Abstract
The computational complexity of the art of designing proxies for market indices is analyzed mathematically. All combinations of three fundamental problems with four commonly-used indices are shown to give NP-complete problems. These market indices are the price-weighted index, the value-weighted index, the equal-weighted index, and the price-relative index.
| Original language | English (US) |
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| Title of host publication | Proceedings of the Annual ACM-SIAM Symposium on Discrete Algorithms |
| Editors | Anon |
| Publisher | SIAM |
| State | Published - Jan 1 1999 |
| Event | Proceedings of the 1999 10th Annual ACM-SIAM Symposium on Discrete Algorithms - Baltimore, MD, USA Duration: Jan 17 1999 → Jan 19 1999 |
Other
| Other | Proceedings of the 1999 10th Annual ACM-SIAM Symposium on Discrete Algorithms |
|---|---|
| City | Baltimore, MD, USA |
| Period | 1/17/99 → 1/19/99 |
ASJC Scopus subject areas
- Chemical Health and Safety
- Software
- Safety, Risk, Reliability and Quality
- Discrete Mathematics and Combinatorics