Computational Complexity of Arbitrage in Frictional Security Market.
Xiaotie DengZhongfei LiShouyang WangPublished in: Int. J. Found. Comput. Sci. (2002)
Keyphrases
- computational complexity
- stock price
- financial markets
- portfolio management
- computer security
- access control
- intrusion detection
- stock market
- np complete
- decision making
- information security
- security requirements
- decision problems
- security policies
- security issues
- network security
- memory requirements
- special case
- np hard
- online banking
- high computational complexity
- key management
- security mechanisms
- computational cost
- rigid body
- statistical databases
- non stationary
- computational efficiency
- motion estimation
- computationally efficient
- financial data
- security systems
- security level
- portfolio optimization
- security problems
- security measures