scientific article; zbMATH DE number 5960587
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Publication:3094034
Collections of articles of miscellaneous specific interest (00B15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Portfolio theory (91G10) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70)
Cited in
(13)- On universal algorithms for classifying and predicting stationary processes
- Online portfolio selection with long-short term forecasting
- Universal portfolio selection strategy by aggregating online expert advice
- Log-optimal and rapid paths in von Neumann-Gale dynamical systems
- Transaction cost optimization for online portfolio selection
- Estimating the conditional expectations for continuous time stationary processes
- Consistency, integrability and asymptotic normality for some intermittent estimators
- scientific article; zbMATH DE number 7639721 (Why is no real title available?)
- Soft computing in financial engineering
- Kernel-based aggregating learning system for online portfolio optimization
- Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning
- Nonparametric volatility prediction
- Onflow: a model free, online portfolio allocation algorithm robust to transaction fees
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