Robust and adaptive algorithms for online portfolio selection
10.1080/14697688.2012.691175
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Main Authors: | Tsagaris, T., Jasra, A., Adams, N. |
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Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2016
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/125062 |
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Institution: | National University of Singapore |
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