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Online Algorithms for the Portfolio Selection Problem - Paperback
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Online Algorithms for the Portfolio Selection Problem - Paperback
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Online Algorithms for the Portfolio Selection Problem - Paperbackby Robert Dochow (Author) Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a comprehensive statistical analysis. Concrete results are that follow the loser algorithms show the most promising performance when the
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Online Algorithms for the Portfolio Selection Problem - Paperback
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