17 search results - page 1 / 4 » Switching Investments |
ALT
2010
Springer
13 years 4 months ago
2010
Springer
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
We consider the sequential portfolio investment problem. Building on results in signal processing, machine learning, and other areas, we use factor graphs to develop new universal...
ICASSP
2008
IEEE
13 years 11 months ago
2008
IEEE
In this paper, we consider online (sequential) portfolio selection in a competitive algorithm framework under transaction costs. We construct a sequential algorithm for portfolio ...
SIAMCO
2008
13 years 4 months ago
2008
This paper builds a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence provides a novel method for solving ...
CCR
2002
13 years 4 months ago
2002
ATM was the focus of active research and significant investment in the early to mid 1990's. This paper discusses several visions for ATM prevalent at the time, and analyzes h...