메뉴 건너뛰기




Volumn 25, Issue 1, 1999, Pages 99-115

A risk-reward framework for the competitive analysis of financial games

Author keywords

Adaptive trading strategies; Competitive analysis; Forecast; On line algorithms; Reward; Risk

Indexed keywords


EID: 8444238893     PISSN: 01784617     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00009285     Document Type: Article
Times cited : (76)

References (13)
  • 5
    • 0015960103 scopus 로고
    • Some distribution-free aspects of paging algorithm performance
    • P. A. Franaszek and T. J. Wagner. Some distribution-free aspects of paging algorithm performance. Journal of the ACM, 21(1):31-39, 1974.
    • (1974) Journal of the ACM , vol.21 , Issue.1 , pp. 31-39
    • Franaszek, P.A.1    Wagner, T.J.2
  • 6
    • 0042060224 scopus 로고
    • On-line algorithms versus off-line algorithms: How much is it worth to know the future?
    • Jan van Leeuwen, editor, Elsevier, Amsterdam, September
    • R. M. Karp. On-line algorithms versus off-line algorithms: how much is it worth to know the future? In Jan van Leeuwen, editor, Proceedings of the IFIP 12th World Computer Congress, Volume 1, pages 416-429. Elsevier, Amsterdam, September 1992.
    • (1992) Proceedings of the IFIP 12th World Computer Congress , vol.1 , pp. 416-429
    • Karp, R.M.1
  • 9
    • 0002204085 scopus 로고
    • A statistical adversary for on-line algorithms
    • Association for Computing Machinery, New York
    • P. Raghavan. A statistical adversary for on-line algorithms. In DIMACS Series in Discrete Mathematics, pages 79-83. Association for Computing Machinery, New York, 1992.
    • (1992) DIMACS Series in Discrete Mathematics , pp. 79-83
    • Raghavan, P.1
  • 12
    • 0022012946 scopus 로고
    • Amortized efficiency of list update and paging rules
    • D. D. Sleator and R. E. Tarjan. Amortized efficiency of list update and paging rules. Communications of the ACM, 28:202-208, 1985.
    • (1985) Communications of the ACM , vol.28 , pp. 202-208
    • Sleator, D.D.1    Tarjan, R.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.