Constant Markov Portfolio and its application to universal portfolio with side information.

Mariko Tsurusaki Jun'ichi Takeuchi

Published in: ISIT (2012)

Keyphrases

information content
keywords
higher level
information sources
real time
information overload
artificial intelligence
decision making
hidden markov models
raw data
end users
information processing
spatial information
markov model
sensor data
domain knowledge
image sequences
databases
data sets