Filter by

  • Publication Year
  • Availability
  • Attachment
  • Collection Type
  • General Material Designation
    See More
  • Location
  • Language
Found 1 from your keywords: author=DOCHOW, Robert
cover
Online Algorithms for the Portfolio Selection Problem
Comment Share
DOCHOW, Robert

Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a comprehensive statistical analysis. Concrete results are that follow-the-loser algorithms show the most pro…

Edition
1
ISBN/ISSN
978-3-658-13528-7
Collation
XXVI, 185
Series Title
-
Call Number
-