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AG Audience

English

30 Minutes

Saarbrücken

Electronic markets run completely by computers have become increasingly important in today's world. An interesting consequence of this development is that trading of goods and especially securities (i.e., stocks, options, etc) can be completely automated, with little or no human intervention. This setting poses interesting problems for theoretical computer science. (Caveat: we make no claims that these abstract TCS results are at present practically usable.)

In this talk, we first introduce a popular type of electronic exchange known as an electronic crossing network. We will then present online algorithms for trading in these exchanges by Kakade, Kearns, Mansour and Ortiz. Lastly, we will present some results of one of my ongoing research projects with Aaron Johnson. In particular, we show that a related optimization problem is NP-hard.

Kevin Chang

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