Log-Optimal Portfolio Selection Using the Blackwell Approachability Theorem.
Vladimir V'yuginPublished in: CoRR (2014)
Keyphrases
- portfolio selection
- optimal portfolio
- multistage stochastic
- portfolio optimization
- optimal solution
- portfolio management
- dynamic programming
- artificial intelligence
- decision making
- long term
- case based reasoning
- transaction costs
- financial markets
- data warehouse
- text mining
- worst case
- neural network
- lower bound
- data mining