2 citations · 3 across the 3 of their papers we have counts for
3 papers
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…
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-…
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…