Online algorithms for the portfolio selection problem
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 comprehens...
| Main Author: | Dochow, Robert. |
|---|---|
| Other Authors: | SpringerLink (Online service) |
| Format: | Electronic |
| Language: | English |
| Published: |
[Place of publication not identified] :
Gabler,
2016.
|
| Physical Description: |
1 online resource. |
| Series: |
Research.
|
| Subjects: |
Table of Contents:
- Performance Evaluation
- Selected Algorithms from the Literature
- Proposed Algorithms with Risk Management
- Empirical Testing of Algorithms
- A Software Tool for Testing.