Best Possible Algorithms for One-Way Trading with Only the Maximum Fluctuation Ratio Available
Author:
Affiliation:
1. Department of Electrical and Computer Engineering, Shinshu University
Publisher
Institute of Electronics, Information and Communications Engineers (IEICE)
Link
https://www.jstage.jst.go.jp/article/transinf/E107.D/3/E107.D_2023FCP0002/_pdf
Reference12 articles.
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3. [3] H. Fujiwara, N. Araki, and H. Yamamoto, “One-way trading problems via linear optimization,” Journal of the Operations Research Society of Japan, vol.63, no.1, pp.1-30, 2020. 10.15807/jorsj.63.1
4. [4] H. Fujiwara, K. Iwama, and Y. Sekiguchi, “Average-case competitive analyses for one-way trading,” J. Comb. Optim., vol.21, no.1, pp.83-107, 2011. 10.1007/s10878-009-9239-4
5. [5] P. Damaschke, P.H. Ha, and P. Tsigas, “Online search with time-varying price bounds,” Algorithmica, vol.55, no.4, pp.619-642, 2009. 10.1007/s00453-007-9156-9
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