DocumentCode
1923694
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
Volume
1
fYear
2007
fDate
19-22 Aug. 2007
Firstpage
207
Lastpage
212
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/ICMLC.2007.4370142
Filename
4370142
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