Applications of combined financial strategies based on universal adaptive forecasting

DOI10.1134/S0005117916080099zbMATH Open1354.91118MaRDI QIDQ505300FDOQ505300

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

Publication date: 20 January 2017

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

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Mathematics Subject Classification ID

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

Cites Work

• On the influence of the kernel on the consistency of support vector machines
• Title not available (Why is that?)
• Asymptotic calibration
• Universal Portfolios
• Calibration-based empirical probability
• Universal portfolios with side information
• Follow the leader if you can, hedge if you must
• Universal algorithm for trading in stock market based on the method of calibration
• Learning Theory
• Theory and Applications of Models of Computation

Cited In (1)

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

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