30 search results - page 3 / 6 » Online trading algorithms and robust option pricing |
CIMCA
2008
IEEE
15 years 3 months ago
2008
IEEE
Online auctions have become extremely popular in recent years. Ability to predict winning bid prices accurately can help bidders to maximize their profit. This paper proposes a nu...
EVOW
2009
Springer
15 years 4 months ago
2009
Springer
A developmental co-evolutionary genetic programming approach (PAM DGP) is compared to a standard linear genetic programming (LGP) implementation for trading of stocks across market...
INFOCOM
2003
IEEE
15 years 2 months ago
2003
IEEE
— Recent investigations into the pricing of multiclass loss networks have shown that static prices are optimal in the asymptotic regime of many small sources. These results sugge...
JACM
2006
14 years 9 months ago
2006
In this article, we study the problem of online market clearing where there is one commodity in the market being bought and sold by multiple buyers and sellers whose bids arrive an...
WADS
2007
Springer
15 years 3 months ago
2007
Springer
While standard parallel machine scheduling is concerned with good assignments of jobs to machines, we aim to understand how the quality of an assignment is affected if the jobs’...