A tree-weighting approach to sequential decision problems with multiplicative loss
type: Item
instance of: scholarly article
title: A tree-weighting approach to sequential decision problems with multiplicative loss
zbMATH Open document ID: 1217.91041
author: Suleyman S. Kozat
author: Andrew C. Singer
author: Andrew Bean
published in: Signal Processing
publication date: 2011-07-21T00:00:00Z
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 62C12
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 5929446
zbMATH Keywords: universal
zbMATH Keywords: convex-combination
zbMATH Keywords: portfolio
zbMATH Keywords: investment
zbMATH Keywords: context-tree
zbMATH Keywords: piecewise models
MaRDI profile type: Publication
full work available at URL: j.sigpro.2010.09.007
OpenAlex ID: W2060753468
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DOI: 10.1016/J.SIGPRO.2010.09.007
description: scientific article; zbMATH DE number 5929446