scientific article; zbMATH DE number 2086680

MaRDI QIDQ4737217zbMATH OpenFDO

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

Mathematics Subject Classification ID

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

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