Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
437666 | Theoretical Computer Science | 2015 | 6 Pages |
Abstract
The discrete sell or hold problem (DSHP), which is introduced in He et al. [6], is studied under the constraint that each asset can only take a constant number of different values. We show that if each asset can only take two different values, the problem becomes polynomial-time solvable. However, even if each asset can only take three different values, the DSHP is still NP-hard. An approximation algorithm, which could potentially achieve a better approximation ratio than the one proposed in [6], is also given under this setting.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Ye Du,