A risk-reward framework for the competitive analysis of financial games (Q1818278): Difference between revisions
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Latest revision as of 09:46, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk-reward framework for the competitive analysis of financial games |
scientific article |
Statements
A risk-reward framework for the competitive analysis of financial games (English)
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29 August 2001
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This paper extends the competitive analysis framework to allow investors to develop optimal trading strategies based on their risk tolerance and forecast. It analyzes a financial game using the risk-reward framework and derives an optimal risk-tolerant algorithm.
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adaptive trading strategies
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competitive analysis
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forecast
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on-line algorithms
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reward
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risk
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