Article ID: | iaor2012594 |
Volume: | 23 |
Issue: | 2 |
Start Page Number: | 159 |
End Page Number: | 166 |
Publication Date: | Feb 2012 |
Journal: | Journal of Combinatorial Optimization |
Authors: | Xu Yinfeng, Dong Yucheng, Zheng Feifeng, Zhang Wenming |
Keywords: | time series: forecasting methods, combinatorial optimization |
The basic models of online time series search and one-way trading are introduced by El-Yaniv et al. in (2001) where it is assumed that the prices are bounded within interval [