Title :
Risk Reward Analysis of Online Simplified Bahncard Problem with Interest Rate
Author :
Xin, Chun-lin ; Ma, Wei-min ; Yang, Lei
Author_Institution :
Tsinghua Univ., Beijing
Abstract :
The Bahncard problem can be viewed as a generalization of the Ski-Rental problem. The simplified Bahncard problem is the special case that the Bahncard never expires. When considering alternative financial transaction one must consider their net present value. Thus, accounting for the interest rate is an essential feature of any reasonable financial model. In this paper, both the interest rate factor and risk management are introduced to this special case, the introduction of these parameters considerably improve the performance measure of competitive analysis.
Keywords :
economic indicators; financial management; risk management; competitive analysis; financial transaction model; interest rate factor; net present value; online simplified Bahncard problem; risk management; risk reward analysis; ski-rental problem; Algorithm design and analysis; Conference management; Economic indicators; Machine learning; Optimized production technology; Performance analysis; Rail transportation; Risk analysis; Risk management; Technology management; Competitive analysis; Competitive ratio; Interest rate; Risk management; Simplified Bahncard problem;
Conference_Titel :
Machine Learning and Cybernetics, 2007 International Conference on
Conference_Location :
Hong Kong
Print_ISBN :
978-1-4244-0973-0
Electronic_ISBN :
978-1-4244-0973-0
DOI :
10.1109/ICMLC.2007.4370142
