Universal portfolio algorithms in realistic-outcome markets.
Ami TavoryMeir FederPublished in: ITW (2010)
Keyphrases
- computationally efficient
- data structure
- orders of magnitude
- realistic scenarios
- computational complexity
- theoretical analysis
- data mining
- optimization problems
- recently developed
- computationally expensive
- computational cost
- evolutionary algorithm
- learning algorithm
- worst case
- electronic commerce
- machine learning algorithms
- benchmark datasets
- real life
- computer vision
- search engine