Online Portfolio Selection

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Online Portfolio Selection
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With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial in
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This book investigates the OLPS problem. The authors unveil four innovative algorithms based on the cutting edge machine learning techniques and also detail a p
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With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial in
Evolutionary and Memetic Computing for Project Portfolio Selection and Scheduling
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Authors: Kyle Robert Harrison
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Type: BOOK - Published: 2021-11-13 - Publisher: Springer Nature

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This book consists of eight chapters, authored by distinguished researchers and practitioners, that highlight the state of the art and recent trends in addressi
The Kelly Capital Growth Investment Criterion
Language: en
Pages: 883
Authors: Leonard C. MacLean
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This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. The strategy is to maximize long