A tree-weighting approach to sequential decision problems with multiplicative loss (Q551626): Difference between revisions

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-.1016/j.sigpro.2010.09.007
@@ Property / DOI: 10.1016/j.sigpro.2010.09.007 / rank @@
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@@ Property / Mathematics Subject Classification ID: 62C12 / rank @@
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@@ Property / zbMATH Keywords: portfolio / rank @@
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@@ Property / zbMATH Keywords: investment / rank @@
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@@ Property / zbMATH Keywords: context-tree / rank @@
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@@ Property / zbMATH Keywords: piecewise models / rank @@
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@@ Property / cites work @@
+On‐Line Portfolio Selection Using Multiplicative Updates
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@@ Property / cites work @@
+Introduction to Digital Speech Processing
@@ Property / cites work: Introduction to Digital Speech Processing / rank @@
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@@ Property / cites work @@
+Multi-stream adaptive evidence combination for noise robust ASR
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@@ Property / cites work @@
+Switching Strategies for Sequential Decision Problems With Multiplicative Loss With Application to Portfolios
+Normal rank
@@ Property / cites work @@
+Universal portfolios with side information
@@ Property / cites work: Universal portfolios with side information / rank @@
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@@ Property / cites work @@
+Universal Piecewise Linear Prediction Via Context Trees
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+The context-tree weighting method: basic properties
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+Efficient Universal Portfolios for Past‐Dependent Target Classes
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+Universal portfolios with and without transaction costs.
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+Internal regret in on-line portfolio selection
@@ Property / cites work: Internal regret in on-line portfolio selection / rank @@
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@@ Property / cites work @@
+.1162/153244303321897672
@@ Property / cites work: 10.1162/153244303321897672 / rank @@
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@@ Property / cites work @@
+Q5715671
@@ Property / cites work: Q5715671 / rank @@
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@@ Property / cites work @@
+Coding for a binary independent piecewise-identically-distributed source
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@@ Property / cites work @@
+The context-tree weighting method: extensions
@@ Property / cites work: The context-tree weighting method: extensions / rank @@
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@@ Property / cites work @@
+Context weighting for general finite-context sources
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@@ Property / cites work @@
+Twice-universal coding
@@ Property / cites work: Twice-universal coding / rank @@
+Normal rank
@@ Property / cites work @@
+Low-complexity sequential lossless coding for piecewise-stationary memoryless sources
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@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
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@@ Property / cites work @@
+The Cost of Achieving the Best Portfolio in Hindsight
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@@ Property / cites work @@
+NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES
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@@ Property / cites work @@
+Q4459797
@@ Property / cites work: Q4459797 / rank @@
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@@ Property / DOI @@
+.1016/J.SIGPRO.2010.09.007
@@ Property / DOI: 10.1016/J.SIGPRO.2010.09.007 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:551626