摘要
时间序列搜索是现实中一个典型的在线交易决策问题,已有各种不同的模型用确定性或随机性算法得到求解.基于引入利润函数的模型基础,提出了随机性算法,分析了其竞争比,并通过实例表明,该算法与确定性算法相比较在一定情况下可以有效地降低算法竞争比.
Time series search which has the massive applications is a typical online trading decision problem.A variety of solutions have been given to different models by using deterministic or random algorithms.Based on the model with profit function,a random algorithm is proposed and its competitive ratio is analyzed.The examples demonstrate that this random algorithm can effectively reduce the competitive ratio in some cases comparing with the deterministic one.
出处
《晓庄学院自然科学学报》
CAS
北大核心
2011年第3期15-19,共5页
Journal of Natural Science of Hunan Normal University
基金
动态Holonic制造系统建模及实时调度策略研究资助项目(61064011)
关键词
时间序列搜索
在线交易算法
确定性算法
随机性算法
竞争比
time series search
online trading algorithm
deterministic algorithm
random algorithm
competitive ratio
