93 search results - page 4 / 19 » Online algorithms for market clearing |
SIGECOM
2009
ACM
14 years 8 days ago
2009
ACM
We study online pricing problems in markets with cancellations, i.e., markets in which prior allocation decisions can be revoked, but at a cost. In our model, a seller receives re...
KDD
2010
ACM
13 years 7 months ago
2010
ACM
Influence maximization, defined by Kempe, Kleinberg, and Tardos (2003), is the problem of finding a small set of seed nodes in a social network that maximizes the spread of influe...
ENDM
2010
13 years 5 months ago
2010
Trading decisions in financial markets can be supported by the use of online algorithms. We evaluate the empirical performance of a threat-based online algorithm and compare it to...
SIGECOM
2004
ACM
13 years 11 months ago
2004
ACM
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...
SIGECOM
2011
ACM
12 years 8 months ago
2011
ACM
ended abstract summarizes the research presented in Dr. Pardoe’s recently-completed Ph.D. thesis [Pardoe 2011]. The thesis considers how adaptive trading agents can take advantag...