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CSO
2009
IEEE
13 years 11 months ago
Competitive Analysis of Online Price Discount Replacement Problem
When a paid price discount activity occurs, the decisionmaker must decide whether or not and when to pay the additional fees for preferential price in an online fashion. This prob...
Lili Ding, Xinmin Liu, Wanglin Kang
SIGECOM
2004
ACM
254views ECommerce» more  SIGECOM 2004»
13 years 10 months ago
Competitive algorithms for VWAP and limit order trading
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...
SAGA
2009
Springer
13 years 11 months ago
Economical Caching with Stochastic Prices
In the economical caching problem, an online algorithm is given a sequence of prices for a certain commodity. The algorithm has to manage a buffer of fixed capacity over time. We...
Matthias Englert, Berthold Vöcking, Melanie W...
STACS
2009
Springer
13 years 11 months ago
Economical Caching
Abstract. We study the management of buffers and storages in environments with unpredictably varying prices in a competitive analysis. In the economical caching problem, there is ...
Matthias Englert, Heiko Röglin, Jacob Spö...
SODA
1994
ACM
88views Algorithms» more  SODA 1994»
13 years 6 months ago
Optimal Prediction for Prefetching in the Worst Case
Response time delays caused by I/O are a major problem in many systems and database applications. Prefetching and cache replacement methods are attracting renewed attention because...
P. Krishnan, Jeffrey Scott Vitter