Can online trading algorithms beat the market? An experimental evaluation.
Javeria IqbalIftikhar AhmadGünter SchmidtPublished in: SCOR (2012)
Keyphrases
- experimental evaluation
- online learning
- synthetic and real datasets
- data sets
- computationally efficient
- machine learning
- times faster
- orders of magnitude
- benchmark datasets
- optimization problems
- learning algorithm
- electronic commerce
- association rules
- computational complexity
- social networks
- financial markets
- online algorithms
- agent mediated