ログイン
言語:

WEKO3

  • トップ
  • コミュニティ
  • ランキング
AND
To
lat lon distance
To

Field does not validate



インデックスリンク

インデックスツリー

メールアドレスを入力してください。

WEKO

One fine body…

WEKO

One fine body…

アイテム

{"_buckets": {"deposit": "8218a53b-3520-47ea-939c-10d0304413b0"}, "_deposit": {"id": "19572", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "19572"}, "status": "published"}, "_oai": {"id": "oai:soar-ir.repo.nii.ac.jp:00019572", "sets": ["1221:1222"]}, "author_link": ["105083", "105084", "105085"], "item_1628147817048": {"attribute_name": "\u51fa\u7248\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"subitem_version_resource": "http://purl.org/coar/version/c_ab4af688f83e57aa", "subitem_version_type": "AM"}]}, "item_6_biblio_info_6": {"attribute_name": "\u66f8\u8a8c\u60c5\u5831", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2011", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "1", "bibliographicPageEnd": "107", "bibliographicPageStart": "83", "bibliographicVolumeNumber": "21", "bibliographic_titles": [{"bibliographic_title": "JOURNAL OF COMBINATORIAL OPTIMIZATION"}]}]}, "item_6_description_20": {"attribute_name": "\u6284\u9332", "attribute_value_mlt": [{"subitem_description": "Consider a trader who exchanges one dollar into yen and assume that the exchange rate fluctuates within the interval [m, M]. The game ends without advance notice, then the trader is forced to exchange all the remaining dollars at the minimum rate m. El-Yaniv et al. presented the optimal worst-case threat-based strategy for this game (El-Yaniv et al. 2001). In this paper, under the assumption that the distribution of the maximum exchange rate is known, we provide average-case analyses using all the reasonable optimization measures and derive different optimal strategies for each of them. Remarkable differences in behavior are as follows: Unlike other strategies, the average-case threat-based strategy that minimizes E[OPT/ALG] exchanges little by little. The maximization of E[ALG/OPT] and the minimization of E[OPT]/E[ALG] lead to similar strategies in that both exchange all at once. However, their timing is different. We also prove minimax theorems with respect to each objective function.", "subitem_description_type": "Abstract"}]}, "item_6_description_30": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7\uff08\u30b3\u30f3\u30c6\u30f3\u30c4\u306e\u7a2e\u985e\uff09", "attribute_value_mlt": [{"subitem_description": "Article", "subitem_description_type": "Other"}]}, "item_6_description_5": {"attribute_name": "\u5f15\u7528", "attribute_value_mlt": [{"subitem_description": "JOURNAL OF COMBINATORIAL OPTIMIZATION. 21(1): 83-107 (2011)", "subitem_description_type": "Other"}]}, "item_6_link_3": {"attribute_name": "\u4fe1\u5dde\u5927\u5b66\u7814\u7a76\u8005\u7dcf\u89a7\u3078\u306e\u30ea\u30f3\u30af", "attribute_value_mlt": [{"subitem_link_text": "Fujiwara, Hiroshi", "subitem_link_url": "http://soar-rd.shinshu-u.ac.jp/profile/ja.OmSVOFnU.html"}]}, "item_6_link_67": {"attribute_name": "WoS", "attribute_value_mlt": [{"subitem_link_text": "Web of Science", "subitem_link_url": "http://gateway.isiknowledge.com/gateway/Gateway.cgi?