Portfolio selection in non-stationary markets (Q5862157)

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scientific article; zbMATH DE number 7484975
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Portfolio selection in non-stationary markets
scientific article; zbMATH DE number 7484975

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    Portfolio selection in non-stationary markets (English)
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    4 March 2022
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    non-stationary time series
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    portfolio selection
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    sequential Rademacher complexity
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    generalization bounds
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