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Dynamic Adaptive Algorithm Selection: Profit Maximization for Online Trading.

Iftikhar AhmadJaveria IqbalGünter Schmidt
Published in: BIS (2012)
Keyphrases
  • cost function
  • selection algorithm
  • learning algorithm
  • dynamic programming
  • objective function
  • optimal solution
  • search space
  • np hard
  • probability distribution
  • upper bound
  • lead time
  • arrival rate