Optimal online two-way trading with bounded number of transactions

DOI10.1007/s00453-018-00534-9zbMath1431.68162arXiv1706.05320OpenAlexW3022382042WikidataQ128762600 ScholiaQ128762600MaRDI QIDQ5919673

Stanley P. Y. Fung

Publication date: 17 October 2019

Published in: Algorithmica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.05320

zbMATH Keywords

competitive analysisonline algorithmstradingstop loss

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Online algorithms; streaming algorithms (68W27)

Related Items (2)

An online trading problem with an increasing number of available products ⋮ Online two-way trading: randomization and advice

Cites Work

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