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COCOON
1999
Springer

Using Generalized Forecasts for Online Currency Conversion

10 years 5 months ago
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
Kazuo Iwama, Kouki Yonezawa
Added 03 Aug 2010
Updated 03 Aug 2010
Type Conference
Year 1999
Where COCOON
Authors Kazuo Iwama, Kouki Yonezawa
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