Experimental Analysis of an Online Trading Algorithm

DOI10.1016/J.ENDM.2010.05.066zbMath1237.91247OpenAlexW2022163252MaRDI QIDQ2883607

Mike Kersch, Günter Schmidt, Esther Mohr

Publication date: 13 May 2012

Published in: Electronic Notes in Discrete Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.endm.2010.05.066

zbMATH Keywords

decision support systemsheuristicssimulationinvestment analysisdecision analysisrisk managementuncertainty modelingOR in banking

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Decision theory (91B06) Economic time series analysis (91B84) Financial applications of other theories (91G80)

Related Items (3)

COMPETITIVE ANALYSIS OF INTERRELATED PRICE ONLINE INVENTORY PROBLEMS WITH DEMANDS ⋮ How much is it worth to know the future in online conversion problems? ⋮ Optimal online two-way trading with bounded number of transactions

Cites Work

• Who solved the secretary problem
• Empirical Analysis of an Online Algorithm for Multiple Trading Problems
• Optimal search and one-way trading online algorithms

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