On-line versus off-line in money-making strategies with brokerage

Author:

Dannoura Eisuke,Sakurai Kouichi

Publisher

Springer Berlin Heidelberg

Reference6 articles.

1. T.M.Cover. UNIVERSAL PORTFORIOS, In Journal of Mathematical Finance, Vol.1, No.1, pagesl–29, January 1991.

2. Andrew Chou, Jeremy Cooperstock, Ran El-Yaniv, Michael Klugerman and Tom Leighton. The Statistical Adversary Allows Optimal Money-Making Trading Strategies. In Proceeding of SODA'95, 1995. [EFKT92] R.EI-Yaniv, A.Fiat, R.Karp and G.Turpin. Competitive Analysis of Financial Games. In Proceeding of the 33rd Annual Symposium on Foundations of Computer Science, pp.327-333, 1992.

3. Ran El-Yaniv and Richard M.Karp. The Mortgage Problem. Proceedings of the 2nd Israel Symposium on Theory and Computing Systems, 1993.

4. Richard M.Karp. On-Line Algorithms Versus Off-Line Algorithms: How Much is it Worth to know the Future?, In Proceeding of IFIP, 1992.

5. P.Raghavan. A statistical adversary for on-line algorithms. DIMACS Series in Discrete Mathematics and Theoretical Computer Science, 7;79–83, 1991.

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1. Using Generalized Forecasts for Online Currency Conversion;Lecture Notes in Computer Science;1999

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