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Stochastic Nonstationary Optimization for Finding Universal Portfolios

✍ Scribed by Alexei A. Gaivoronski; Fabio Stella

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal portfolio for nonstationary secu

✍ Anatoli A. Pervozvanski 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 81 KB

Stochastic Optimization of Insurance Por

✍ Y.M. Ermoliev; T.Y. Ermolieva; G.J. MacDonald; V.I. Norkin 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 215 KB

A stochastic programming approach for mu

✍ Alois Geyer; Michael Hanke; Alex Weissensteiner 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 332 KB

Beating a moving target: Optimal portfol

✍ Sid Browne 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 128 KB

Algorithm for stochastic approximation w

✍ A. T. Vakhitov; O. N. Granichin; L. S. Gurevich 📂 Article 📅 2009 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 303 KB

Nonstationary law of large numbers for d

✍ Yu. M. Ermol’ev; V. I. Norkin 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 866 KB