Amortized efficiency of list update and paging rules
Communications of the ACM
Competitive algorithms for VWAP and limit order trading
EC '04 Proceedings of the 5th ACM conference on Electronic commerce
Online auctions and generalized secretary problems
ACM SIGecom Exchanges
Secretary problems: weights and discounts
SODA '09 Proceedings of the twentieth Annual ACM-SIAM Symposium on Discrete Algorithms
Optimal Algorithms for k-Search with Application in Option Pricing
Algorithmica - Special Issue: European Symposium on Algorithms 2007, Guest Editors: Larse Arge and Emo Welzl
Online Search with Time-Varying Price Bounds
Algorithmica
Average-case competitive analyses for one-way trading
Journal of Combinatorial Optimization
Online algorithms for the multiple time series search problem
Computers and Operations Research
Optimal algorithms for online time series search and one-way trading with interrelated prices
Journal of Combinatorial Optimization
| Hi-index | 5.23 |
In the problem of online time series search introduced by El-Yaniv et al. (2001) [1], a player observes prices one by one over time and shall select exactly one of the prices on its arrival without the knowledge of future prices, aiming to maximize the selected price. In this paper, we extend the problem by introducing profit function. Considering two cases where the search duration is either known or unknown beforehand, we propose two optimal deterministic algorithms respectively. The models and results in this paper generalize those of El-Yaniv et al. (2001) [1].