\u0026GWVersion=2\u0026SrcAuth=ShinshuUniv\u0026SrcApp=ShinshuUniv\u0026DestLinkType=FullRecord\u0026DestApp=WOS\u0026KeyUT=000286680500006"}]}, "item_6_publisher_4": {"attribute_name": "\u51fa\u7248\u8005", "attribute_value_mlt": [{"subitem_publisher": "SPRINGER"}]}, "item_6_relation_48": {"attribute_name": "DOI", "attribute_value_mlt": [{"subitem_relation_name": [{"subitem_relation_name_text": "10.1007/s10878-009-9239-4"}], "subitem_relation_type_id": {"subitem_relation_type_id_text": "https://doi.org/10.1007/s10878-009-9239-4", "subitem_relation_type_select": "DOI"}}]}, "item_6_rights_62": {"attribute_name": "\u6a29\u5229", "attribute_value_mlt": [{"subitem_rights": "The original publication is available at www.springerlink.com"}]}, "item_6_select_64": {"attribute_name": "\u8457\u8005\u7248\u30d5\u30e9\u30b0", "attribute_value_mlt": [{"subitem_select_item": "author"}]}, "item_6_source_id_35": {"attribute_name": "ISSN", "attribute_value_mlt": [{"subitem_source_identifier": "1382-6905", "subitem_source_identifier_type": "ISSN"}]}, "item_6_source_id_39": {"attribute_name": "NII ISSN", "attribute_value_mlt": [{"subitem_source_identifier": "1382-6905", "subitem_source_identifier_type": "ISSN"}]}, "item_6_text_69": {"attribute_name": "wosonly authkey", "attribute_value_mlt": [{"subitem_text_value": "Online algorithms@@@Competitive analysis@@@Average-case analysis@@@Stochastic analysis@@@Functional analysis@@@Currency trading@@@One-way trading@@@Financial engineering"}]}, "item_6_text_70": {"attribute_name": "wosonly keywords", "attribute_value_mlt": [{"subitem_text_value": "ONLINE ALGORITHMS@@@BIN PACKING"}]}, "item_creator": {"attribute_name": "\u8457\u8005", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Fujiwara, Hiroshi"}], "nameIdentifiers": [{"nameIdentifier": "105083", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Iwama, Kazuo"}], "nameIdentifiers": [{"nameIdentifier": "105084", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Sekiguchi, Yoshiyuki"}], "nameIdentifiers": [{"nameIdentifier": "105085", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "\u30d5\u30a1\u30a4\u30eb\u60c5\u5831", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2018-03-09"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "Average-Case_Competitive_Analyses_for_One-Way_Trading.pdf", "filesize": [{"value": "227.5 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_note", "mimetype": "application/pdf", "size": 227500.0, "url": {"label": "Average-Case_Competitive_Analyses_for_One-Way_Trading.pdf", "url": "https://soar-ir.repo.nii.ac.jp/record/19572/files/Average-Case_Competitive_Analyses_for_One-Way_Trading.pdf"}, "version_id": "86bde41c-7fb0-4875-af00-44d2ecc69529"}]}, "item_keyword": {"attribute_name": "\u30ad\u30fc\u30ef\u30fc\u30c9", "attribute_value_mlt": [{"subitem_subject": "Online algorithms", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Competitive analysis", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Average-case analysis", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Stochastic analysis", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Functional analysis", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Currency trading", "subitem_subject_scheme": "Other"}, {"subitem_subject": "One-way trading", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Financial engineering", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "\u8a00\u8a9e", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"resourcetype": "journal article", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_title": "Average-case competitive analyses for one-way trading", "item_titles": {"attribute_name": "\u30bf\u30a4\u30c8\u30eb", "attribute_value_mlt": [{"subitem_title": "Average-case competitive analyses for one-way trading", "subitem_title_language": "en"}]}, "item_type_id": "6", "owner": "1", "path": ["1221/1222"], "permalink_uri": "http://hdl.handle.net/10091/00020333", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2018-03-09"}, "publish_date": "2018-03-09", "publish_status": "0", "recid": "19572", "relation": {}, "relation_version_is_last": true, "title": ["Average-case competitive analyses for one-way trading"], "weko_shared_id": -1}
  1. 060 工学部
  2. 0601 学術論文

