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SIGECOM
2011
ACM
320views ECommerce» more  SIGECOM 2011»
12 years 10 months ago
Market making and mean reversion
Market making refers broadly to trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock. In th...
Tanmoy Chakraborty, Michael Kearns
STACS
2009
Springer
14 years 2 months ago
Economical Caching
Abstract. We study the management of buffers and storages in environments with unpredictably varying prices in a competitive analysis. In the economical caching problem, there is ...
Matthias Englert, Heiko Röglin, Jacob Spö...
EVOW
2008
Springer
13 years 9 months ago
Option Model Calibration Using a Bacterial Foraging Optimization Algorithm
The Bacterial Foraging Optimization (BFO) algorithm is a biologically inspired computation technique which is based on mimicking the foraging behavior of E.coli bacteria. This pape...
Jing Dang, Anthony Brabazon, Michael O'Neill, Davi...
ESA
2006
Springer
82views Algorithms» more  ESA 2006»
13 years 11 months ago
The Price of Resiliency: A Case Study on Sorting with Memory Faults
We address the problem of sorting in the presence of faults that may arbitrarily corrupt memory locations, and investigate the impact of memory faults both on the correctness and ...
Umberto Ferraro Petrillo, Irene Finocchi, Giuseppe...
GCA
2009
13 years 5 months ago
A Learning Approach to Mechanism Design in Grid Resource Allocation
In this article a new algorithm for grid resource allocation based upon the theory of Algorithmic Mechanism Design (AMD) is presented. This algorithm is targeted at minimizing cost...
Mahmoud Moravej, Saeed Parsa