Online portfolio selection : principles and algorithms /
With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial investment landscape. Online Portfolio Selection: Principles and Algorithms supplies a comprehensive survey of existing OLPS principles and pr...
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| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press,
[2016]
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| Subjects: | |
| Online Access: | CONNECT |
