Applications of combined financial strategies based on universal adaptive forecasting

DOI10.1134/S0005117916080099MaRDI QIDQ505300zbMATH OpenFDO

Authors V. G. Trunov, Vladimir V. V'yugin

Publication date 20 January 2017

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Economic time series analysis (91B84) Numerical methods (including Monte Carlo methods) (91G60)

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• Follow the leader if you can, hedge if you must
• Learning Theory
• On the influence of the kernel on the consistency of support vector machines
• Theory and Applications of Models of Computation
• Universal Portfolios
• Universal algorithm for trading in stock market based on the method of calibration
• Universal portfolios with side information

Cited in

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• Universal algorithm for trading in stock market based on the method of calibration

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