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» Optimal Dynamic Trading Strategies with Risk Limits
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ATAL
2009
Springer
14 years 2 months ago
Generalization risk minimization in empirical game models
Experimental analysis of agent strategies in multiagent systems presents a tradeoff between granularity and statistical confidence. Collecting a large amount of data about each s...
Patrick R. Jordan, Michael P. Wellman
CORR
2004
Springer
116views Education» more  CORR 2004»
13 years 7 months ago
Static versus Dynamic Arbitrage Bounds on Multivariate Option Prices
We compare static arbitrage price bounds on basket calls, i.e. bounds that only involve buy-and-hold trading strategies, with the price range obtained within a multivariate genera...
Alexandre d'Aspremont
TIP
2010
107views more  TIP 2010»
13 years 2 months ago
Risk-Distortion Analysis for Video Collusion Attacks: A Mouse-and-Cat Game
Copyright protection is a key issue for video sharing over public networks. To protect the video content from unauthorized redistribution, digital fingerprinting is commonly used. ...
Yan Chen, W. Sabrina Lin, K. J. Ray Liu
INFOCOM
2012
IEEE
11 years 10 months ago
Spectrum trading with insurance in cognitive radio networks
—Market based spectrum trading has been extensively studied to realize efficient spectrum utilization in cognitive radio networks (CRNs). In this paper, we utilize the concept o...
Haiming Jin, Gaofei Sun, Xinbing Wang, Qian Zhang
P2P
2005
IEEE
14 years 1 months ago
Quantifying Agent Strategies under Reputation
Our research proposes a simple buyer/seller game that captures the incentives dictating the interaction between peers in resource trading peer-to-peer networks. We prove that for ...
Sergio Marti, Hector Garcia-Molina