An improvement on El-Yaniv-Fiat-Karp-Turpin's money-making bi-directional trading strategy

DOI10.1016/S0020-0190(98)00032-5zbMath0937.91061MaRDI QIDQ1129108

Eisuke Dannoura, Kouichi Sakurai

Publication date: 13 August 1998

Published in: Information Processing Letters (Search for Journal in Brave)

zbMATH Keywords

algorithmson-line algorithmsfinancial strategy

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Related Items (3)

Competitive analysis of bi-directional non-preemptive conversion ⋮ How much is it worth to know the future in online conversion problems? ⋮ Online two-way trading: randomization and advice

Cites Work

• Universal Portfolios
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