11 search results - page 2 / 3 » Continuous-time behavioral portfolio selection |
ANOR
2007
13 years 6 months ago
2007
We present a novel portfolio selection technique, which replaces the traditional maximization of the utility function with a probabilistic approach inspired by statistical physics....
COLT
2003
Springer
13 years 11 months ago
2003
Springer
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...
JORS
2010
13 years 1 months ago
2010
Monte Carlo simulation is a common method for studying the volatility of market traded instruments. It is less employed in retail lending, because of the inherent nonlinearities in...
ICASSP
2008
IEEE
14 years 26 days ago
2008
IEEE
This paper investigates a class of learning problems called learning satisfiability (LSAT) problems, where the goal is to learn a set in the input (feature) space that satisfies...
ICML
2009
IEEE
14 years 7 months ago
2009
IEEE
We study online learning in an oblivious changing environment. The standard measure of regret bounds the difference between the cost of the online learner and the best decision in...