49 citations · 49 across the 2 of their papers we have counts for
5 papers · 2 filters
Optimal Bidding Algorithms Against Cheating in Multiple-Object Auctions
Ming-Yang Kao, Junfeng Qi, Lei Tan
This paper studies some basic problems in a multiple-object auction model using methodologies from theoretical computer science. We are especially concerned with situations where a…
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns
Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu +1
In the context of investment analysis, we formulate an abstract online computing problem called a planning game and develop general tools for solving such a game. We then use the t…
Designing Proxies for Stock Market Indices is Computationally Hard
Ming-Yang Kao, Stephen R. Tate
In this paper, we study the problem of designing proxies (or portfolios) for various stock market indices based on historical data. We use four different methods for computing mark…
Opportunity Cost Algorithms for Combinatorial Auctions
Karhan Akcoglu, James Aspnes, Bhaskar DasGupta +1
Two general algorithms based on opportunity costs are given for approximating a revenue-maximizing set of bids an auctioneer should accept, in a combinatorial auction in which each…
Towards Understanding the Predictability of Stock Markets from the Perspective of Computational Complexity
James Aspnes, David F. Fischer, Michael J. Fischer +2
This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock…