Preprint
Oct 2026
Trading with the STARS: Algorithm Design&Spectrum of Fundamental Limits for Trading with Storage
We study an online trading problem where a trader, given a sequence of i.i.d. prices drawn from a known distribution $F$ on $[0,1]$, must make irrevocable buy, sell, or hold decisions subject to storage constraints. We investigate achievable algorithmic performance measured in terms of regret, the difference between th...
Jerry Anunrojwong, Akshit Kumar, Rachitesh Kumar
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