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Cites work
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Cited in
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- Performance of finite order stochastic process generated universal portfolios
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- Risk management strategies for finding universal portfolios
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- Simulated annealing algorithm for optimal capital growth
- Universal portfolios with side information
- Online portfolio selection: a survey
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- Open markets
- Predicting a binary sequence almost as well as the optimal biased coin
- Adaptive game playing using multiplicative weights
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- Principal component analysis and optimal portfolio
- Risk-adjusted exponential gradient strategies for online portfolio selection
- Loss control with rank-one covariance estimate for short-term portfolio optimization
- Efficient learning with virtual threshold gates
- Gated Bayesian networks for algorithmic trading
- Portfolio choice based on empirical distribution
- Internal regret in on-line portfolio selection
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