Can I read Bellman-Ford Algorithm for Arbitrage on EtoBox?
Bellman-Ford Algorithm for Arbitrage by Ranveer Singhaniya is a document available to read on EtoBox.
What is Bellman-Ford Algorithm for Arbitrage about?
The document discusses using the Bellman-Ford algorithm to find the maximum value of currency conversions between currencies given exchange rates. It explains that taking the logarithm of exchange rates allows reducing the maximum product problem to a shortest path problem that can be solved using Bellman-Ford. However, Bellman-Ford must be used instead of Dijkstra
- Author
- Ranveer Singhaniya
- Language
- EN