trading online algorithms
• Who solved the secretary problem

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(5)

• How much is it worth to know the future in online conversion problems?
• Empirical Analysis of an Online Algorithm for Multiple Trading Problems
• Competitive analysis of interrelated price online inventory problems with demands
• Trading in financial markets with online algorithms
• Optimal online two-way trading with bounded number of transactions

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