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Type: BOOK - Published: 2023-12-31 - Publisher:
This book investigates the OLPS problem. The authors unveil four innovative algorithms based on the cutting edge machine learning techniques and also detail a p
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With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial in
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Type: BOOK - Published: 2021-11-13 - Publisher: Springer Nature
This book consists of eight chapters, authored by distinguished researchers and practitioners, that highlight the state of the art and recent trends in addressi
Language: en
Pages: 883
Pages: 883
Type: BOOK - Published: 2011 - Publisher: World Scientific
This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. The strategy is to maximize long
