Robust one-way trading with limited number of transactions and heuristics for fixed transaction costs
Year of publication: |
2022
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Authors: | Wang, Wei ; Lan, Yingjie |
Published in: |
International journal of production economics. - Amsterdam [u.a.] : Elsevier, ISSN 0925-5273, ZDB-ID 1092526-0. - Vol. 247.2022, p. 1-11
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Subject: | Robustness and sensitivity analysis | One-way trading | Competitive analysis | Mini-max regret | Online algorithms | Transaktionskosten | Transaction costs | Heuristik | Heuristics | Theorie | Theory | Robustes Verfahren | Robust statistics |
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