Average-case competitive analyses for one-way trading

http://hdl.handle.net/10091/00020333
0c71cd61-60c2-45d1-99f8-0527333e41db
名前 / ファイル ライセンス アクション
Average-Case_Competitive_Analyses_for_One-Way_Trading.pdf Average-Case_Competitive_Analyses_for_One-Way_Trading.pdf (227.5 kB)
Item type 学術雑誌論文 / Journal Article(1)
公開日 2018-03-09
タイトル
言語 en
タイトル Average-case competitive analyses for one-way trading
言語
言語 eng
キーワード
主題Scheme Other
主題 Online algorithms
キーワード
主題Scheme Other
主題 Competitive analysis
キーワード
主題Scheme Other
主題 Average-case analysis
キーワード
主題Scheme Other
主題 Stochastic analysis
キーワード
主題Scheme Other
主題 Functional analysis
キーワード
主題Scheme Other
主題 Currency trading
キーワード
主題Scheme Other
主題 One-way trading
キーワード
主題Scheme Other
主題 Financial engineering
資源タイプ
資源 http://purl.org/coar/resource_type/c_6501
タイプ journal article
著者 Fujiwara, Hiroshi

× Fujiwara, Hiroshi

WEKO 105083

Fujiwara, Hiroshi

Search repository
Iwama, Kazuo

× Iwama, Kazuo

WEKO 105084

Iwama, Kazuo

Search repository
Sekiguchi, Yoshiyuki

× Sekiguchi, Yoshiyuki

WEKO 105085

Sekiguchi, Yoshiyuki

Search repository
信州大学研究者総覧へのリンク
氏名 Fujiwara, Hiroshi
URL http://soar-rd.shinshu-u.ac.jp/profile/ja.OmSVOFnU.html
出版者
出版者 SPRINGER
引用
内容記述タイプ Other
内容記述 JOURNAL OF COMBINATORIAL OPTIMIZATION. 21(1): 83-107 (2011)
書誌情報 JOURNAL OF COMBINATORIAL OPTIMIZATION

巻 21, 号 1, p. 83-107, 発行日 2011
抄録
内容記述タイプ Abstract
内容記述 Consider a trader who exchanges one dollar into yen and assume that the exchange rate fluctuates within the interval [m, M]. The game ends without advance notice, then the trader is forced to exchange all the remaining dollars at the minimum rate m. El-Yaniv et al. presented the optimal worst-case threat-based strategy for this game (El-Yaniv et al. 2001). In this paper, under the assumption that the distribution of the maximum exchange rate is known, we provide average-case analyses using all the reasonable optimization measures and derive different optimal strategies for each of them. Remarkable differences in behavior are as follows: Unlike other strategies, the average-case threat-based strategy that minimizes E[OPT/ALG] exchanges little by little. The maximization of E[ALG/OPT] and the minimization of E[OPT]/E[ALG] lead to similar strategies in that both exchange all at once. However, their timing is different. We also prove minimax theorems with respect to each objective function.
資源タイプ(コンテンツの種類)
内容記述タイプ Other
内容記述 Article
ISSN
収録物識別子タイプ ISSN
収録物識別子 1382-6905
DOI
関連識別子
識別子タイプ DOI
関連識別子 https://doi.org/10.1007/s10878-009-9239-4
関連名称
関連名称 10.1007/s10878-009-9239-4
権利
権利情報 The original publication is available at www.springerlink.com
出版タイプ
出版タイプ AM
出版タイプResource http://purl.org/coar/version/c_ab4af688f83e57aa
WoS
表示名 Web of Science
URL http://gateway.isiknowledge.com/gateway/Gateway.cgi?&GWVersion=2&SrcAuth=ShinshuUniv&SrcApp=ShinshuUniv&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000286680500006
戻る
0
views
See details
Views

Versions

Ver.1 2021-03-01 08:37:57.636976
Show All versions

Share

Mendeley CiteULike Twitter Facebook Print Addthis

Cite as

Export

OAI-PMH
  • OAI-PMH JPCOAR
  • OAI-PMH DublinCore
  • OAI-PMH DDI
Other Formats
  • JSON
  • BIBTEX

Confirm


Powered by CERN Data Centre & Invenio


Powered by CERN Data Centre & Invenio