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» On the hardness of pricing loss-leaders
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WSDM
2012
ACM
325views Data Mining» more  WSDM 2012»
12 years 6 months ago
Correlating financial time series with micro-blogging activity
We study the problem of correlating micro-blogging activity with stock-market events, defined as changes in the price and traded volume of stocks. Specifically, we collect messa...
Eduardo J. Ruiz, Vagelis Hristidis, Carlos Castill...
STOC
2012
ACM
251views Algorithms» more  STOC 2012»
12 years 1 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
SIGECOM
2006
ACM
106views ECommerce» more  SIGECOM 2006»
14 years 4 months ago
Approximation algorithms and online mechanisms for item pricing
We present approximation and online algorithms for a number of problems of pricing items for sale so as to maximize seller’s revenue in an unlimited supply setting. Our first r...
Maria-Florina Balcan, Avrim Blum
SIGMETRICS
2012
ACM
248views Hardware» more  SIGMETRICS 2012»
12 years 1 months ago
Pricing cloud bandwidth reservations under demand uncertainty
In a public cloud, bandwidth is traditionally priced in a pay-asyou-go model. Reflecting the recent trend of augmenting cloud computing with bandwidth guarantees, we consider a n...
Di Niu, Chen Feng, Baochun Li
SIGOPSE
2000
ACM
14 years 3 months ago
Congestion prices as feedback signals: an approach to QoS management
Recently there has been a renewed interest in the application of economic models to the management of computational resources. Most of this interest is focused on pricing models f...
Rolf Neugebauer, Derek McAuley