hw_05 - CS 473 Fundamental Algorithms Spring 2012 Homework...

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Unformatted text preview: CS 473: Fundamental Algorithms, Spring 2012 Homework 5 (due Tuesday, 23:55:00, March 6, 2012) Collaboration Policy & submission guidelines: See homework 1. Each student individually have to also do quiz 5 online. Version: 1.11 1. ( 45 pts. ) Stock Picking. You have a group of investor friends who are looking at n consecutive days of a given stock at some point in the past. The days are numbered. i = 1 , 2 ,...,n . For each day i , they have a price p ( i ) per share for the stock on that day. For certain (possibly large) values of k , they want to study what they call k-shot strategies . A k-shot strategy is a collection of m pairs of days ( b 1 ,s 1 ) ,..., ( b m ,s m ), where 0 ≤ m ≤ k and 1 ≤ b 1 < s 1 < b 2 < s 2 ··· < b m < s m ≤ n. We view these as a set of up to k nonoverlapping intervals, during each of which the investors buy 1,000 shares of the stock (on day b i ) and then sell it (on day s i ). The return of a given k-shot strategy is simply the profit obtained from the...
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hw_05 - CS 473 Fundamental Algorithms Spring 2012 Homework...

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