Portfolio Selection and Online Learning.

Tatsiana Levina Glenn Shafer

Published in: Int. J. Uncertain. Fuzziness Knowl. Based Syst. (2008)

Keyphrases

portfolio selection
online learning
multistage stochastic
portfolio optimization
robust optimization
e learning
portfolio management
active learning
multiple objectives
transaction costs
multi objective
long term
convex optimization
mathematical programming
training set
lower bound
learning algorithm