Robust and adaptive algorithms for online portfolio selection (Q5745634): Difference between revisions

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+Computation of the condition number of a nonsingular symmetric toeplitz matrix with the Levinson-durbin algorithm
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+Updating the singular value decomposition
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+Portfolio Selection with Robust Estimation
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+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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+Robust portfolios: contributions from operations research and finance
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+Pathwise coordinate optimization
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+The truncated SVD as a method for regularization
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+On‐Line Portfolio Selection Using Multiplicative Updates
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+Dynamic mean-variance portfolio analysis under model risk
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Q3857615
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+Approximate non-Gaussian filtering with linear state and observation relations
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+Robust recursive estimation in the presence of heavy-tailed observation noise
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+On the Early History of the Singular Value Decomposition
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+Zhang neural network for online solution of time-varying convex quadratic program subject to time-varying linear-equality constraints
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