49 citations · 49 across the 2 of their papers we have counts for
15 papers · 1 filter
Fast Universalization of Investment Strategies with Provably Good Relative Returns
Karhan Akcoglu, Petros Drineas, Ming-Yang Kao
A universalization of a parameterized investment strategy is an online algorithm whose average daily performance approaches that of the strategy operating with the optimal paramete…
Predicting RNA Secondary Structures with Arbitrary Pseudoknots by Maximizing the Number of Stacking Pairs
Samuel Ieong, Ming-Yang Kao, Tak-Wah Lam +2
The paper investigates the computational problem of predicting RNA secondary structures. The general belief is that allowing pseudoknots makes the problem hard. Existing polynomial…
The Risk Profile Problem for Stock Portfolio Optimization
Ming-Yang Kao, Andreas Nolte, Stephen R. Tate
This work initiates research into the problem of determining an optimal investment strategy for investors with different attitudes towards the trade-offs of risk and profit. The pr…
The Enhanced Double Digest Problem for DNA Physical Mapping
Ming-Yang Kao, Jared Samet, Wing-Kin Sung
The double digest problem is a common NP-hard approach to constructing physical maps of DNA sequences. This paper presents a new approach called the enhanced double digest problem.…
Optimal Bid Sequences for Multiple-Object Auctions with Unequal Budgets
Yuyu Chen, Ming-Yang Kao, Hsueh-I Lu
In a multiple-object auction, every bidder tries to win as many objects as possible with a bidding algorithm. This paper studies position-randomized auctions, which form a special…
Fast Pricing of European Asian Options with Provable Accuracy: Single-stock and Basket Options
Karhan Akcoglu, Ming-Yang Kao, Shuba Raghavan
This paper develops three polynomial-time pricing techniques for European Asian options with provably small errors, where the stock prices follow binomial trees or trees of higher-…