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

Author

Listed:
  • Wenming Zhang

    (Xi’an JiaoTong University
    State Key Lab for Manufacturing Systems Engineering)

  • Yinfeng Xu

    (Xi’an JiaoTong University
    State Key Lab for Manufacturing Systems Engineering)

  • Feifeng Zheng

    (Xi’an JiaoTong University
    State Key Lab for Manufacturing Systems Engineering)

  • Yucheng Dong

    (Xi’an JiaoTong University
    State Key Lab for Manufacturing Systems Engineering)

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

Suggested Citation

  • Wenming Zhang & Yinfeng Xu & Feifeng Zheng & Yucheng Dong, 2012. "Optimal algorithms for online time series search and one-way trading with interrelated prices," Journal of Combinatorial Optimization, Springer, vol. 23(2), pages 159-166, February.
    • Handle: RePEc:spr:jcomop:v:23:y:2012:i:2:d:10.1007_s10878-010-9344-4
    DOI: 10.1007/s10878-010-9344-4
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    References listed on IDEAS

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    1. Fouad Abdelaziz & Saoussen Krichen, 2007. "Optimal stopping problems by two or more decision makers: a survey," Computational Management Science, Springer, vol. 4(2), pages 89-111, April.
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    Cited by:

    1. Günter Schmidt, 2017. "Competitive analysis of bi-directional non-preemptive conversion," Journal of Combinatorial Optimization, Springer, vol. 34(4), pages 1096-1113, November.
    2. Wang, Wei & Lan, Yingjie, 2022. "Robust one-way trading with limited number of transactions and heuristics for fixed transaction costs," International Journal of Production Economics, Elsevier, vol. 247(C).
    3. Mohr, Esther, 2017. "Optimal replenishment under price uncertainty," European Journal of Operational Research, Elsevier, vol. 258(1), pages 136-143.
    4. Wenming Zhang & Ye Zhang & Yongxi Cheng & Shankui Zheng, 2022. "An online trading problem with an increasing number of available products," Journal of Combinatorial Optimization, Springer, vol. 44(1), pages 518-531, August.
    5. Pascal Schroeder & Imed Kacem, 2022. "Optimal solutions for online conversion problems with interrelated prices," Operational Research, Springer, vol. 22(1), pages 423-448, March.
    6. Wang, Liying & Lan, Yingjie & Zhang, Jean X., 2016. "Competitive difference analysis of the one-way trading problem with limited informationAuthor-Name: Wang, Wei," European Journal of Operational Research, Elsevier, vol. 252(3), pages 879-887.

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