The following pages link to Universal Portfolios (Q4345877):
Displaying 50 items.
- Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
- A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← links)
- Online variance minimization (Q420931) (← links)
- PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935) (← links)
- Applications of combined financial strategies based on universal adaptive forecasting (Q505300) (← links)
- Hybrid Atlas models (Q535207) (← links)
- Evolutionary stability of portfolio rules in incomplete markets (Q556401) (← links)
- A new formulation of asset trading games in continuous time with essential forcing of variation exponent (Q605895) (← links)
- Sequential optimizing strategy in multi-dimensional bounded forecasting games (Q617916) (← links)
- A note on constant proportion trading strategies (Q635503) (← links)
- Competitive analysis for online leasing problem with compound interest rate (Q638104) (← links)
- Competitive strategy for on-line leasing of depreciable equipment (Q646109) (← links)
- Rough paths in idealized financial markets (Q647162) (← links)
- A novel online portfolio selection strategy with multiperiodical asymmetric mean reversion (Q779095) (← links)
- Aggregating expert advice strategy for online portfolio selection with side information (Q780324) (← links)
- Developing new portfolio strategies by aggregation (Q827154) (← links)
- Replicator dynamics: old and new (Q828036) (← links)
- Gated Bayesian networks for algorithmic trading (Q899466) (← links)
- On-line portfolio selection using stochastic programming (Q951342) (← links)
- Capital growth with security (Q951507) (← links)
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- Logarithmic regret algorithms for online convex optimization (Q1009221) (← links)
- Regret to the best vs. regret to the average (Q1009274) (← links)
- Measuring the efficiency of the intraday Forex market with a universal data compression algorithm (Q1020542) (← links)
- An improvement on El-Yaniv-Fiat-Karp-Turpin's money-making bi-directional trading strategy (Q1129108) (← links)
- Optimal portfolios with asymptotic criteria (Q1313154) (← links)
- A decision-theoretic generalization of on-line learning and an application to boosting (Q1370863) (← links)
- Efficient learning with virtual threshold gates (Q1383714) (← links)
- Predicting a binary sequence almost as well as the optimal biased coin (Q1398365) (← links)
- A bounded risk strategy for a market with non-observable parameters. (Q1413317) (← links)
- Compound decision theory and empirical Bayes methods (Q1429309) (← links)
- Minmax regret solutions for minimax optimization problems with uncertainty (Q1591541) (← links)
- Weighted entropy and optimal portfolios for risk-averse Kelly investments (Q1692288) (← links)
- Risk management strategies for finding universal portfolios (Q1699132) (← links)
- Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability (Q1747783) (← links)
- Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253) (← links)
- A lower bound on compression of unknown alphabets (Q1770393) (← links)
- Simulated annealing algorithm for optimal capital growth (Q1782909) (← links)
- Regret in the on-line decision problem (Q1818283) (← links)
- Adaptive game playing using multiplicative weights (Q1818286) (← links)
- Delayed information and action in on-line algorithms (Q1854463) (← links)
- High-risk and competitive investment models (Q1854797) (← links)
- Stochastic optimization for real time service capacity allocation under random service demand (Q1931638) (← links)
- Forecasting electricity consumption by aggregating specialized experts (Q1945028) (← links)
- Extracting certainty from uncertainty: regret bounded by variation in costs (Q1959595) (← links)
- Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117) (← links)
- Relative utility bounds for empirically optimal portfolios (Q2040434) (← links)
- Online portfolio selection with long-short term forecasting (Q2079300) (← links)
- Adaptive online portfolio strategy based on exponential gradient updates (Q2125237) (← links)
- Random concave functions (Q2134284) (← links)
