On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component.
Alexei N. IgnatovAndrey I. KibzunPublished in: Autom. Remote. Control. (2014)
Keyphrases
- uniform distribution
- risk assessment
- portfolio management
- uniformly distributed
- pac learning
- portfolio optimization
- boolean functions
- monotone boolean functions
- relevant variables
- risk management
- agnostic learning
- target concept
- portfolio selection
- expected error
- investment decisions
- statistical queries
- feature selection
- membership queries
- computational learning theory
- random samples
- multi class
- learning dnf
- support vector