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Optimal algorithms for the online time series search problem

  • Xi'an Jiaotong University

科研成果: 书/报告/会议事项章节会议稿件同行评审

4 引用 (Scopus)

摘要

In the problem of online time series search introduced by El-Yaniv et al. [4], 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 the paper generalize those of El-Yaniv et al. [4].

源语言英语
主期刊名Combinatorial Optimization and Applications - Third International Conference, COCOA 2009, Proceedings
322-333
页数12
DOI
出版状态已出版 - 2009
活动3rd International Conference on Combinatorial Optimization and Applications, COCOA 2009 - Huangshan, 中国
期限: 10 6月 200912 6月 2009

出版系列

姓名Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
5573 LNCS
ISSN(印刷版)0302-9743
ISSN(电子版)1611-3349

会议

会议3rd International Conference on Combinatorial Optimization and Applications, COCOA 2009
国家/地区中国
Huangshan
时期10/06/0912/06/09

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