G. Turpin

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In the unidirectional conversion problem an on-line player is given the task of converting dollars to yen over some period of time. Each d a y, a new exchange rate is announced, and the player must decide how many dollars to convert. His goal is to minimize the competitive ratio, deened as sup E POPT(E) PX(E) , where E ranges over exchange rate sequences, P(More)
This paper is concerned with the time series search and one-way trading problems. In the (time series) search problem a player is searching for the maximum (or minimum) price in a sequence that unfolds sequentially, one price at a time. Once during this game the player can decide to accept the current price p in which case the game ends and the player's(More)
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