Pages that link to "Item:Q4791738"

The following pages link to On‐Line Portfolio Selection Using Multiplicative Updates (Q4791738):

Displaying 39 items.

• A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← links)
• Online variance minimization (Q420931) (← links)
• A tree-weighting approach to sequential decision problems with multiplicative loss (Q551626) (← links)
• Competitive strategy for on-line leasing of depreciable equipment (Q646109) (← links)
• Filtering via approximate Bayesian computation (Q693364) (← links)
• A novel online portfolio selection strategy with multiperiodical asymmetric mean reversion (Q779095) (← links)
• Aggregating expert advice strategy for online portfolio selection with side information (Q780324) (← links)
• Gated Bayesian networks for algorithmic trading (Q899466) (← links)
• Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
• Regret to the best vs. regret to the average (Q1009274) (← links)
• Risk management strategies for finding universal portfolios (Q1699132) (← links)
• Adaptive game playing using multiplicative weights (Q1818286) (← links)
• Online portfolio selection with long-short term forecasting (Q2079300) (← links)
• Adaptive online portfolio strategy based on exponential gradient updates (Q2125237) (← links)
• Universal portfolio selection strategy by aggregating online expert advice (Q2138290) (← links)
• Algorithmic trading for online portfolio selection under limited market liquidity (Q2189897) (← links)
• Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
• Improved second-order bounds for prediction with expert advice (Q2384131) (← links)
• Convergence of the exponentiated gradient method with Armijo line search (Q2420800) (← links)
• UNIVERSAL SEMICONSTANT REBALANCED PORTFOLIOS (Q3084601) (← links)
• PORTFOLIO SELECTION AND ONLINE LEARNING (Q3542654) (← links)
• RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA (Q3557552) (← links)
• Transaction cost optimization for online portfolio selection (Q4554503) (← links)
• Binary switch portfolio (Q4555108) (← links)
• Optimal capital growth with convex shortfall penalties (Q5001113) (← links)
• Portfolio selection algorithm under financial crisis: a case study with Bursa Malaysia (Q5083004) (← links)
• Online portfolio selection (Q5176170) (← links)
• Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices (Q5242357) (← links)
• AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION (Q5247422) (← links)
• KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES (Q5297235) (← links)
• OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION (Q5487832) (← links)
• NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES (Q5488978) (← links)
• Robust and adaptive algorithms for online portfolio selection (Q5745634) (← links)
• Internal regret in on-line portfolio selection (Q5916205) (← links)
• Internal regret in on-line portfolio selection (Q5921688) (← links)
• Online Portfolio Optimization with Risk Control (Q6084585) (← links)
• Adaptive moment estimation for universal portfolio selection strategy (Q6088522) (← links)
• Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
• Principal component analysis and optimal portfolio (Q6187960) (← links)