Trading in financial markets with online algorithms

DOI10.1007/978-3-642-00142-0_6MaRDI QIDQ5391981zbMATH OpenOpenAlexFDO

Authors Esther Mohr, Günter Schmidt

Publication date 7 April 2011

Published in Operations Research Proceedings 2008 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-00142-0_6

Mathematics Subject Classification ID

Online algorithms; streaming algorithms (68W27) Actuarial science and mathematical finance (91G99)

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Cited in

(7)

• Optimal buy-and-hold strategies for financial markets with bounded daily returns
• Buy low, sell high
• Buy low, sell high
• Experimental analysis of an online trading algorithm
• Empirical Analysis of an Online Algorithm for Multiple Trading Problems
• Online trading algorithms and robust option pricing
• On-line VWAP Trading Strategies

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