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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. 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.
    3. Pascal Schroeder & Imed Kacem, 2022. "Optimal solutions for online conversion problems with interrelated prices," Operational Research, Springer, vol. 22(1), pages 423-448, March.
    4. 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).
    5. 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.
    6. Mohr, Esther, 2017. "Optimal replenishment under price uncertainty," European Journal of Operational Research, Elsevier, vol. 258(1), pages 136-143.

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