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Price systems constructed by optimal dynamic portfolios.

Manfred Schäl
Published in: Math. Methods Oper. Res. (2000)
Keyphrases
  • data mining
  • dynamic programming
  • building blocks
  • database
  • artificial intelligence
  • multiscale
  • lower bound
  • intelligent systems
  • knowledge based systems
  • learning systems
  • complex systems
  • optimal control