Average-case competitive analyses for one-way trading

DOI10.1007/s10878-009-9239-4zbMath1209.91186OpenAlexW2135324143MaRDI 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 analysisonline algorithmsfunctional analysisfinancial engineeringaverage-case analysisstochastic analysisone-way tradingcurrency trading

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of game theory (91A80) Existence of solutions for minimax problems (49J35) Financial applications of other theories (91G80) Online algorithms; streaming algorithms (68W27)

Related Items (11)

Competitive difference analysis of the one-way trading problem with limited information ⋮ An online trading problem with an increasing number of available products ⋮ Offline and online algorithms for single-minded selling problem ⋮ Constant competitive algorithms for unbounded one-way trading under monotone hazard rate ⋮ Competitive algorithms for unbounded one-way trading ⋮ Online algorithms for the general \(k\)-search problem ⋮ Competitive strategy for on-line leasing of depreciable equipment ⋮ An improved analysis of SRPT scheduling algorithm on the basis of functional optimization ⋮ Online \((J, K)\)-search problem and its competitive analysis ⋮ Online algorithms for the multiple time series search problem ⋮ Online k-max Search Algorithms with Applications to the Secretary Problem

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