CSE 40317/60317 Online Algorithms for
Computational Finance, Spring 2007
Topics
This is a tentative list of topics:
- Introduction to competitive analysis, deterministic online
algorithms, and randomized online algorithms
- Overview of financial products, financial markets, forward/futures
prices, stock options, random walk models, and financial times
series
- Online algorithms for online search, replacement problems,
portfolio selection, leasing problems, two-way trading, and other
problems in finance
- Game theoretical foundations, competitive analysis and zero-sum
games, and Yao's Principle
- Other approaches to decision making
- Topics from recent research papers.
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