Average-case competitive analyses for one-way trading

DOI10.1007/s10878-009-9239-4zbMath1209.91186MaRDI QIDQ626450

Kazuo Iwama, Yoshiyuki Sekiguchi, Hiroshi Fujiwara

Publication date: 18 February 2011

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

Full work available at URL: https://soar-ir.repo.nii.ac.jp/record/19572/files/Average-Case_Competitive_Analyses_for_One-Way_Trading.pdf

zbMATH Keywords

competitive analysis; online algorithms; functional analysis; financial engineering; average-case analysis; stochastic analysis; one-way trading; currency trading

Mathematics Subject Classification ID

62G32: Statistics of extreme values; tail inference

91A80: Applications of game theory

49J35: Existence of solutions for minimax problems

91G80: Financial applications of other theories

68W27: Online algorithms; streaming algorithms

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