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Robust and adaptive algorithms for online portfolio selection - MaRDI portal

Robust and adaptive algorithms for online portfolio selection (Q5745634)

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scientific article; zbMATH DE number 6252519
Language Label Description Also known as
English
Robust and adaptive algorithms for online portfolio selection
scientific article; zbMATH DE number 6252519

    Statements

    title
    Robust and adaptive algorithms for online portfolio selection (English)
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    author
    Theodoros Tsagaris
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    Ajay Jasra
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    Niall M. Adams
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    publication date
    30 January 2014
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    zbMATH Keywords
    adaptive systems
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    quantitative trading strategies
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    statistics
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    portfolio allocation
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G10
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    91G70
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    zbMATH DE Number
    6252519
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    OpenAlex ID
    W2045967071
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    arXiv ID
    1005.2979
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