2391 search results - page 5 / 479 » A Portfolio Approach to Algorithm Selection |
ICASSP
2008
IEEE
14 years 1 months ago
2008
IEEE
In this paper, we consider online (sequential) portfolio selection in a competitive algorithm framework under transaction costs. We construct a sequential algorithm for portfolio ...
AMAI
2011
Springer
12 years 7 months ago
2011
Springer
GECCO
2008
Springer
13 years 8 months ago
2008
Springer
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
IOR
2006
13 years 7 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
FSKD
2006
Springer
13 years 11 months ago
2006
Springer
Interval number is a kind of special fuzzy number and the interval approach is a good method to deal with some uncertainty. The semi-absolute deviation risk function is extended to...