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» Trading in Markovian Price Models
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COLT
2004
Springer
14 years 1 months ago
Graphical Economics
: We introduce a graph-theoretic generalization of classical Arrow-Debreu economics, in which an undirected graph specifies which consumers or economies are permitted to engage in...
Sham Kakade, Michael J. Kearns, Luis E. Ortiz
JAIR
2000
152views more  JAIR 2000»
13 years 7 months ago
Value-Function Approximations for Partially Observable Markov Decision Processes
Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in whic...
Milos Hauskrecht
GECCO
2007
Springer
214views Optimization» more  GECCO 2007»
14 years 1 months ago
Portfolio allocation using XCS experts in technical analysis, market conditions and options market
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
Sor Ying (Byron) Wong, Sonia Schulenburg
EPEW
2009
Springer
14 years 2 months ago
Performance of Auctions and Sealed Bids
We develop models of automated E-commerce techniques, which predict the economic outcomes of these decision mechanisms, including the price attained by a good and the resulting inc...
Erol Gelenbe, László Györfi
ECRTS
2008
IEEE
14 years 2 months ago
Backlog Estimation and Management for Real-Time Data Services
Real-time data services can benefit data-intensive real-time applications, e.g., e-commerce, via timely transaction processing using fresh data, e.g., the current stock prices. T...
Kyoung-Don Kang, Jisu Oh, Yan Zhou