SIGECOM 2004 - PDF Preprint Papers

SIGECOM 2004 Electronic Commerce

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SIGECOM
2004
ACM

254views ECommerce» more SIGECOM 2004»

Competitive algorithms for VWAP and limit order trading

13 years 10 months ago

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We introduce new online models for two important aspects of modern ﬁnancial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...

Sham Kakade, Michael J. Kearns, Yishay Mansour, Lu...

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Id	Views	Title	Status

1	254	Competitive algorithms for VWAP and limit order trading	claim
2	165	Adaptive limited-supply online auctions	claim
3	150	Experimental study of market reputation mechanisms	claim
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19	96	A stochastic programming approach to scheduling in TAC SCM	claim
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