Trading in financial markets with online algorithms

DOI10.1007/978-3-642-00142-0_6zbMATH Open1209.91191OpenAlexW950279008MaRDI QIDQ5391981FDOQ5391981

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

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Mathematics Subject Classification ID

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

Cited In (7)

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

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