Online Algorithms for the Portfolio Selection Problem
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Publication:2968717
DOI10.1007/978-3-658-13528-7zbMath1358.91001OpenAlexW2500644353MaRDI QIDQ2968717
Publication date: 20 March 2017
Full work available at URL: https://doi.org/10.1007/978-3-658-13528-7
Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Applications of mathematical programming (90C90) Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Internet topics (68M11)
Related Items (4)
Online Portfolio Optimization with Risk Control ⋮ Risk management strategies for finding universal portfolios ⋮ Global convergence of the EM algorithm for ARX models with uncertain communication channels ⋮ Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices
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