A tree-weighting approach to sequential decision problems with multiplicative loss

DOI10.1016/j.sigpro.2010.09.007zbMath1217.91041OpenAlexW2060753468MaRDI QIDQ551626

Andrew Bean, Suleyman S. Kozat, Andrew C. Singer

Publication date: 21 July 2011

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2010.09.007

zbMATH Keywords

portfolioinvestmentuniversalcontext-treeconvex-combinationpiecewise models

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Decision theory (91B06) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

Online portfolio selection

Cites Work

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