Thefocus of this workis the computationof efficient strategies for commoditytrading in a multi-marketenvironment. In today's "global economy"commodities are often b...
Milos Hauskrecht, Luis E. Ortiz, Ioannis Tsochanta...
Abstract. It is argued that the vector space measures used to measure closeness of market prices to predictors for market prices are invalid because of the observed metric of commo...
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...
In this paper we consider the problem of a firm that faces a stochastic (Poisson) demand and must replenish from a market in which prices fluctuate, such as a commodity market. ...
The Internet has led to the development of on-line markets, and computer scientists have designed various auction algorithms, as well as automated exchanges for standardized commo...