{"_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": 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"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": 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