Using Generalized Forecasts for Online Currency Conversion

Abstract

El-Yaniv et al. presented an optimal on-line algorithm for the unidirectional currency conversion problem based on the threat-based strategy. Later, al-Binali pointed out that this algorithm, while certainly optimal in terms of the competitive ratio, may be too conservative from “gamblers’ view points.” He proposed the trading strategy using the forecast… (More)
DOI: 10.1007/3-540-48686-0_41

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