PORTFOLIO SELECTION AND ONLINE LEARNING

DOI10.1142/S0218488508005364zbMath1151.91524MaRDI QIDQ3542654

Tatsiana Levina, Glenn R. Shafer

Publication date: 1 December 2008

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10)

Related Items (3)

Universal portfolio selection strategy by aggregating online expert advice ⋮ PAMR: passive aggressive mean reversion strategy for portfolio selection ⋮ Online portfolio selection

Cites Work

• Unnamed Item
• Unnamed Item
• Exponentiated gradient versus gradient descent for linear predictors
• Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment
• Tracking the best expert
• The weighted majority algorithm
• A note on learning from multiple-instance examples
• Derandomizing stochastic prediction strategies
• UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS
• Universal Portfolios
• How to use expert advice
• Efficient Universal Portfolios for Past‐Dependent Target Classes
• On‐Line Portfolio Selection Using Multiplicative Updates
• Universal portfolios with side information
• Prediction, Learning, and Games

This page was built for publication: PORTFOLIO SELECTION AND ONLINE LEARNING