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cs.CE2002
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…
cs.CE2001
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-…
cs.CE2000
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…