An Experimental Analysis of Online Unidirectional Conversion Problem-Reference-Cited by-同舟云学术

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An Experimental Analysis of Online Unidirectional Conversion Problem

Published:2012 Issue: Volume: Page:176-187
ISSN:1865-1348
Container-title:Lecture Notes in Business Information Processing
language:
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Author:

Ahmad Iftikhar,Schmidt Günter

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-32273-0_15

Reference14 articles.

1. Al-Binali, S.: A risk-reward framework for the competitive analysis of financial games. Algorithmica 25, 99–115 (1999)

2. Brock, W.A., Lakonishok, J., LeBaron, B.: Simple technical trading rules and the stochastic properties of stock returns. Journal of Finance 47, 1731–1764 (1992)

3. Chang, E.J., Lima, E.J.A., Tabak, B.M.: Testing for predictability in emerging equity markets. Emerging Markets Review 5(3), 295–316 (2004)

4. Chen, G.-H., Kao, M.-Y., Lyuu, Y.-D., Wong, H.-K.: Optimal buy-and-hold strategies for financial markets with bounded daily returns. SIAM Journal on Computing 31(2), 447–459 (2001)

5. Damaschke, P., Ha, P.H., Tsigas, P.: Online search with time-varying price bounds. Algorithmica 55(4), 619–642 (2009)

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1. Using algorithmic trading to analyze short term profitability of Bitcoin;PeerJ Computer Science;2021-02-03

2. Optimal online k-min search;EURO Journal on Computational Optimization;2015-05

3. Online algorithms for conversion problems: A survey;Surveys in Operations Research and Management Science;2014-07

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