Pages that link to "Item:Q4409030"
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The following pages link to Efficient Universal Portfolios for Past‐Dependent Target Classes (Q4409030):
Displaying 14 items.
- A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← links)
- PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935) (← links)
- A tree-weighting approach to sequential decision problems with multiplicative loss (Q551626) (← links)
- Universal schemes for prediction, gambling and portfolio selection (Q1196946) (← links)
- Risk management strategies for finding universal portfolios (Q1699132) (← links)
- PORTFOLIO SELECTION AND ONLINE LEARNING (Q3542654) (← links)
- RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA (Q3557552) (← links)
- Binary switch portfolio (Q4555108) (← links)
- Universal portfolios with side information (Q4885666) (← links)
- Online portfolio selection (Q5176170) (← links)
- Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio (Q5241562) (← links)
- AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION (Q5247422) (← links)
- NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES (Q5488978) (← links)
- Performance of Brownian-motion-generated universal portfolios (Q6075646) (← links)