A Data-Driven Online Strategy for the One-Way Trading Problem with Known Per-Period Price Fluctuation Ranges

Author:

Zhang Wenming,Kong Wenjing,Du Yulu

Publisher

Elsevier BV

Reference21 articles.

1. Forecasting China's Stock Index: A Hybrid Method Based on Decomposition-Integrated and MixedFrequency Data;K J Chen;System Engineering Theory and Practice,2022

2. Competitive Algorithms for Unbounded One-Way Trading;F Y Chin;Theoretical Computer Science,2014

3. Unbounded One-Way Trading on Distributions with Monotone Hazard Rate;F Y Chin;Combinatorial Optimization and Application,2017

4. Optimal Search and One-Way Trading Online Algorithms;R El-Yaniv;Algorithmica,2001

5. Optimal Online Two-Way Trading with Bounded Num-ber of Transactions;S P Y Fung;Springer Science and Business Media LLC,2019

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