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
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
Optimal algorithms for the online time series search problem
Theoretical Computer Science
Average-case competitive analyses for one-way trading
Journal of Combinatorial Optimization
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The basic models of online time series search and one-way trading are introduced by El-Yaniv et al. in Algorithmica 30(1), 101---139 (2001) where it is assumed that the prices are bounded within interval [m,M] (0mM). In this paper, we consider another case where every two consecutive prices are interrelated, that is, the variation range of each price depends on its preceding price. We present optimal deterministic online algorithms for the two problems, respectively. According to one conclusion in Algorithmica 30(1), 101---139 (2001), we further point out that for the case we considered, an optimal deterministic algorithm for the one-way trading problem can be regarded as an optimal randomized one for the time series search problem, and randomization is useless for the one-way trading problem.