Online algorithms for conversion problems: A survey
暂无分享,去创建一个
[1] Esther Mohr,et al. How much is it worth to know the future in online conversion problems? , 2013, Discret. Appl. Math..
[2] Kouichi Sakurai,et al. An Improvement on El-Yaniv-Fiat-Karp-Turpin's Money-Making Bi-Directional Trading Strategy , 1998, Inf. Process. Lett..
[3] Esther Mohr,et al. Experimental Analysis of an Online Trading Algorithm , 2010, Electron. Notes Discret. Math..
[4] Yishay Mansour,et al. Competitive algorithms for VWAP and limit order trading , 2004, EC '04.
[5] Thomas S. Ferguson,et al. Who Solved the Secretary Problem , 1989 .
[6] Bruce J. Vanstone,et al. An empirical methodology for developing stockmarket trading systems using artificial neural networks , 2009, Expert Syst. Appl..
[7] Ran El-Yaniv,et al. Competitive Optimal On-Line Leasing , 1999, Algorithmica.
[8] Sham M. Kakade,et al. Trading in Markovian Price Models , 2005, COLT.
[9] Aaron Johnson,et al. Online and Offline Selling in Limit Order Markets , 2008, WINE.
[10] Marek Chrobak,et al. SIGACT news online algorithms column 8 , 2005, SIGA.
[11] Iftikhar Ahmad,et al. An Experimental Analysis of Online Unidirectional Conversion Problem , 2012, EC-Web.
[12] Ran El-Yaniv,et al. Competitive analysis of financial games , 1992, Proceedings., 33rd Annual Symposium on Foundations of Computer Science.
[13] Sabah al-Binali,et al. A Risk‐Reward Framework for the Competitive Analysis of Financial Games , 1999, Algorithmica.
[14] Yin-Feng Xu,et al. Online algorithms for the multiple time series search problem , 2012, Comput. Oper. Res..
[15] Robert D. Kleinberg. A multiple-choice secretary algorithm with applications to online auctions , 2005, SODA '05.
[16] Ming-Yang Kao,et al. Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns , 2001, SIAM J. Comput..
[17] Benjamin Miranda Tabak,et al. Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules , 2009, Eur. J. Oper. Res..
[18] Yin-Feng Xu,et al. Optimal algorithms for online time series search and one-way trading with interrelated prices , 2010, Journal of Combinatorial Optimization.
[19] Iftikhar Ahmad,et al. Competitive Ratio as Coherent Measure of Risk , 2012, OR.
[20] Javeria Iqbal,et al. Can online trading algorithms beat the market? An experimental evaluation , 2012, SCOR.
[21] P. Freeman. The Secretary Problem and its Extensions: A Review , 1983 .
[22] Avrim Blum,et al. Online algorithms for market clearing , 2002, SODA '02.
[23] Peter Damaschke,et al. Online Search with Time-Varying Price Bounds , 2007, Algorithmica.
[24] Ran El-Yaniv,et al. Optimal Search and One-Way Trading Online Algorithms , 2001, Algorithmica.
[25] Kazuo Iwama,et al. Using Generalized Forecasts for Online Currency Conversion , 1999, COCOON.
[26] Steven C. H. Hoi,et al. Online portfolio selection: A survey , 2012, CSUR.
[27] Joan Boyar,et al. A comparison of performance measures via online search , 2011, Theor. Comput. Sci..
[28] Nicole Immorlica,et al. Online auctions and generalized secretary problems , 2008, SECO.
[29] Kazuo Iwama,et al. Average-case competitive analyses for one-way trading , 2011, J. Comb. Optim..
[30] Stan Uryasev,et al. Modeling and optimization of risk , 2011 .
[31] Konstantinos Panagiotou,et al. Optimal Algorithms for k-Search with Application in Option Pricing , 2007, Algorithmica.
[32] Ming-Yang Kao,et al. On-line difference maximization , 1997, SODA '97.
[33] Esther Mohr,et al. A Comparative Study of Heuristic Conversion Algorithms, Genetic Programming and Return Predictability on the German Market , 2013, EVOLVE.
[34] Thomas S. Ferguson,et al. [Who Solved the Secretary Problem?]: Rejoinder , 1989 .
[35] Philippe Artzner,et al. Coherent Measures of Risk , 1999 .
[36] Ran El-Yaniv,et al. Competitive solutions for online financial problems , 1998, CSUR.
[37] Allan Borodin,et al. Online computation and competitive analysis , 1998 .
[38] Yin-Feng Xu,et al. Online algorithms for the general k-search problem , 2011, Inf. Process. Lett..
[39] Yin-Feng Xu,et al. Optimal Algorithms for the Online Time Series Search Problem , 2009, COCOA.
[40] E.L. Lawler,et al. Optimization and Approximation in Deterministic Sequencing and Scheduling: a Survey , 1977 .
[41] Ran El-Yaniv,et al. The statistical adversary allows optimal money-making trading strategies , 1995, SODA '95.
[42] Hongyi Li,et al. Competitive Analysis of On-line Securities Investment , 2005, AAIM.