Generalization bounds for regularized portfolio selection with market side information (Q5882397)
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scientific article; zbMATH DE number 7663659
Language | Label | Description | Also known as |
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English | Generalization bounds for regularized portfolio selection with market side information |
scientific article; zbMATH DE number 7663659 |
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Generalization bounds for regularized portfolio selection with market side information (English)
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15 March 2023
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portfolio optimization
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generalization bound
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utility maximization
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learning theory
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