A class of on-line portfolio selection algorithms based on linear learning (Q388589)
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scientific article; zbMATH DE number 6242372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of on-line portfolio selection algorithms based on linear learning |
scientific article; zbMATH DE number 6242372 |
Statements
A class of on-line portfolio selection algorithms based on linear learning (English)
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2 January 2014
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investment algorithm
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on-line portfolio
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linear learning
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relative entropy
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universal portfolio
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constant rebalanced portfolio
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