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» Trading Probability for Fairness
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COLT
2005
Springer
14 years 1 months ago
Trading in Markovian Price Models
We examine a Markovian model for the price evolution of a stock, in which the probability of local upward or downward movement is arbitrarily dependent on the current price itself...
Sham M. Kakade, Michael J. Kearns
JUCS
2008
143views more  JUCS 2008»
13 years 7 months ago
Market Microstructure Patterns Powering Trading and Surveillance Agents
: Market Surveillance plays important mechanism roles in constructing market models. From data analysis perspective, we view it valuable for smart trading in designing legal and pr...
Longbing Cao, Yuming Ou
TSMC
2008
133views more  TSMC 2008»
13 years 7 months ago
Trading With a Stock Chart Heuristic
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...
CN
2004
98views more  CN 2004»
13 years 7 months ago
Simulation analysis of RED with short lived TCP connections
Several objectives have been identified in developing the random early drop (RED): decreasing queueing delay, increasing throughput, and increasing fairness between short and long...
Eitan Altman, Tania Jiménez
PIMRC
2010
IEEE
13 years 5 months ago
A fair and Adaptive Contention Resolution Algorithm for time-slotted MAC protocol designs
Abstract--This paper addresses the fairness of Medium Access Control (MAC) protocols that are capable of handling interference on the physical layer to a varying extent. The variat...
Ulrike Korger, Yingrui Chen, Christian Hartmann, K...