Applications of combined financial strategies based on universal adaptive forecasting

DOI10.1134/S0005117916080099zbMath1354.91118MaRDI QIDQ505300

V. G. Trunov, Vladimir V. V'yugin

Publication date: 20 January 2017

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Economic time series analysis (91B84)

Cites Work

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• Asymptotic calibration
• Universal Portfolios
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• Theory and Applications of Models of Computation

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