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Online Gold Trading Problem and its Competitive Analysis

机译:在线黄金交易问题及其竞争分析

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摘要

Gold trading is a typical online decision problem in our real life. Considering the actual situation, the investor is assumed to buy the gold in low point and sell it in high point one at a time, so that she can earn the price difference, achieving the maximize returns. We present an online trading strategy considering the transaction cost and trading one. at a time, that is to say, the investor's energy is so limited that transactions in batches are excluded. The competitive analysis of the online strategy is discussed, and the competitive ratio is obtained. Finally, the advantage of the online strategy is illustrated by an example.
机译:黄金贸易是我们现实生活中典型的在线决策问题。考虑到实际情况,投资者被假设在低点购买黄金并一次在高点出售,以便她可以获得价格差异,实现最大化的回报。我们提出了考虑交易成本和交易的在线交易策略。也就是说,投资者的能量如此限制,排除批次交易。讨论了对在线策略的竞争分析,获得了竞争率。最后,通过一个例子说明了在线策略的优点。

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