Optimal algorithms for online time series search and one-way trading with interrelated prices

DOI10.1007/s10878-010-9344-4zbMath1247.90225MaRDI QIDQ421255

Yucheng Dong, Feifeng Zheng, Yin-Feng Xu, Wen-Ming Zhang

Publication date: 23 May 2012

Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10878-010-9344-4

zbMATH Keywords

competitive ratio; online algorithm; time series search; one-way trading

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90C27: Combinatorial optimization

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Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices, Online Two Stage k-Search Problem and Its Competitive Analysis, COMPETITIVE ANALYSIS OF INTERRELATED PRICE ONLINE INVENTORY PROBLEMS WITH DEMANDS, Optimal online two-way trading with bounded number of transactions, Competitive difference analysis of the one-way trading problem with limited information, Competitive analysis of online inventory problem with interrelated prices, Competitive analysis of bi-directional non-preemptive conversion, Optimal replenishment under price uncertainty, An online trading problem with an increasing number of available products, Online two-way trading: randomization and advice, Competitive difference analysis of the cash management problem with uncertain demands, Online k-max Search Algorithms with Applications to the Secretary Problem

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