WEKO3
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": ["1222"]}, "author_link": ["105083", "105084", "105085"], "item_1628147817048": {"attribute_name": "出版タイプ", "attribute_value_mlt": [{"subitem_version_resource": "http://purl.org/coar/version/c_ab4af688f83e57aa", "subitem_version_type": "AM"}]}, "item_6_biblio_info_6": {"attribute_name": "書誌情報", "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": "抄録", "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": "資源タイプ(コンテンツの種類)", "attribute_value_mlt": [{"subitem_description": "Article", "subitem_description_type": "Other"}]}, "item_6_description_5": {"attribute_name": "引用", "attribute_value_mlt": [{"subitem_description": "JOURNAL OF COMBINATORIAL OPTIMIZATION. 21(1): 83-107 (2011)", "subitem_description_type": "Other"}]}, "item_6_link_3": {"attribute_name": "信州大学研究者総覧へのリンク", "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": "出版者", "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": "権利", "attribute_value_mlt": [{"subitem_rights": "The original publication is available at www.springerlink.com"}]}, "item_6_select_64": {"attribute_name": "著者版フラグ", "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": "著者", "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": "ファイル情報", "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": "キーワード", "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": "言語", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "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": "タイトル", "attribute_value_mlt": [{"subitem_title": "Average-case competitive analyses for one-way trading", "subitem_title_language": "en"}]}, "item_type_id": "6", "owner": "1", "path": ["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}
Average-case competitive analyses for one-way trading
http://hdl.handle.net/10091/00020333
http://hdl.handle.net/10091/000203330c71cd61-60c2-45d1-99f8-0527333e41db
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 (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 | |||||
DOI | ||||||
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 | 10.1007/s10878-009-9239-4 | |||||
キーワード | ||||||
主題 | Online algorithms, Competitive analysis, Average-case analysis, Stochastic analysis, Functional analysis, Currency trading, One-way trading, 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× Iwama, Kazuo× Sekiguchi, Yoshiyuki |
|||||
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 | |||||
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 |