{"created":"2021-03-01T06:22:39.843588+00:00","id":19572,"links":{},"metadata":{"_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":"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_url":"http://gateway.isiknowledge.com/gateway/Gateway.cgi?&GWVersion=2&SrcAuth=ShinshuUniv&SrcApp=ShinshuUniv&DestLinkType=FullRecord&DestApp=WOS&KeyUT=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_source_id_35":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1382-6905","subitem_source_identifier_type":"ISSN"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Fujiwara, Hiroshi"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Iwama, Kazuo"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Sekiguchi, Yoshiyuki"}],"nameIdentifiers":[{}]}]},"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","filename":"Average-Case_Competitive_Analyses_for_One-Way_Trading.pdf","filesize":[{"value":"227.5 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","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"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2018-03-09"},"publish_date":"2018-03-09","publish_status":"0","recid":"19572","relation_version_is_last":true,"title":["Average-case competitive analyses for one-way trading"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2022-12-14T04:15:41.960858+00:00"}