Optimal algorithms for online time series search and one-way trading with interrelated prices

Wenming Zhang (), Yinfeng Xu, Feifeng Zheng and Yucheng Dong
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Wenming Zhang: Xi’an JiaoTong University
Yinfeng Xu: Xi’an JiaoTong University
Feifeng Zheng: Xi’an JiaoTong University
Yucheng Dong: Xi’an JiaoTong University

Journal of Combinatorial Optimization, 2012, vol. 23, issue 2, No 1, 159-166

Abstract: Abstract The basic models of online time series search and one-way trading are introduced by El-Yaniv et al. in Algorithmica 30(1), 101–139 (2001) where it is assumed that the prices are bounded within interval [m,M] (0

Keywords: Time series search; One-way trading; Online algorithm; Competitive ratio (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10878-010-9344-4

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