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» Transaction Costs and Market Efficiency
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KDD
2004
ACM
134views Data Mining» more  KDD 2004»
14 years 8 months ago
Exploiting a support-based upper bound of Pearson's correlation coefficient for efficiently identifying strongly correlated pair
Given a user-specified minimum correlation threshold and a market basket database with N items and T transactions, an all-strong-pairs correlation query finds all item pairs with...
Hui Xiong, Shashi Shekhar, Pang-Ning Tan, Vipin Ku...
VLDB
2002
ACM
101views Database» more  VLDB 2002»
14 years 8 months ago
Efficient similarity search for market basket data
Several organizations have developed very large market basket databases for the maintenance of customer transactions. New applications, e.g., Web recommendation systems, present th...
Alexandros Nanopoulos, Yannis Manolopoulos
COR
2008
116views more  COR 2008»
13 years 8 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
SAGT
2010
Springer
186views Game Theory» more  SAGT 2010»
13 years 5 months ago
On the Efficiency of Markets with Two-Sided Proportional Allocation Mechanisms
We analyze the performance of single-parameter mechanisms for markets in which there is competition amongst both consumers and suppliers (namely, two-sided markets). Specifically, ...
Volodymyr Kuleshov, Adrian Vetta
SIGECOM
2000
ACM
132views ECommerce» more  SIGECOM 2000»
13 years 11 months ago
Design and implementation of an agent-based intermediary infrastructure for electronic markets
This paper describes MARI (Multi-Attribute Resource Intermediary), a project which proposes to improve online marketplaces, specifically those that involve the buying and selling ...
Gaurav Tewari, Pattie Maes