Question
Assume you have n currencies C={c1, .., cn} and you have the exchange rates rij between all pair of currencies i and j. All exchange
Assume you have n currencies C={c1, .., cn} and you have the exchange rates rij between all pair of currencies i and j. All exchange rates are positive. Could you use Bellman-Ford to compute the most profitable sequence of currency exchanges between all pairs of currencies (assuming no negative weight cycles)? For example, the most profitable path to exchange currency c2 to currency c7 could be to first convert to currency c1 and then to c7. In other words, the exchange rates would be r21 r17. The goal is to maximize the products of the exchange rates between any two currencies. Hint: Given variables x1 and x2, maximizing the product (x1 x2) is equivalent to maximizing log (x1 x2).
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