Competitive Solutions for Online Financial Problems: A Survey

Authors: 
Ran El-Yaniv
Abstract: 

This paper surveys results concerning online algorithms for solving problems related to the management of money and other assets. In particular, the survey focuses on search, replacement and portfolio selection problems.

Date: 
August, 1996
Published in: 
ACM Computing Surveys 30 (1998), 28-69.
Number: 
111