Switching investments

DOI10.1016/J.TCS.2012.10.012MaRDI QIDQ1939262zbMATH OpenOpenAlexFDO

Authors Wouter M. Koolen, Steven de Rooij

Publication date 4 March 2013

Published in Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.tcs.2012.10.012

zbMATH Keywords

game-theoretic financerelative loss boundsworst-case analysis

Mathematics Subject Classification ID

Nonnumerical algorithms (68W05) 2-person games (91A05)

Recommendations

• Switching investments
• Online two-way trading: randomization and advice
• Optimal online two-way trading with bounded number of transactions
• Optimal online two-way trading with bounded number of transactions
• On‐Line Portfolio Selection Using Multiplicative Updates

Cited in

(3)

• Experimental analysis of an online trading algorithm
• Buy low, sell high
• Switching investments

This page was built for publication: Switching investments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1939262)