AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION (Q5247422)
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scientific article; zbMATH DE number 6430116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION |
scientific article; zbMATH DE number 6430116 |
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AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION (English)
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24 April 2015
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regret minimization
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portfolio selection
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online convex optimization
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