Stochastic nonstationary optimization for finding universal portfolios
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Publication:5933855
DOI10.1023/A:1019271201970zbMath1017.90071OpenAlexW1540619019MaRDI QIDQ5933855
Alexei A. Gaivoronski, Fabio Stella
Publication date: 14 June 2001
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1019271201970
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