Chargement en cours…
Online Algorithms for the Portfolio Selection Problem
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 comprehens...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Gabler,
2016.
|
| Édition: | 1st ed. 2016. |
| Sujets: | |
| Accès en ligne: | Texto Completo |