5 search results - page 1 / 1 » Universal Portfolios With and Without Transaction Costs |
COLT
1997
Springer
13 years 9 months ago
1997
Springer
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 ...
ICASSP
2011
IEEE
12 years 9 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...
FC
2009
Springer
13 years 12 months ago
2009
Springer
Abstract. We present a useful new mechanism that facilitates the atomic exchange of many large baskets of securities in a combinatorial exchange. Cryptography prevents information ...
JUCS
2008
13 years 5 months ago
2008
Abstract: Oblivious transfer is an important cryptographic protocol in various security applications. For example, in on-line transactions, a k-out-of-n oblivious transfer scheme a...