Using Generalized Forecasts for Online Currency Conversion

El-Yaniv et al. presented an optimal on-line algorithm for the unidirectional currency conversion problem based on the threat-based strategy. Later, al-Binali pointed out that this algorithm, while certainly optimal in terms of the competitive ratio, may be too conservative from “gamblers’ view points.” He proposed the trading strategy using the

• Type: Conference
• Year: 1999
• Where: COCOON
• Authors: Kazuo Iwama, Kouki Yonezawa
• Keywords: COCOON 1999, Combinatorics, Optimal On-line Algorithm, Threat-based Strategy, Unidirectional Currency Conversion