國立臺灣大學資訊工程學系Chen, Gen-HueyGen-HueyChenKao, Ming-YangMing-YangKaoLyuu, Yuh-DauhYuh-DauhLyuuWong, Hsing-KuoHsing-KuoWong2006-09-272018-07-052006-09-272018-07-052001http://ntur.lib.ntu.edu.tw//handle/246246/20060927122848648201http://ntur.lib.ntu.edu.tw/bitstream/246246/20060927122848648201/1/siam.pdfIn the context of investment analysis, we formulate an abstract online computing problem called a planning game & develop general tools for solving such a game. We then use the tools to investigate a practial buy-and-hold trading problem faced by long-term investors in stocks. We obtain the unique optimal static online algorithm for the problem & determine its exact competitive ratio. We also compare this algorithm with the popular dollar averaging strategy using actual marked data.application/pdf257591 bytesapplication/pdfzh-TWjournal articlehttp://ntur.lib.ntu.edu.tw/bitstream/246246/20060927122848648201/1/siam.pdf