Optimal solutions for the online time series search and one-way trading problem with interrelated prices and a profit function.
Pascal SchroederRobert DochowGünter SchmidtPublished in: Comput. Ind. Eng. (2018)
Keyphrases
- optimal solution
- search space
- search costs
- search algorithm
- online learning
- online search
- search methods
- dynamic time warping
- technical indicators
- non stationary
- electronic commerce
- comparison shopping
- online markets
- genetic algorithm
- optimal pricing
- market data
- internet search
- electronic markets
- stock price
- stock market