scientific article; zbMATH DE number 2086680
From MaRDI portal
Publication:4737217
zbMATH Open1057.91038MaRDI QIDQ4737217FDOQ4737217
Authors: Karhan Akcoglu, Petros Drineas, Ming-Yang Kao 
Publication date: 11 August 2004
Full work available at URL: http://link.springer.de/link/service/series/0558/bibs/2380/23800888.htm
Title of this publication is not available (Why is that?)
Recommendations
- Fast Universalization of Investment Strategies
- 10.1162/153244303321897672
- Fast recursive portfolio optimization
- An efficient ex-ante criterion for ranking investment strategies
- Optimal investment strategies with bounded risks, general utilities, and goal achieving
- Stochastic nonstationary optimization for finding universal portfolios
- Universal schemes for prediction, gambling and portfolio selection
Cited In (9)
- Distributed mean reversion online portfolio strategy with stock network
- Universal algorithm for trading in stock market based on the method of calibration
- PAMR: passive aggressive mean reversion strategy for portfolio selection
- Online portfolio selection: a survey
- Adaptive online portfolio selection with transaction costs
- Fast Universalization of Investment Strategies
- ADAPTIVE INVESTMENT STRATEGIES FOR PERIODIC ENVIRONMENTS
- Applications of combined financial strategies based on universal adaptive forecasting
- 10.1162/153244303321897672
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4737217)
