Add to ORKGIn the context of investment analysis, we formulate an abstract online computing problem called a planning game & develop general tools for solving such a game. We then use the tools to investigate a practial buy-and-hold trading problem faced by long-term investors in stocks. We obtain the unique optimal static online algorithm for the problem & determine its exact competitive ratio. We also compare this algorithm with the popular dollar averaging strategy using actual marked data
The trading strategy of 'buy-and-hold for superior stock and sell-at-once for inferior stock', as su...
Investment strategies as rules for buy and sell are introduced as conditional statements involving i...
This paper studies a two-person trading game in continuous time that generalizes Garivaltis (2018) t...
Abstract: If we trade in financial markets we are interested in buying at low and selling at high pr...
We consider a two-way trading problem, where investors buy and sell a stock whose price moves within...
We consider a two-way trading problem, where investors buy and sell a stock whose price moves within...
Given the return series for a set of instruments, a \emph{trading strategy} is a switching function ...
We are concerned with the optimal decision to sell or buy a stock in a given period with reference t...
From experimental evaluation, we reasonably infer that online trading algorithms can beat the market...
Purpose of the study. The aim of the research is to develop new principles of decision making (princ...
Dollar cost averaging (DCA) is a widely employed investment strategy in financial markets. At the sa...
Suppose that some job must be done for a period of unspecified duration. The market offers a selecti...
Most financial firms use algorithms to buy and sell financial assets. It is possible for amateur inv...
We present a strategic model for pari-mutual markets by traders using a cumulative utility function....
AbstractSuppose that some job must be done for a period of unspecified duration. The market offers a...
The trading strategy of 'buy-and-hold for superior stock and sell-at-once for inferior stock', as su...
Investment strategies as rules for buy and sell are introduced as conditional statements involving i...
This paper studies a two-person trading game in continuous time that generalizes Garivaltis (2018) t...
Abstract: If we trade in financial markets we are interested in buying at low and selling at high pr...
We consider a two-way trading problem, where investors buy and sell a stock whose price moves within...
We consider a two-way trading problem, where investors buy and sell a stock whose price moves within...
Given the return series for a set of instruments, a \emph{trading strategy} is a switching function ...
We are concerned with the optimal decision to sell or buy a stock in a given period with reference t...
From experimental evaluation, we reasonably infer that online trading algorithms can beat the market...
Purpose of the study. The aim of the research is to develop new principles of decision making (princ...
Dollar cost averaging (DCA) is a widely employed investment strategy in financial markets. At the sa...
Suppose that some job must be done for a period of unspecified duration. The market offers a selecti...
Most financial firms use algorithms to buy and sell financial assets. It is possible for amateur inv...
We present a strategic model for pari-mutual markets by traders using a cumulative utility function....
AbstractSuppose that some job must be done for a period of unspecified duration. The market offers a...
The trading strategy of 'buy-and-hold for superior stock and sell-at-once for inferior stock', as su...
Investment strategies as rules for buy and sell are introduced as conditional statements involving i...
This paper studies a two-person trading game in continuous time that generalizes Garivaltis (2018) t...